Ausgabe 4/2015
Inhalt (9 Artikel)
How non-arbitrage, viability and numéraire portfolio are related
Tahir Choulli, Jun Deng, Junfeng Ma
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing
Christa Cuchiero, Josef Teichmann
Aggregation-robustness and model uncertainty of regulatory risk measures
Paul Embrechts, Bin Wang, Ruodu Wang
Dynamic credit investment in partially observed markets
Agostino Capponi, José E. Figueroa-López, Andrea Pascucci
Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach
Lingfei Li, Vadim Linetsky