On time-inconsistent stochastic control in continuous time Tomas BjörkMariana KhapkoAgatha Murgoci OriginalPaper Open access 13 March 2017 Pages: 331 - 360
Hedging under multiple risk constraints Ying JiaoOlivier KlopfensteinPeter Tankov OriginalPaper 13 March 2017 Pages: 361 - 396
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals Sigrid Källblad OriginalPaper Open access 15 March 2017 Pages: 397 - 425
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations Zhi Liu OriginalPaper 14 March 2017 Pages: 427 - 469
Change of numeraire in the two-marginals martingale transport problem Luciano CampiIsmail LaachirClaude Martini OriginalPaper Open access 28 December 2016 Pages: 471 - 486
The scaling limit of superreplication prices with small transaction costs in the multivariate case Peter BankYan DolinskyAri-Pekka Perkkiö OriginalPaper 02 December 2016 Pages: 487 - 508
Computing deltas without derivatives D. BañosT. Meyer-BrandisS. Duedahl OriginalPaper 04 January 2017 Pages: 509 - 549
Local risk-minimization for Barndorff-Nielsen and Shephard models Takuji AraiYuto ImaiRyoichi Suzuki OriginalPaper 13 March 2017 Pages: 551 - 592