Bernard, Carole; Cui, Zhenyu; McLeish, Don On the martingale property in stochastic volatility models based on time-homogeneous diffusions. (English) Zbl 1414.91432 Math. Finance 27, No. 1, 194-223 (2017). Reviewer: Jacek Jakubowski (Warszawa) MSC: 91G80 60G44 60H10 PDFBibTeX XMLCite \textit{C. Bernard} et al., Math. Finance 27, No. 1, 194--223 (2017; Zbl 1414.91432) Full Text: DOI arXiv
Bernard, Carole; He, Xuedong; Yan, Jia-An; Zhou, Xun Yu Optimal insurance design under rank-dependent expected utility. (English) Zbl 1314.91134 Math. Finance 25, No. 1, 154-186 (2015). MSC: 91B30 91B16 PDFBibTeX XMLCite \textit{C. Bernard} et al., Math. Finance 25, No. 1, 154--186 (2015; Zbl 1314.91134) Full Text: DOI