Ausgabe 4/2013
Inhalt (6 Artikel)
Acceptability indexes via -expectations: an application to liquidity risk
Emanuela Rosazza Gianin, Carlo Sgarra
Dealing with the inventory risk: a solution to the market making problem
Olivier Guéant, Charles-Albert Lehalle, Joaquin Fernandez-Tapia
Optimal investment with two-factor uncertainty
Manuel J. Rocha Armada, Paulo J. Pereira, Artur Rodrigues