Issue 2/2009
Content (5 Articles)
Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets
Alexander Schied, Torsten Schöneborn
Bias-correcting the realized range-based variance in the presence of market microstructure noise
Kim Christensen, Mark Podolskij, Mathias Vetter
Pricing options under stochastic volatility: a power series approach
Fabio Antonelli, Sergio Scarlatti