External Links

    Journal: Finance and Stochastics

    Volume 7, Issue 4

    417 -- 432Per Aslak Mykland. The interpolation of options
    433 -- 456Walter Schachermayer. A super-martingale property of the optimal portfolio process
    457 -- 473Jostein Paulsen. Optimal dividend payouts for diffusions with solvency constraints
    475 -- 489Costis Skiadas. Robust control and recursive utility
    491 -- 507Elyès Jouini. Convergence of the equilibrium prices in a family of financial models
    509 -- 531Tsukasa Fujiwara, Yoshio Miyahara. The minimal entropy martingale measures for geometric Lévy processes
    533 -- 553Patrick Cheridito. Arbitrage in fractional Brownian motion models
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