Ausgabe 2/2012
Inhalt (8 Artikel)
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
Aleksandar Mijatović, Mikhail Urusov
Strict local martingale deflators and valuing American call-type options
Erhan Bayraktar, Constantinos Kardaras, Hao Xing
Maximum entropy distributions inferred from option portfolios on an asset
Cassio Neri, Lorenz Schneider