Issue 4/2014
Content (8 Articles)
Pricing vulnerable claims in a Lévy-driven model
Agostino Capponi, Stefano Pagliarani, Tiziano Vargiolu
Asymptotic arbitrage with small transaction costs
Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe
Agostino Capponi, Stefano Pagliarani, Tiziano Vargiolu
Irene Klein, Emmanuel Lépinette, Lavinia Perez-Ostafe