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    Journal: Finance and Stochastics

    Volume 11, Issue 4

    447 -- 493Ioannis Karatzas, Constantinos Kardaras. The numéraire portfolio in semimartingale financial models
    495 -- 519Arnaud Gloter. Efficient estimation of drift parameters in stochastic volatility models
    521 -- 535Benjamin Jourdain. Stochastic flow approach to Dupire's formula
    537 -- 569Alexander S. Cherny. Pricing and hedging European options with discrete-time coherent risk
    571 -- 589Elisa Alòs, Jorge A. León, Josep Vives. On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility
    591 -- 602Luciano Campi, Umut Çetin. Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling

    Volume 11, Issue 3

    299 -- 322Jeffrey F. Collamore, Andrea Höing. Small-time ruin for a financial process modulated by a Harris recurrent Markov chain
    323 -- 355Yu-Ting Chen, Cheng-Few Lee, Yuan-Chung Sheu. An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model
    357 -- 372L. C. G. Rogers, José A. Scheinkman. Optimal exercise of executive stock options
    373 -- 397Ignacio Cascos, Ilya S. Molchanov. Multivariate risks and depth-trimmed regions
    399 -- 427Tahir Choulli, Christophe Stricker, Jia Li. q
    429 -- 445Jacek Jakubowski, Jerzy Zabczyk. Exponential moments for HJM models with jumps

    Volume 11, Issue 2

    153 -- 179Nan Chen, Paul Glasserman. Additive and multiplicative duals for American option pricing
    181 -- 193Mark H. A. Davis, Vicente Mataix-Pastor. Negative Libor rates in the swap market model
    195 -- 212Robert A. Jarrow, Philip Protter, A. Deniz Sezer. Information reduction via level crossings in a credit risk model
    213 -- 236Erhan Bayraktar, Virginia R. Young. Correspondence between lifetime minimum wealth and utility of consumption
    237 -- 251Dimitri De Vallière, Yuri Kabanov, Christophe Stricker. No-arbitrage criteria for financial markets with transaction costs and incomplete information
    253 -- 266Sara Biagini, Marco Frittelli. The supermartingale property of the optimal wealth process for general semimartingales
    267 -- 289Beatrice Acciaio. Optimal risk sharing with non-monotone monetary functionals
    291 -- 298Alexander S. Cherny, Pavel G. Grigoriev. Dilatation monotone risk measures are law invariant

    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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