Issue 1/2013
Content (9 Articles)
Bubbles and crashes in a Black–Scholes model with delay
John A. D. Appleby, Markus Riedle, Catherine Swords
Optimal dividend policies with transaction costs for a class of jump-diffusion processes
Martin Hunting, Jostein Paulsen
Consumption-portfolio optimization with recursive utility in incomplete markets
Holger Kraft, Frank Thomas Seifried, Mogens Steffensen
Correction note for ‘The large-maturity smile for the Heston model’
Carole Bernard, Zhenyu Cui, Martin Forde, Antoine Jacquier, Don McLeish, Aleksandar Mijatović
Erratum
Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates
Xi Chen, Robert V. Kohn