1. Financial risk measures for a network of individual agents holding portfolios of light-tailed objects

   • Claudia Klüppelberg
   • Miriam Isabel Seifert

   OriginalPaper 26 July 2019 Pages: 795 - 826

   

2. Extreme at-the-money skew in a local volatility model

   • Paolo Pigato

   OriginalPaper 05 September 2019 Pages: 827 - 859

   

3. Finite-horizon optimal investment with transaction costs: construction of the optimal strategies

   • Christoph Belak
   • Jörn Sass

   OriginalPaper 05 September 2019 Pages: 861 - 888

   

4. Multi-dimensional optimal trade execution under stochastic resilience

   • Ulrich Horst
   • Xiaonyu Xia

   OriginalPaper 30 May 2019 Pages: 889 - 923

   

5. Risk sharing for capital requirements with multidimensional security markets

   • Felix-Benedikt Liebrich
   • Gregor Svindland

   OriginalPaper 12 August 2019 Pages: 925 - 973

6. Forward transition rates

   • Kristian Buchardt
   • Christian Furrer
   • Mogens Steffensen

   OriginalPaper 11 June 2019 Pages: 975 - 999

   

7. An application of fractional differential equations to risk theory

   • Corina D. Constantinescu
   • Jorge M. Ramirez
   • Wei R. Zhu

   OriginalPaper Open access 12 July 2019 Pages: 1001 - 1024

   

8. Dual utilities on risk aggregation under dependence uncertainty

   • Ruodu Wang
   • Zuo Quan Xu
   • Xun Yu Zhou

   OriginalPaper 05 July 2019 Pages: 1025 - 1048

   

9. Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs

   • Christoph Kühn
   • Alexander Molitor

   OriginalPaper 05 September 2019 Pages: 1049 - 1077

   

10. Call for papers for a special issue of Finance and Stochastics on “Vector- and set-valued methods in stochastic finance and related areas”

    Announcement 21 August 2019 Pages: 1079 - 1080