1. Fragility of arbitrage and bubbles in local martingale diffusion models

   • Paolo Guasoni
   • Miklós Rásonyi

   OriginalPaper 29 January 2015 Pages: 215 - 231

2. When do creditors with heterogeneous beliefs agree to run?

   • Andrey Krishenik
   • Andreea Minca
   • Johannes Wissel

   OriginalPaper 11 February 2015 Pages: 233 - 259

3. Spot volatility estimation using delta sequences

   • Cecilia Mancini
   • Vanessa Mattiussi
   • Roberto Renò

   OriginalPaper 20 February 2015 Pages: 261 - 293

   

4. On the forward rate concept in multi-state life insurance

   • Marcus C. Christiansen
   • Andreas Niemeyer

   OriginalPaper 20 August 2014 Pages: 295 - 327

   

5. When terminal facelift enforces delta constraints

   • Jean-François Chassagneux
   • Romuald Elie
   • Idris Kharroubi

   OriginalPaper 13 February 2015 Pages: 329 - 362

6. Asymptotics for fixed transaction costs

   • Albert Altarovici
   • Johannes Muhle-Karbe
   • Halil Mete Soner

   OriginalPaper 18 February 2015 Pages: 363 - 414

   

7. Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation

   • Salvatore Federico
   • Paul Gassiat
   • Fausto Gozzi

   OriginalPaper 29 January 2015 Pages: 415 - 448

8. A model for a large investor trading at market indifference prices. I: Single-period case

   • Peter Bank
   • Dmitry Kramkov

   OriginalPaper 30 January 2015 Pages: 449 - 472