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2015, Volume 60, Issue 4  


Modern problems of financial mathematics
Yu. M. Kabanov, A. N. Shiryaev
625
Sequential $\delta$-optimal consumption and investment for stochastic volatility markets with unknown parameters
B. Berdjane, S. M. Pergamenshchikov
628
FTAP for large financial markets. A new perspective on the fundamental theorem of asset pricing for large financial markets
Ch. Cuchiero, I. Klein, J. Teichmann
660
BSDEs driven by multi-dimensional martingales
T. Nie, M. Rutkowski
686
Optimal investment under behavioral criteria in incomplete diffusion market models
M. Rásonyi, J. G. Rodriguea-Villareal
720
Random time with differentiable conditional distribution function
Sh. Song
740
Algorithms for optimal control of stochastic switching systems
J. Hinz, N. Yap
770
Congratulations for A. N. Shiryaev
801

Short Communications
Viscosity solutions of integro-differential equations for nonruin probabilities
T. A. Belkina, Yu. M. Kabanov
802
An explicit solution for optimal investment in Heston model
E. B. Boguslavskaya, D. Muravey
811
Existence and uniqueness of ArrowDebreu equilibria with consumptions in $\bf L^0_+$
D. O. Kramkov
819

Author Index for Volume 60
828
    Theory of Probability and its Applications
 
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