Ausgabe 3/2014
Inhalt (3 Artikel)
Optimal Portfolio Selection Based on Expected Shortfall Under Generalized Hyperbolic Distribution
Budhi Arta Surya, Ryan Kurniawan
A Continuous-Time Optimal Insurance Design with Costly Monitoring
Hisashi Nakamura, Koichiro Takaoka
Large Deviations for the Extended Heston Model: The Large-Time Case
Antoine Jacquier, Aleksandar Mijatović