Issue 3/2013
Content (7 Articles)
Model-independent bounds for option prices—a mass transport approach
Mathias Beiglböck, Pierre Henry-Labordère, Friedrich Penkner
Open Access
Robust utility maximization for a diffusion market model with misspecified coefficients
Revaz Tevzadze, Teimuraz Toronjadze, Tamaz Uzunashvili
Equilibrium model with default and dynamic insider information
Luciano Campi, Umut Çetin, Albina Danilova
Dynamic no-good-deal pricing measures and extension theorems for linear operators on L ∞
Jocelyne Bion-Nadal, Giulia Di Nunno
A reading guide for last passage times with financial applications in view
Ashkan Nikeghbali, Eckhard Platen