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@article{DBLP:journals/fs/BaudoinN04,
  author       = {Fabrice Baudoin and
                  Laurent Nguyen{-}Ngoc},
  title        = {The financial value of a weak information on a financial market},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {3},
  pages        = {415--435},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0116-1},
  doi          = {10.1007/S00780-003-0116-1},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/BaudoinN04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Blanchet-ScallietJ04,
  author       = {Christophette Blanchet{-}Scalliet and
                  Monique Jeanblanc},
  title        = {Hazard rate for credit risk and hedging defaultable contingent claims},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {1},
  pages        = {145--159},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0108-1},
  doi          = {10.1007/S00780-003-0108-1},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Blanchet-ScallietJ04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/BouchardET04,
  author       = {Bruno Bouchard and
                  Ivar Ekeland and
                  Nizar Touzi},
  title        = {On the Malliavin approach to Monte Carlo approximation of conditional
                  expectations},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {1},
  pages        = {45--71},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0109-0},
  doi          = {10.1007/S00780-003-0109-0},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/BouchardET04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/BouchardP04,
  author       = {Bruno Bouchard and
                  Huy{\^{e}}n Pham},
  title        = {Wealth-path dependent utility maximization in incomplete markets},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {4},
  pages        = {579--603},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0125-8},
  doi          = {10.1007/S00780-004-0125-8},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/BouchardP04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CetinJP04,
  author       = {Umut {\c{C}}etin and
                  Robert A. Jarrow and
                  Philip Protter},
  title        = {Liquidity risk and arbitrage pricing theory},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {3},
  pages        = {311--341},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0123-x},
  doi          = {10.1007/S00780-004-0123-X},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CetinJP04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CorcueraIKN04,
  author       = {Jos{\'{e}} Manuel Corcuera and
                  Peter Imkeller and
                  Arturo Kohatsu{-}Higa and
                  David Nualart},
  title        = {Additional utility of insiders with imperfect dynamical information},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {3},
  pages        = {437--450},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0119-y},
  doi          = {10.1007/S00780-003-0119-Y},
  timestamp    = {Thu, 14 Oct 2021 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CorcueraIKN04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CourtaultDKS04,
  author       = {Jean{-}Michel Courtault and
                  Freddy Delbaen and
                  Yuri Kabanov and
                  Christophe Stricker},
  title        = {On the law of one price},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {4},
  pages        = {525--530},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0124-9},
  doi          = {10.1007/S00780-004-0124-9},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CourtaultDKS04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DelbaenEFKS04,
  author       = {Freddy Delbaen and
                  Paul Embrechts and
                  Hans F{\"{o}}llmer and
                  Yuri Kabanov and
                  Steven E. Shreve},
  title        = {Editorial},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {1},
  pages        = {1--2},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0121-4},
  doi          = {10.1007/S00780-003-0121-4},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DelbaenEFKS04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DemboDD04,
  author       = {Amir Dembo and
                  Jean{-}Dominique Deuschel and
                  Darrell Duffie},
  title        = {Large portfolio losses},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {1},
  pages        = {3--16},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0107-2},
  doi          = {10.1007/S00780-003-0107-2},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DemboDD04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DonnoP04,
  author       = {Marzia De Donno and
                  Maurizio Pratelli},
  title        = {On the use of measure-valued strategies in bond markets},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {1},
  pages        = {87--109},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0102-7},
  doi          = {10.1007/S00780-003-0102-7},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DonnoP04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/El-KhatibP04,
  author       = {Youssef El{-}Khatib and
                  Nicolas Privault},
  title        = {Computations of Greeks in a market with jumps via the Malliavin calculus},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {2},
  pages        = {161--179},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0111-6},
  doi          = {10.1007/S00780-003-0111-6},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/El-KhatibP04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/EmmerK04,
  author       = {Susanne Emmer and
                  Claudia Kl{\"{u}}ppelberg},
  title        = {Optimal portfolios when stock prices follow an exponential L{\'{e}}vy
                  process},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {1},
  pages        = {17--44},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0105-4},
  doi          = {10.1007/S00780-003-0105-4},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/EmmerK04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/FouquePSS04,
  author       = {Jean{-}Pierre Fouque and
                  George Papanicolaou and
                  Ronnie Sircar and
                  Knut S{\o}lna},
  title        = {Maturity cycles in implied volatility},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {4},
  pages        = {451--477},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0126-7},
  doi          = {10.1007/S00780-004-0126-7},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/FouquePSS04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/GaoLN04,
  author       = {Yuan Gao and
                  Kian Guan Lim and
                  Kah Hwa Ng},
  title        = {An approximation pricing algorithm in an incomplete market: {A} differential
                  geometric approach},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {4},
  pages        = {501--523},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0128-5},
  doi          = {10.1007/S00780-004-0128-5},
  timestamp    = {Mon, 28 Aug 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/GaoLN04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Jamshidian04,
