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@article{DBLP:journals/fs/CarrL10,
  author       = {Peter Carr and
                  Roger Lee},
  title        = {Hedging variance options on continuous semimartingales},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {2},
  pages        = {179--207},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0110-3},
  doi          = {10.1007/S00780-009-0110-3},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CarrL10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CetinST10,
  author       = {Umut {\c{C}}etin and
                  H. Mete Soner and
                  Nizar Touzi},
  title        = {Option hedging for small investors under liquidity costs},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {3},
  pages        = {317--341},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0116-x},
  doi          = {10.1007/S00780-009-0116-X},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CetinST10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/ChernyDM10,
  author       = {Alexander S. Cherny and
                  Raphael Douady and
                  Stanislav Molchanov},
  title        = {On measuring nonlinear risk with scarce observations},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {3},
  pages        = {375--395},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0107-y},
  doi          = {10.1007/S00780-009-0107-Y},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/ChernyDM10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CoculescuGJ10,
  author       = {Delia Coculescu and
                  H{\'{e}}lyette Geman and
                  Monique Jeanblanc},
  title        = {Valuation of default-sensitive claims under imperfect information
                  (Publisher's Erratum)},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {1},
  pages        = {153--155},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0106-z},
  doi          = {10.1007/S00780-009-0106-Z},
  timestamp    = {Tue, 07 May 2024 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CoculescuGJ10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/ComteGR10,
  author       = {Fabienne Comte and
                  V. Genon{-}Catalot and
                  Yves Rozenholc},
  title        = {Nonparametric estimation for a stochastic volatility model},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {1},
  pages        = {49--80},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0094-z},
  doi          = {10.1007/S00780-009-0094-Z},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/ComteGR10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DassiosW10,
  author       = {Angelos Dassios and
                  Shanle Wu},
  title        = {Perturbed Brownian motion and its application to Parisian option pricing},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {3},
  pages        = {473--494},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0113-0},
  doi          = {10.1007/S00780-009-0113-0},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DassiosW10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DelbaenPG10,
  author       = {Freddy Delbaen and
                  Shige Peng and
                  Emanuela Rosazza Gianin},
  title        = {Representation of the penalty term of dynamic concave utilities},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {3},
  pages        = {449--472},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0119-7},
  doi          = {10.1007/S00780-009-0119-7},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DelbaenPG10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DenisK10,
  author       = {Emmanuel Denis and
                  Yuri Kabanov},
  title        = {Mean square error for the Leland-Lott hedging strategy: convex pay-offs},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {4},
  pages        = {625--667},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-010-0130-z},
  doi          = {10.1007/S00780-010-0130-Z},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DenisK10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DiesingerKS10,
  author       = {Peter Diesinger and
                  Holger Kraft and
                  Frank Thomas Seifried},
  title        = {Asset allocation and liquidity breakdowns: what if your broker does
                  not answer the phone?},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {3},
  pages        = {343--374},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-008-0085-5},
  doi          = {10.1007/S00780-008-0085-5},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DiesingerKS10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Durrleman10,
  author       = {Valdo Durrleman},
  title        = {From implied to spot volatilities},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {2},
  pages        = {157--177},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0112-1},
  doi          = {10.1007/S00780-009-0112-1},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Durrleman10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/FreyR10,
  author       = {R{\"{u}}diger Frey and
                  Wolfgang J. Runggaldier},
  title        = {Pricing credit derivatives under incomplete information: a nonlinear-filtering
                  approach},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {4},
  pages        = {495--526},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-010-0129-5},
  doi          = {10.1007/S00780-010-0129-5},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/FreyR10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Fukasawa10,
  author       = {Masaaki Fukasawa},
  title        = {Central limit theorem for the realized volatility based on tick time
                  sampling},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {2},
  pages        = {209--233},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-008-0087-3},
  doi          = {10.1007/S00780-008-0087-3},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Fukasawa10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/GatheralO10,
  author       = {Jim Gatheral and
                  Roel C. A. Oomen},
  title        = {Zero-intelligence realized variance estimation},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {2},
  pages        = {249--283},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0120-1},
  doi          = {10.1007/S00780-009-0120-1},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/GatheralO10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/GerholdSW10,
  author       = {Stefan Gerhold and
                  Uwe Schmock and
                  Richard Warnung},
  title        = {A generalization of Panjer's recursion and numerically stable risk
                  aggregation},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {1},
  pages        = {81--128},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0104-1},
  doi          = {10.1007/S00780-009-0104-1},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/GerholdSW10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/GranditsT10,
  author       = {Peter Grandits and
                  Grigory Temnov},
  title        = {A global consistency result for the two-dimensional Pareto distribution
                  in the presence of misspecified inflation},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {4},
  pages        = {569--591},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-010-0126-8},
  doi          = {10.1007/S00780-010-0126-8},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/GranditsT10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Hobson10,
  author       = {David Hobson},
  title        = {Comparison results for stochastic volatility models via coupling},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {1},
  pages        = {129--152},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-008-0083-7},
  doi          = {10.1007/S00780-008-0083-7},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Hobson10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/JacodP10,
  author       = {Jean Jacod and
                  Philip Protter},
  title        = {Risk-neutral compatibility with option prices},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {2},
  pages        = {285--315},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0109-9},
  doi          = {10.1007/S00780-009-0109-9},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/JacodP10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Klossner10,
  author       = {Stefan Kl{\"{o}}{\ss}ner},
  title        = {A high-low-based omnibus test for symmetry, the L{\'{e}}vy property,
                  and other hypotheses on intraday returns},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {1},
  pages        = {1--12},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0088-x},
  doi          = {10.1007/S00780-009-0088-X},
  timestamp    = {Mon, 26 Oct 2020 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fs/Klossner10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/MainikR10,
  author       = {Georg Mainik and
                  Ludger R{\"{u}}schendorf},
  title        = {On optimal portfolio diversification with respect to extreme risks},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {4},
  pages        = {593--623},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-010-0122-z},
  doi          = {10.1007/S00780-010-0122-Z},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/MainikR10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/ManiaS10,
  author       = {Michael Mania and
                  Marina Santacroce},
  title        = {Exponential utility maximization under partial information},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {3},
  pages        = {419--448},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0114-z},
  doi          = {10.1007/S00780-009-0114-Z},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/ManiaS10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Mijatovic10,
  author       = {Aleksandar Mijatovic},
  title        = {Local time and the pricing of time-dependent barrier options},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {1},
  pages        = {13--48},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-008-0077-5},
  doi          = {10.1007/S00780-008-0077-5},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Mijatovic10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/PflugW10,
  author       = {Georg Pflug and
                  Nancy Wozabal},
  title        = {Asymptotic distribution of law-invariant risk functionals},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {3},
  pages        = {397--418},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0121-0},
  doi          = {10.1007/S00780-009-0121-0},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/PflugW10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/ReichSW10,
  author       = {Nils Reich and
                  Christoph Schwab and
                  Christoph Winter},
  title        = {On Kolmogorov equations for anisotropic multivariate L{\'{e}}vy
                  processes},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {4},
  pages        = {527--567},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-009-0108-x},
  doi          = {10.1007/S00780-009-0108-X},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/ReichSW10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/RogersT10,
  author       = {L. C. G. Rogers and
                  Michael Tehranchi},
  title        = {Can the implied volatility surface move by parallel shifts?},
  journal      = {Finance Stochastics},
  volume       = {14},
  number       = {2},
  pages        = {235--248},
  year         = {2010},
  url          = {https://doi.org/10.1007/s00780-008-0081-9},
  doi          = {10.1007/S00780-008-0081-9},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/RogersT10.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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