Geodesic

Volume 30 (2003) no. 2

Sommaire

Dependent defaults and credit migrations
p. 121-145
Hedging in complete markets driven by normal martingales
p. 147-172
Asymptotics of riskless profit under selling of discrete time call options
p. 173-191
Quantile hedging on markets with proportional transaction costs
p. 193-208
Risk minimization in the model with transaction costs
p. 209-216
A geometric point of view on mean-variance models
p. 217-241
An equilibrium model for electricity auctions
p. 243-249