Ausgabe 2/2014
Inhalt (6 Artikel)
Local risk-minimization under the benchmark approach
Francesca Biagini, Alessandra Cretarola, Eckhard Platen
Note on multidimensional Breeden–Litzenberger representation for state price densities
Jarno Talponen, Lauri Viitasaari
Optimal Liquidity management and Hedging in the presence of a non-predictable investment opportunity
Stéphane Villeneuve, Xavier Warin