  author       = {Farshid Jamshidian},
  title        = {Valuation of credit default swaps and swaptions},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {3},
  pages        = {343--371},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0122-y},
  doi          = {10.1007/S00780-004-0122-Y},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Jamshidian04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/JanecekS04,
  author       = {Karel Janecek and
                  Steven E. Shreve},
  title        = {Asymptotic analysis for optimal investment and consumption with transaction
                  costs},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {2},
  pages        = {181--206},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0113-4},
  doi          = {10.1007/S00780-003-0113-4},
  timestamp    = {Wed, 16 Mar 2022 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fs/JanecekS04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Jeantheau04,
  author       = {Thierry Jeantheau},
  title        = {A link between complete models with stochastic volatility and {ARCH}
                  models},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {1},
  pages        = {111--131},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0103-6},
  doi          = {10.1007/S00780-003-0103-6},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Jeantheau04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/JouiniMT04,
  author       = {Ely{\`{e}}s Jouini and
                  Moncef Meddeb and
                  Nizar Touzi},
  title        = {Vector-valued coherent risk measures},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {4},
  pages        = {531--552},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0127-6},
  doi          = {10.1007/S00780-004-0127-6},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/JouiniMT04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/JouiniN04,
  author       = {Ely{\`{e}}s Jouini and
                  Clotilde Napp},
  title        = {Convergence of utility functions and convergence of optimal strategies},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {1},
  pages        = {133--144},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0106-3},
  doi          = {10.1007/S00780-003-0106-3},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/JouiniN04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/KabanovK04,
  author       = {Yuri Kabanov and
                  Claudia Kl{\"{u}}ppelberg},
  title        = {A geometric approach to portfolio optimization in models with transaction
                  costs},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {2},
  pages        = {207--227},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0114-3},
  doi          = {10.1007/S00780-003-0114-3},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/KabanovK04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/KallsenK04,
  author       = {Jan Kallsen and
                  Christoph K{\"{u}}hn},
  title        = {Pricing derivatives of American and game type in incomplete markets},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {2},
  pages        = {261--284},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0110-7},
  doi          = {10.1007/S00780-003-0110-7},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/KallsenK04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Kyprianou04,
  author       = {Andreas E. Kyprianou},
  title        = {Some calculations for Israeli options},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {1},
  pages        = {73--86},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0104-5},
  doi          = {10.1007/S00780-003-0104-5},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Kyprianou04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Lasserre04,
  author       = {Guillaume Lasserre},
  title        = {Asymmetric information and imperfect competition in a continuous time
                  multivariate security model},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {2},
  pages        = {285--309},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0118-z},
  doi          = {10.1007/S00780-003-0118-Z},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Lasserre04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Linetsky04,
  author       = {Vadim Linetsky},
  title        = {Lookback options and diffusion hitting times: {A} spectral expansion
                  approach},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {3},
  pages        = {373--398},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0120-5},
  doi          = {10.1007/S00780-003-0120-5},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Linetsky04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Moller04,
  author       = {Thomas M{\o}ller},
  title        = {Stochastic orders in dynamic reinsurance markets},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {4},
  pages        = {479--499},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0130-y},
  doi          = {10.1007/S00780-004-0130-Y},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Moller04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/MusielaZ04,
  author       = {Marek Musiela and
                  Thaleia Zariphopoulou},
  title        = {An example of indifference prices under exponential preferences},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {2},
  pages        = {229--239},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0112-5},
  doi          = {10.1007/S00780-003-0112-5},
  timestamp    = {Mon, 26 Jun 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/MusielaZ04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/MusielaZ04a,
  author       = {Marek Musiela and
                  Thaleia Zariphopoulou},
  title        = {A valuation algorithm for indifference prices in incomplete markets},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {3},
  pages        = {399--414},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0117-0},
  doi          = {10.1007/S00780-003-0117-0},
  timestamp    = {Mon, 26 Jun 2023 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/MusielaZ04a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/SassH04,
  author       = {J{\"{o}}rn Sass and
                  Ulrich G. Haussmann},
  title        = {Optimizing the terminal wealth under partial information: The drift
                  process as a continuous time Markov chain},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {4},
  pages        = {553--577},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-004-0132-9},
  doi          = {10.1007/S00780-004-0132-9},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/SassH04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Xia04,
  author       = {Jianming Xia},
  title        = {Multi-agent investment in incomplete markets},
  journal      = {Finance Stochastics},
  volume       = {8},
  number       = {2},
  pages        = {241--259},
  year         = {2004},
  url          = {https://doi.org/10.1007/s00780-003-0115-2},
  doi          = {10.1007/S00780-003-0115-2},
  timestamp    = {Mon, 03 Jan 2022 00:00:00 +0100},
  biburl       = {https://dblp.org/rec/journals/fs/Xia04.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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