Table of Contents
VALUATIONS AND DYNAMIC CONVEX RISK MEASURES - A. Jobert and L. C. G. Rogers
ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE - Gianluca Cassese
OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION - Damir Filipović and Michael Kupper
TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS - Martin Schweizer and Johannes Wissel
SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS - Kumar Muthuraman, Haining Zha
SOLVABLE AFFINE TERM STRUCTURE MODELS - Martino Grasselli, Claudio Tebaldi
HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK–MERTON–SCHOLES? - Walter Schachermayer and Josef Teichmann
A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION - Hanqing Jin, Zuo Quan Xu, and Xun Yu Zhou
CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET - Xinfu Chen and John Chadam, Lishang Jiang, Weian Zheng
The FinanSer
Finance Journal Contents
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