Geodesic

Volume 39 (2012) no. 4

Sommaire

Arbitrage for simple strategies
p. 379-412
The martingale method of shortfall risk minimization in a discrete time market
p. 413-424
Target achieving portfolio under model misspecification: quadratic optimization framework
p. 425-443
Asymptotics of utility from terminal wealth for partially observed portfolios
p. 445-461
Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance
p. 463-488
Integral representations of risk functions for basket derivatives
p. 489-514