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Contents of Number 4

  Volume 39 / 2012

• Arbitrage for simple strategies Agnieszka Rygiel, Łukasz Stettner Applicationes Mathematicae 39 (2012) , 379-412 MSC: Primary 91G10; Secondary 60G99, 91B26. DOI: 10.4064/am39-4-1
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• The martingale method of shortfall risk minimization in a discrete time market Marek Andrzej Kociński Applicationes Mathematicae 39 (2012) , 413-424 MSC: Primary 91G20; Secondary 91B30. DOI: 10.4064/am39-4-2
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• Target achieving portfolio under model misspecification: quadratic optimization framework Dariusz Zawisza Applicationes Mathematicae 39 (2012) , 425-443 MSC: Primary 91G10; Secondary 91A15, 91A23, 49L20, 49N90. DOI: 10.4064/am39-4-3
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• Asymptotics of utility from terminal wealth for partially observed portfolios Łukasz Stettner Applicationes Mathematicae 39 (2012) , 445-461 MSC: Primary 93E20; Secondary 91B16. DOI: 10.4064/am39-4-4
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• Applications of time-delayed backward stochastic differential equations to pricing, hedging and portfolio management in insurance and finance Łukasz Delong Applicationes Mathematicae 39 (2012) , 463-488 MSC: Primary 49N90, 60H30; Secondary 60G99. DOI: 10.4064/am39-4-5
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• Integral representations of risk functions for basket derivatives Michał Barski Applicationes Mathematicae 39 (2012) , 489-514 MSC: Primary 91B30, 91B24; Secondary 91B70. DOI: 10.4064/am39-4-6
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