Bouchard, Bruno; Pham, Huyên Wealth-path dependent utility maximization in incomplete markets. (English) Zbl 1063.91029 Finance Stoch. 8, No. 4, 579-603 (2004). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G10 91B16 49N15 49N30 PDF BibTeX XML Cite \textit{B. Bouchard} and \textit{H. Pham}, Finance Stoch. 8, No. 4, 579--603 (2004; Zbl 1063.91029) Full Text: DOI
Sass, Jörn; Haussmann, Ulrich G. Optimizing the terminal wealth under partial information: the drift process as a continuous time Markov chain. (English) Zbl 1063.91040 Finance Stoch. 8, No. 4, 553-577 (2004). Reviewer: Yuliya Mishura MSC: 91G10 60G44 60J10 91G30 PDF BibTeX XML Cite \textit{J. Sass} and \textit{U. G. Haussmann}, Finance Stoch. 8, No. 4, 553--577 (2004; Zbl 1063.91040) Full Text: DOI
Jouini, Elyès; Meddeb, Moncef; Touzi, Nizar Vector-valued coherent risk measures. (English) Zbl 1063.91048 Finance Stoch. 8, No. 4, 531-552 (2004). Reviewer: Yuliya Mishura MSC: 91B30 46E30 PDF BibTeX XML Cite \textit{E. Jouini} et al., Finance Stoch. 8, No. 4, 531--552 (2004; Zbl 1063.91048) Full Text: DOI Link
Courtault, Jean-Michel; Delbaen, Freddy; Kabanov, Yuri; Stricker, Christophe On the law of one price. (English) Zbl 1064.60084 Finance Stoch. 8, No. 4, 525-530 (2004). Reviewer: Yuliya Mishura MSC: 60G44 91G99 91B24 91G10 PDF BibTeX XML Cite \textit{J.-M. Courtault} et al., Finance Stoch. 8, No. 4, 525--530 (2004; Zbl 1064.60084) Full Text: DOI
Gao, Yuan; Lim, Kian Guan; Ng, Kah Hwa An approximation pricing algorithm in an incomplete market: a differential geometric approach. (English) Zbl 1060.62120 Finance Stoch. 8, No. 4, 501-523 (2004). Reviewer: Yuliya Mishura MSC: 62P05 91B24 91G80 62B10 53B99 PDF BibTeX XML Cite \textit{Y. Gao} et al., Finance Stoch. 8, No. 4, 501--523 (2004; Zbl 1060.62120) Full Text: DOI
Møller, Thomas Stochastic orders in dynamic reinsurance markets. (English) Zbl 1060.62122 Finance Stoch. 8, No. 4, 479-499 (2004). Reviewer: Yuliya Mishura MSC: 62P05 91B30 60E15 60G44 PDF BibTeX XML Cite \textit{T. Møller}, Finance Stoch. 8, No. 4, 479--499 (2004; Zbl 1060.62122) Full Text: DOI
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut Maturity cycles in implied volatility. (English) Zbl 1063.91066 Finance Stoch. 8, No. 4, 451-477 (2004). Reviewer: Yuliya Mishura MSC: 91B70 60F05 60H30 PDF BibTeX XML Cite \textit{J.-P. Fouque} et al., Finance Stoch. 8, No. 4, 451--477 (2004; Zbl 1063.91066) Full Text: DOI