Chambers, Christopher P. An axiomatization of quantiles on the domain of distribution functions. (English) Zbl 1168.91460 Math. Finance 19, No. 2, 335-342 (2009). MSC: 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Delbaen, Freddy Risk measures for non-integrable random variables. (English) Zbl 1168.91461 Math. Finance 19, No. 2, 329-333 (2009). MSC: 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Gulisashvili, Archil; Stein, Elias M. Implied volatility in the Hull-White model. (English) Zbl 1168.91360 Math. Finance 19, No. 2, 303-327 (2009). MSC: 91B24 × Cite Format Result Cite Review PDF Full Text: DOI
Denis, Laurent; Fernández, Begoña; Meda, Ana Estimation of value at risk and ruin probability for diffusion processes with jumps. (English) Zbl 1168.91462 Math. Finance 19, No. 2, 281-302 (2009). MSC: 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Sotomayor, Luz Rocío; Cadenillas, Abel Explicit solutions of consumption-investment problems in financial markets with regime switching. (English) Zbl 1168.91400 Math. Finance 19, No. 2, 251-279 (2009). MSC: 91G10 × Cite Format Result Cite Review PDF Full Text: DOI
Larsen, Kasper Continuity of utility-maximization with respect to preferences. (English) Zbl 1168.91349 Math. Finance 19, No. 2, 237-250 (2009). MSC: 91B16 × Cite Format Result Cite Review PDF Full Text: DOI
Bensoussan, Alain; Keppo, Jussi; Sethi, Suresh P. Optimal consumption and portfolio decisions with partially observed real prices. (English) Zbl 1168.91375 Math. Finance 19, No. 2, 215-236 (2009). MSC: 91B28 × Cite Format Result Cite Review PDF Full Text: DOI
Cheridito, Patrick; Li, Tianhui Risk measures on Orlitz hearts. (English) Zbl 1168.91409 Math. Finance 19, No. 2, 189-214 (2009). MSC: 91B30 × Cite Format Result Cite Review PDF Full Text: DOI
Kardaras, Constantinos No-free-lunch equivalences for exponential Lévy models under convex constraints on investment. (English) Zbl 1168.91368 Math. Finance 19, No. 2, 161-187 (2009). MSC: 91B26 × Cite Format Result Cite Review PDF Full Text: DOI arXiv