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2020, Volume 65, Issue 2
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Lower cone distribution functions and set-valued quantiles form Galois connections
C. Ararat, A. Hamel
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221–236 |
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Large financial markets, discounting, and no asymptotic arbitrage
D. A. Balint, M. Schweizer
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237–280 |
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Approximate hedging with constant proportional transaction costs in financial markets with jumps
T. Nguyen, S. M. Pergamenshchikov
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281–311 |
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On the ruin problem with investment when the risky asset is a semimartingale
J. Spielmann, L. Vostrikova
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312–337 |
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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
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338–367 |
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Incentive-compatible surveys via posterior probabilities
J. Cvitanic, D. Prelec, S. Radas, H. Sikic
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368–408 |
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A complement to the Grigoriev theorem for the Kabanov model
J. Zhao, E. Lepinette
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409–419 |
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Behavioral investors in conic market models
H. N. Chau, M. Rásonyi
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420–430 |
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On the centenary of Sagdy Khasanovich Sirazhdinov
R. I. Muchamedkhanova, Sh. M. Mirakhmedov, I. U. Rakhimov, O. Sh. Sharipov, Ya. M. Khusanbaev
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431–432 |
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