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2![Processes of Class Sigma, Last Passage Times and Drawdowns Patrick Cheridito∗ Princeton University Princeton, NJ, USA Ashkan Nikeghbali Processes of Class Sigma, Last Passage Times and Drawdowns Patrick Cheridito∗ Princeton University Princeton, NJ, USA Ashkan Nikeghbali](https://www.pdfsearch.io/img/15e0f9d010392b1f149df454b40c6963.jpg) | Add to Reading ListSource URL: www.princeton.eduLanguage: English - Date: 2012-04-27 16:45:47
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3![Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨ Bond markets beyond short rate paradigm When roll-overs do not qualify as num´eraire: bond markets beyond short rate paradigms Irene Klein, Thorsten Schmidt, Josef Teichmann ETH Z¨](https://www.pdfsearch.io/img/6c495d8960b28130335e87d30b1c6840.jpg) | Add to Reading ListSource URL: www.ccfz.chLanguage: English - Date: 2013-11-25 09:44:49
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4![Portfolio Optimization under Nonlinear Utility Gregor Heyne1,1 , Michael Kuppera,2 , Ludovic Tangpia,3,∗ March 28, 2016 A BSTRACT This paper studies the utility maximization problem of an agent with non-trivial endowme Portfolio Optimization under Nonlinear Utility Gregor Heyne1,1 , Michael Kuppera,2 , Ludovic Tangpia,3,∗ March 28, 2016 A BSTRACT This paper studies the utility maximization problem of an agent with non-trivial endowme](https://www.pdfsearch.io/img/7282b1ab9b1f6eed8d84d4aac528d8b5.jpg) | Add to Reading ListSource URL: www.mat.univie.ac.atLanguage: English - Date: 2016-04-06 09:09:10
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5![arXiv:1112.1603v4 [math.PR] 19 JunStopping times are hitting times: a natural representation Tom Fischer∗ University of Wuerzburg arXiv:1112.1603v4 [math.PR] 19 JunStopping times are hitting times: a natural representation Tom Fischer∗ University of Wuerzburg](https://www.pdfsearch.io/img/10766c4780ee6ffa3baac5132b5e77c4.jpg) | Add to Reading ListSource URL: arxiv.orgLanguage: English - Date: 2012-06-20 23:04:38
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6![Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi Universit¨at Wien SS 2016 Fakult¨at f¨ ur Mathematik Christa Cuchiero Ludovic Tangpi](https://www.pdfsearch.io/img/6b81acff9f13749a8f8db63ff1a518d7.jpg) | Add to Reading ListSource URL: www.mat.univie.ac.atLanguage: English - Date: 2016-05-09 02:56:08
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7![LOCAL UTILITY AND MULTIVARIATE RISK AVERSION ARTHUR CHARPENTIER, ALFRED GALICHON, AND MARC HENRY Abstract. We revisit Machina’s local utility as a tool to analyze attitudes to multivariate risks. Using martingale embed LOCAL UTILITY AND MULTIVARIATE RISK AVERSION ARTHUR CHARPENTIER, ALFRED GALICHON, AND MARC HENRY Abstract. We revisit Machina’s local utility as a tool to analyze attitudes to multivariate risks. Using martingale embed](https://www.pdfsearch.io/img/1511e43f037d0e1866bf8de68ac5d9ef.jpg) | Add to Reading ListSource URL: www.istfin.eco.usi.chLanguage: English - Date: 2013-04-05 05:27:37
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8![Robust pricing and hedging under trading restrictions and the emergence of local martingale models∗ Alexander M. G. Cox† Zhaoxu Hou‡ Robust pricing and hedging under trading restrictions and the emergence of local martingale models∗ Alexander M. G. Cox† Zhaoxu Hou‡](https://www.pdfsearch.io/img/2dc770be89421ac8d9ccc264ac0194df.jpg) | Add to Reading ListSource URL: www.maths.bath.ac.ukLanguage: English - Date: 2014-06-04 05:11:09
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9![Random 𝐺-Expectations Marcel Nutz Random 𝐺-Expectations Marcel Nutz](https://www.pdfsearch.io/img/18f0695f9ae8978f20a9f4be5532944f.jpg) | Add to Reading ListSource URL: www.math.columbia.eduLanguage: English - Date: 2012-06-28 08:09:29
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10![Robust Fundamental Theorem for Continuous Processes Sara Biagini∗ Bruno Bouchard† Robust Fundamental Theorem for Continuous Processes Sara Biagini∗ Bruno Bouchard†](https://www.pdfsearch.io/img/6c4e7a415ac275288253ffa1b0a2c743.jpg) | Add to Reading ListSource URL: www.math.columbia.eduLanguage: English - Date: 2014-10-18 10:56:26
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