Villeneuve, Stéphane; Warin, Xavier Optimal liquidity management and hedging in the presence of a non-predictable investment opportunity. (English) Zbl 1293.91187 Math. Financ. Econ. 8, No. 2, 193-227 (2014). MSC: 91G50 PDFBibTeX XMLCite \textit{S. Villeneuve} and \textit{X. Warin}, Math. Financ. Econ. 8, No. 2, 193--227 (2014; Zbl 1293.91187) Full Text: DOI Link
Cretì, Anna; Villeneuve, Bertrand Commodity storage with durable shocks: a simple Markovian model. (English) Zbl 1304.90008 Math. Financ. Econ. 8, No. 2, 169-192 (2014). Reviewer: Efstratios Rappos (Aubonne) MSC: 90B05 91B24 PDFBibTeX XMLCite \textit{A. Cretì} and \textit{B. Villeneuve}, Math. Financ. Econ. 8, No. 2, 169--192 (2014; Zbl 1304.90008) Full Text: DOI Link
Owari, Keita On the Lebesgue property of monotone convex functions. (English) Zbl 1302.46018 Math. Financ. Econ. 8, No. 2, 159-167 (2014). Reviewer: James Adedayo Oguntuase (Abeokuta) MSC: 46E30 47H07 46N10 91G80 91B30 PDFBibTeX XMLCite \textit{K. Owari}, Math. Financ. Econ. 8, No. 2, 159--167 (2014; Zbl 1302.46018) Full Text: DOI arXiv
Talponen, Jarno; Viitasaari, Lauri Note on multidimensional Breeden-Litzenberger representation for state price densities. (English) Zbl 1287.91147 Math. Financ. Econ. 8, No. 2, 153-157 (2014). MSC: 91G20 PDFBibTeX XMLCite \textit{J. Talponen} and \textit{L. Viitasaari}, Math. Financ. Econ. 8, No. 2, 153--157 (2014; Zbl 1287.91147) Full Text: DOI arXiv
Aloqeili, Marwan Characterizing demand functions with price dependent income. (English) Zbl 1296.91178 Math. Financ. Econ. 8, No. 2, 135-151 (2014). Reviewer: Vladimir Gorbunov (Ul’yanovsk) MSC: 91B42 91B10 91B16 PDFBibTeX XMLCite \textit{M. Aloqeili}, Math. Financ. Econ. 8, No. 2, 135--151 (2014; Zbl 1296.91178) Full Text: DOI
Biagini, Francesca; Cretarola, Alessandra; Platen, Eckhard Local risk-minimization under the benchmark approach. (English) Zbl 1308.91157 Math. Financ. Econ. 8, No. 2, 109-134 (2014). Reviewer: Alexander Szimayer (Hamburg) MSC: 91G20 PDFBibTeX XMLCite \textit{F. Biagini} et al., Math. Financ. Econ. 8, No. 2, 109--134 (2014; Zbl 1308.91157) Full Text: DOI arXiv