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BILATERAL COUNTERPARTY RISK UNDER FUNDING CONSTRAINTS—PART I: PRICING

  • Author: Stéphane Crépey
  • Pub Online: Dec 12, 2012
  • DOI: 10.1111/mafi.12004 (p no-no)

DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS

  • Author: Christian Bender, John Schoenmakers, Jianing Zhang
  • Pub Online: Feb 18, 2013
  • DOI: 10.1111/mafi.12030 (p no-no)

CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS

  • Author: Michael Kalkbrener, Natalie Packham
  • Pub Online: Feb 18, 2013
  • DOI: 10.1111/mafi.12029 (p no-no)

OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY

  • Author: Carole Bernard, Xuedong He, Jia‐An Yan, Xun Yu Zhou
  • Pub Online: Feb 18, 2013
  • DOI: 10.1111/mafi.12027 (p no-no)

RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES

  • Author: ÁLvaro Cartea, Sebastian Jaimungal
  • Pub Online: Feb 07, 2013
  • DOI: 10.1111/mafi.12023 (p no-no)

ON OPTIMAL INVESTMENT FOR A BEHAVIORAL INVESTOR IN MULTIPERIOD INCOMPLETE MARKET MODELS

  • Author: Laurence Carassus, Miklós Rásonyi
  • Pub Online: Feb 07, 2013
  • DOI: 10.1111/mafi.12018 (p no-no)

LARGE PORTFOLIO ASYMPTOTICS FOR LOSS FROM DEFAULT

  • Author: Kay Giesecke, Konstantinos Spiliopoulos, Richard B. Sowers, Justin A. Sirignano
  • Pub Online: Oct 31, 2012
  • DOI: 10.1111/mafi.12011 (p no-no)
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