External Links

    Journal: Finance and Stochastics

    Volume 7, Issue 2

    145 -- 167Paul Embrechts, Andrea Höing, Alessandro Juri. Using copulae to bound the Value-at-Risk for functions of dependent risks
    169 -- 195Huyên Pham. A large deviations approach to optimal long term investment
    197 -- 217Thomas Møller. Indifference pricing of insurance contracts in a product space model
    219 -- 230Jianming Xia. Dividing gains between a client and her agent
    231 -- 243Per Hörfelt. Extension of the corrected barrier approximation by Broadie, Glasserman, and Kou
    245 -- 262Wendell H. Fleming, Daniel Hernández-Hernández. An optimal consumption model with stochastic volatility
    263 -- 276Michael A. H. Dempster, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé. Exponential growth of fixed-mix strategies in stationary asset markets
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