Mathematical finance. Based on the proceedings of a workshop, held at IMA, University of Minnesota, Minneapolis, MN, USA 1992/93 (Q1893810)

The articles of this volume will be reviewed individually. Indexed articles: \textit{Back, Kerry}, Continuous trading with asymmetric information and imperfect competition, 1-12 [Zbl 0844.90016] \textit{Cvitanić, Jakša; Karatzas, Ioannis}, Contingent claim valuation and hedging with constrained portfolios, 13-33 [Zbl 0844.90009] \textit{Cvitanić, Jakša; Karatzas, Ioannis}, On portfolio optimization under ``drawdown'' constraints, 35-45 [Zbl 0841.90013] \textit{Davis, Mark H. A.; Zariphopoulou, Thaleia}, American options and transaction fees, 47-61 [Zbl 0841.90050] \textit{El Karoui, Nicole; Karatzas, Ioannis}, The optimal stopping problem for a general American put-option, 63-74 [Zbl 0841.90051] \textit{Fleming, Wendell H.}, Optimal investment models and risk sensitive stochastic control, 75-88 [Zbl 0841.90016] \textit{Frittelli, Marco; Lakner, Peter}, Arbitrage and free lunch in a general financial market model; the fundamental theorem of asset pricing, 89-92 [Zbl 0841.90017] \textit{Rogers, L. C. G.}, Which model for term-structure of interest rates should one use?, 93-115 [Zbl 0842.90016] \textit{Shreve, S. E.}, Liquidity premium for capital asset pricing with transaction costs, 117-133 [Zbl 0841.90018]