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Buy-low and sell-high investment strategies

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Real options with competition and regime switching

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Conference on applications of Malliavin calculus in finance : [... held at INRIA-Rocquencourt, France, on December 13 and 14, 2001]

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A universal optimal consumption rate for an insider

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Asset allocation and annuity-purchase strategies to minimize the probability of financial ruin

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Explicit solutions of consumption-investment problems in financial markets with regime switching

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Endogenous random asset prices in overlapping generations economies

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Risk-sensitive control and an optimal investment model

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Mean variance preferences, expectations formation, and the dynamics of random asset prices

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Universal investment in markets with transaction costs

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