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Finance and Stochastics

Ausgabe 3/2010

Inhalt (7 Artikel)

Option hedging for small investors under liquidity costs

Umut Çetin, H. Mete Soner, Nizar Touzi

On measuring nonlinear risk with scarce observations

Alexander Cherny, Raphael Douady, Stanislav Molchanov

Representation of the penalty term of dynamic concave utilities

Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin