Finance and Stochastics

A pure martingale dual for multiple stopping
An example of a stochastic equilibrium with incomplete markets
Deterministic criteria for the absence of arbitrage in one-dimensional diffusion models
Irreversible investment in oligopoly
Maximum entropy distributions inferred from option portfolios on an asset
Singular risk-neutral valuation equations
Strict local martingale deflators and valuing American call-type options
Variance swaps on time-changed Lévy processes