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Mathematics and Financial Economics

Issue 1/2013

Content (4 Articles)

Arbitrage and hedging in a non probabilistic framework

A. Alvarez, S. Ferrando, P. Olivares

Optimal stopping under ambiguity in continuous time

Xue Cheng, Frank Riedel

Liquidity-adjusted risk measures

S. Weber, W. Anderson, A.-M. Hamm, T. Knispel, M. Liese, T. Salfeld

Optimal contracting with effort and misvaluation

Agostino Capponi, Jakša Cvitanić, Türkay Yolcu

Aug 12
Issue: 4/2012
Mar 13
Issue: 2/2013
Special Issue: Dedicated to the 2011 Humboldt-Princeton Workshop on Mathematical Finance

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