External Links

    Journal: Finance and Stochastics

    Volume 11, Issue 1

    1 -- 2Martin Schweizer. Editorial
    3 -- 27Jean-Paul Décamps, Stéphane Villeneuve. Optimal dividend policy and growth option
    29 -- 50Leif Andersen, Vladimir V. Piterbarg. Moment explosions in stochastic volatility models
    51 -- 90Vathana Ly Vath, Mohamed Mnif, Huyên Pham. A model of optimal portfolio selection under liquidity risk and price impact
    91 -- 105Lo-Bin Chang, Kenneth James Palmer. Smooth convergence in the binomial model
    107 -- 129Alexander Schied. Optimal investments for risk- and ambiguity-averse preferences: a duality approach
    131 -- 152Andreas E. Kyprianou, Budhi Arta Surya. Principles of smooth and continuous fit in the determination of endogenous bankruptcy levels
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