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Credit risk and contagion via self-exciting default intensity Robert J. ElliottJia Shen Research Article 29 January 2015 Pages: 319 - 344
Optimization of relative arbitrage Ting-Kam Leonard Wong Research Article 28 February 2015 Pages: 345 - 382
Evidence on exercise pricing in CEO option grants in two countries Jean M. CanilBruce A. Rosser Research Article 14 June 2015 Pages: 383 - 410
Diversity-weighted portfolios with negative parameter Alexander VervuurtIoannis Karatzas Research Article 21 July 2015 Pages: 411 - 432
Bounds for path-dependent options Donald J. BrownRustam IbragimovJohan Walden Research Article 19 September 2015 Pages: 433 - 451
Arbitrage in markets with bid-ask spreads Przemysław Rola Research Article Open access 18 August 2015 Pages: 453 - 475
Financial innovation and risk: the role of information Roberto Piazza Research Article 28 September 2015 Pages: 477 - 502
Optimal investment in multidimensional Markov-modulated affine models Daniela NeykovaMarcos EscobarRudi Zagst Research Article 25 September 2015 Pages: 503 - 530