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    Journal: Finance and Stochastics

    Volume 12, Issue 4

    441 -- 468Christian Bender, Tommi Sottinen, Esko Valkeila. Pricing by hedging and no-arbitrage beyond semimartingales
    469 -- 505Martin Schweizer, Johannes Wissel. Arbitrage-free market models for option prices: the multi-strike case
    507 -- 540Zhiyong Chen, Paul Glasserman. Sensitivity estimates for portfolio credit derivatives using Monte Carlo
    541 -- 560Sergei Levendorskii. American and European options in multi-factor jump-diffusion models, near expiry
    561 -- 581Damien Lamberton, Mohammed Adam Mikou. The critical price for the American put in an exponential Lévy model
    583 -- 600Saul Jacka, Abdelkarem Berkaoui, Jon Warren. No arbitrage and closure results for trading cones with transaction costs

    Volume 12, Issue 3

    293 -- 297Yuri Kabanov. In discrete time a local martingale is a martingale under an equivalent probability measure
    299 -- 330Romuald Elie, Nizar Touzi. Optimal lifetime consumption and investment under a drawdown constraint
    331 -- 355Zhengjun Jiang, Martijn Pistorius. On perpetual American put valuation and first-passage in a regime-switching model with jumps
    357 -- 380Tom Fischer. Consumption processes and positively homogeneous projection properties
    381 -- 410Christian Bender, Christina R. Niethammer. q-optimal martingale measures in exponential Lévy models
    411 -- 422Semyon Malamud. Universal bounds for asset prices in heterogeneous economies
    423 -- 439Damir Filipovic, Gregor Svindland. Optimal capital and risk allocations for law- and cash-invariant convex functions

    Volume 12, Issue 2

    149 -- 172Martin Keller-Ressel, Thomas Steiner. Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
    173 -- 194Dmitry B. Rokhlin. Asymptotic arbitrage and numéraire portfolios in large financial markets
    195 -- 218Delia Coculescu, Hélyette Geman, Monique Jeanblanc. Valuation of default-sensitive claims under imperfect information
    219 -- 244Jocelyne Bion-Nadal. Dynamic risk measures: Time consistency and risk measures from BMO martingales
    245 -- 264Semyon Malamud. Long run forward rates and long yields of bonds and options in heterogeneous equilibria
    265 -- 292Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev. On the duality principle in option pricing: semimartingale setting

    Volume 12, Issue 1

    1 -- 19Paolo Guasoni, Scott Robertson. Optimal importance sampling with explicit formulas in continuous time
    21 -- 41Andrea Pascucci. Free boundary and optimal stopping problems for American Asian options
    43 -- 82Peter Seiler, Bart Taub. The dynamics of strategic information flows in stock markets
    83 -- 115Damir Filipovic, Stefan Tappe. Existence of Lévy term structure models
    117 -- 147Erik Ekström, Johan Tysk. Convexity theory for the term structure equation
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