1. Convex duality in optimal investment and contingent claim valuation in illiquid markets

   • Teemu Pennanen
   • Ari-Pekka Perkkiö

   OriginalPaper Open access 07 September 2018 Pages: 733 - 771

   

2. Sensitivity analysis of long-term cash flows

   • Hyungbin Park

   OriginalPaper 07 September 2018 Pages: 773 - 825

3. Second order approximations for limit order books

   • Ulrich Horst
   • Dörte Kreher

   OriginalPaper 19 September 2018 Pages: 827 - 877

   

4. Dynamically consistent investment under model uncertainty: the robust forward criteria

   • Sigrid Källblad
   • Jan Obłój
   • Thaleia Zariphopoulou

   OriginalPaper Open access 05 July 2018 Pages: 879 - 918

5. Dynamic trading under integer constraints

   • Stefan Gerhold
   • Paul Krühner

   OriginalPaper Open access 21 August 2018 Pages: 919 - 957

6. Stochastic evolution equations in Banach spaces and applications to the Heath–Jarrow–Morton–Musiela equations

   • Zdzisław Brzeźniak
   • Tayfun Kok

   OriginalPaper Open access 28 September 2018 Pages: 959 - 1006

7. Weak time-derivatives and no-arbitrage pricing

   • Massimo Marinacci
   • Federico Severino

   OriginalPaper 07 September 2018 Pages: 1007 - 1036