Issue 2/2014
Content (8 Articles)
Comparative and qualitative robustness for law-invariant risk measures
Volker Krätschmer, Alexander Schied, Henryk Zähle
Shifting martingale measures and the birth of a bubble as a submartingale
Francesca Biagini, Hans Föllmer, Sorin Nedelcu
Bilateral credit valuation adjustment for large credit derivatives portfolios
Lijun Bo, Agostino Capponi