Ausgabe 2/2023
Inhalt (7 Artikel)
Open Access
Entropy martingale optimal transport and nonlinear pricing–hedging duality
Alessandro Doldi, Marco Frittelli
Open Access
Optimal dividends under a drawdown constraint and a curious square-root rule
Hansjörg Albrecher, Pablo Azcue, Nora Muler
Open Access
Optional projection under equivalent local martingale measures
Francesca Biagini, Andrea Mazzon, Ari-Pekka Perkkiö
A continuous-time model of self-protection
Sarah Bensalem, Nicolás Hernández-Santibáñez, Nabil Kazi-Tani