|
Lower cone distribution functions and set-valued quantiles form Galois connections
C. Ararat, A. Hamel
|
221 |
|
|
Large financial markets, discounting, and no asymptotic arbitrage
D. A. Balint, M. Schweizer
|
237 |
|
|
Approximate hedging with constant proportional transaction costs in financial markets with jumps
T. Nguyen, S. M. Pergamenshchikov
|
281 |
|
|
On the ruin problem with investment when the risky asset is a semimartingale
J. Spielmann, L. Vostrikova
|
312 |
|
|
Fatou's lemma in its classical form and Lebesgue's convergence theorems for varying measures with applications to Markov decision processes
E. A. Feinberg, P. O. Kas'yanov, Y. Liang
|
338 |
|
|
Incentive-compatible surveys via posterior probabilities
J. Cvitanic, D. Prelec, S. Radas, H. Sikic
|
368 |
|
|
A complement to the Grigoriev theorem for the Kabanov model
J. Zhao, E. Lepinette
|
409 |
|
|
Behavioral investors in conic market models
H. N. Chau, M. Rásonyi
|
420 |
|
|
On the centenary of Sagdy Khasanovich Sirazhdinov
R. I. Muchamedkhanova, Sh. M. Mirakhmedov, I. U. Rakhimov, O. Sh. Sharipov, Ya. M. Khusanbaev
|
431 |
