External Links

    Journal: Finance and Stochastics

    Volume 9, Issue 2

    151 -- 176Anne Gundel. Robust utility maximization for complete and incomplete market models
    177 -- 195Kasper Larsen, Traian A. Pirvu, Steven E. Shreve, Reha H. Tütüncü. Satisfying convex risk limits by trading
    197 -- 209Tomas Björk, Henrik Hult. A note on Wick products and the fractional Black-Scholes model
    211 -- 231Li Chen, Damir Filipovic. A simple model for credit migration and spread curves
    233 -- 250Susanne Kruse, Ulrich Nögel. On the pricing of forward starting options in Heston's model on stochastic volatility
    251 -- 267Goran Peskir. The Russian option: Finite horizon
    269 -- 298Pauline Barrieu, Nicole El Karoui. Inf-convolution of risk measures and optimal risk transfer
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