Issue 2/2007
Content (8 Articles)
Information reduction via level crossings in a credit risk model
Robert A. Jarrow, Philip Protter, A. Deniz Sezer
Correspondence between lifetime minimum wealth and utility of consumption
Erhan Bayraktar, Virginia R. Young
No-arbitrage criteria for financial markets with transaction costs and incomplete information
Dimitri De Vallière, Yuri Kabanov, Christophe Stricker
The supermartingale property of the optimal wealth process for general semimartingales
Sara Biagini, Marco Frittelli