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Finance and Stochastics

Ausgabe 1/2001

Inhalt (7 Artikel)

Original Paper

Editorial

A.N. Shiryaev, S.E. Shreve, D. Sondermann

Original Paper

A solution approach to valuation with unhedgeable risks

Thaleia Zariphopoulou

Original Paper

Apparent scaling

Ole E. Barndorff-Nielsen, Karsten Prause

Original Paper

Optimal investment in derivative securities

Peter Carr, Xing Jin, Dilip B. Madan

Original Paper

A class of risk neutral densities with heavy tails

Niels Væver Hartvig, Jens Ledet Jensen, Jan Pedersen