1. The existence of dominating local martingale measures

   • Peter Imkeller
   • Nicolas Perkowski

   OriginalPaper 13 June 2015 Pages: 685 - 717

2. How non-arbitrage, viability and numéraire portfolio are related

   • Tahir Choulli
   • Jun Deng
   • Junfeng Ma

   OriginalPaper 15 July 2015 Pages: 719 - 741

3. A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing

   • Christa Cuchiero
   • Josef Teichmann

   OriginalPaper 08 October 2015 Pages: 743 - 761

4. Aggregation-robustness and model uncertainty of regulatory risk measures

   • Paul Embrechts
   • Bin Wang
   • Ruodu Wang

   OriginalPaper 17 September 2015 Pages: 763 - 790

5. An optimal consumption problem in finite time with a constraint on the ruin probability

   • Peter Grandits

   OriginalPaper 17 September 2015 Pages: 791 - 847

   

6. Pricing and hedging Asian-style options on energy

   • Fred Espen Benth
   • Nils Detering

   OriginalPaper 18 August 2015 Pages: 849 - 889

   

7. Dynamic credit investment in partially observed markets

   • Agostino Capponi
   • José E. Figueroa-López
   • Andrea Pascucci

   OriginalPaper 25 August 2015 Pages: 891 - 939

   

8. Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach

   • Lingfei Li
   • Vadim Linetsky

   OriginalPaper 14 August 2015 Pages: 941 - 977

   

9. RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing

   • Roman V. Ivanov

   OriginalPaper 30 September 2015 Pages: 979 - 993