Issue 3/2012
Content (8 Articles)
Small transaction costs, absence of arbitrage and consistent price systems
Julien Grépat, Yuri Kabanov
Open Access
Optimal dividend distribution under Markov regime switching
Zhengjun Jiang, Martijn Pistorius
Optimal dividend policies for a class of growth-restricted diffusion processes under transaction costs and solvency constraints
Lihua Bai, Martin Hunting, Jostein Paulsen
Default times, no-arbitrage conditions and changes of probability measures
Delia Coculescu, Monique Jeanblanc, Ashkan Nikeghbali