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Editorial., , and . Finance and Stochastics, 5 (1): 1-2 (2001)Perpetual Convertible Bonds., , and . SIAM J. Control and Optimization, 43 (1): 58-85 (2004)Utility Maximization Trading Two Futures with Transaction Costs., and . SIAM J. Financial Math., 4 (1): 26-85 (2013)Methods of mathematical finance, and . Applications of mathematics Springer, New York, NY u.a., (1998)Existence and Uniqueness of Multi-Agent Equilibrium in a Stochastic, Dynamic Consumption/Investment Model., , and . Math. Oper. Res., 15 (1): 80-128 (1990)Optimal Consumption and Investment Policies Allowing Consumption Constraints and Bankruptcy., , and . Math. Oper. Res., 8 (4): 613-636 (1983)Stochastic calculus for finance 2, Continuous-time models. Springer, New York, NY; Heidelberg, (2004)Optimal Execution in a General One-Sided Limit-Order Book., , and . SIAM J. Financial Math., 2 (1): 183-212 (2011)A decomposition of the Brownian path, and . Statistics & Probability Letters, 5 (2): 87--93 (March 1987)Editorial., , , , and . Finance and Stochastics, 8 (1): 1-2 (2004)