Geodesic

Tome 60 (2015) no. 4

Sommaire

Modern problems of financial mathematics
p. 625-627
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters
p. 628-659
FTAP for large financial markets. A new perspective on the fundamental theorem of asset pricing for large financial
p. 660-685
BSDEs driven by multi-dimensional martingales
p. 686-719
Optimal investment under behavioral criteria in incomplete diffusion market models
p. 720-739
Random time with differentiable conditional distribution function
p. 740-769
Algorithms for optimal control of stochastic switching systems
p. 770-800
Congratulations for A.~N.~Shiryaev
Viscosity solutions of integro-differential equations for nonruin probabilities
p. 802-810
An explicit solution for optimal investment in Heston model
p. 811-819
Existence and uniqueness of Arrow–Debreu equilibria with consumptions in $\bf L^0_+$
p. 819-827
Author Index for Volume 60
p. 828-830