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Fundamental Theorem of Asset Pricing under fixed and proportional costs in multi-asset setting and finite probability space Tomasz Zastawniak OriginalPaper Open access 12 March 2024
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Mortgages with non-random time-varying interest rates Laura Ziani OriginalPaper Open access 18 January 2024
Input/output-style approach to standardized traditional amortization plans Flavio PressaccoLaura Ziani OriginalPaper Open access 12 January 2024
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Linear-quadratic-singular stochastic differential games and applications Jodi Dianetti OriginalPaper 16 December 2023
The geometry of risk adjustments Hans-Peter BerminMagnus Holm OriginalPaper Open access 15 December 2023
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Actuarial modelling of Australian population retirement risks: an Australian functional disability and health state model Kyu ParkMichael Sherris OriginalPaper 07 December 2023
The emergence of chaos in productivity distribution dynamics Orlando Gomes OriginalPaper Open access 23 November 2023
Lee–Carter model: assessing the potential to capture gender-related mortality dynamics Giovanna ApicellaEmilia Di LorenzoMarilena Sibillo OriginalPaper Open access 15 November 2023
An investigation of the Volatility Adjustment Emilio BarucciDaniele MarazzinaEdit Rroji OriginalPaper Open access 02 November 2023
The Black–Scholes paper: a personal perspective Anthony Neuberger OriginalPaper 24 October 2023 Pages: 713 - 730
Stochastic differential equations death rates models: the Portuguese case Daniel dos Santos BaptistaNuno M. BritesAlfredo D. Egídio dos Reis OriginalPaper 16 October 2023
Amortization plans in simple, compound and hybrid framework: a unifying approach Laura ZianiFlavio Pressacco OriginalPaper Open access 28 September 2023
The insider trading problem in a jump-binomial model Hélène Halconruy OriginalPaper 11 September 2023 Pages: 379 - 413
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Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation Silvia BertarelliChiara LodiStefania Ragni OriginalPaper Open access 12 August 2023 Pages: 681 - 711
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Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model Chinonso I. NwankwoWeizhong Dai OriginalPaper 02 August 2023
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Dini and Hadamard directional derivatives in multiobjective optimization: an overview of some results Giorgio GiorgiBienvenido JiménezVicente Novo OriginalPaper 07 June 2023 Pages: 355 - 377
Optimisation of drawdowns by generalised reinsurance in the classical risk model Leonie Violetta BrinkerHanspeter Schmidli OriginalPaper Open access 30 May 2023 Pages: 635 - 665
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