Ausgabe 1/2017
Inhalt (8 Artikel)
Hedging with small uncertainty aversion
Sebastian Herrmann, Johannes Muhle-Karbe, Frank Thomas Seifried
Open Access
Continuous-time perpetuities and time reversal of diffusions
Constantinos Kardaras, Scott Robertson
Optimal consumption and investment with Epstein–Zin recursive utility
Holger Kraft, Thomas Seiferling, Frank Thomas Seifried