Volume 25, Issue 1

January 2021

Special Issue on Vector- and Set-Valued Methods in Stochastic Finance and Related Areas

7 articles in this issue

Editorial
Andreas H. Hamel
Martin Schweizer
EditorialNotes 30 December 2020 Pages: 1 - 3
Nonlinear expectations of random sets
Ilya Molchanov
Anja Mühlemann
OriginalPaper Open access 30 December 2020 Pages: 5 - 41
Set-valued risk measures as backward stochastic difference inclusions and equations
Çağın Ararat
Zachary Feinstein
OriginalPaper 30 December 2020 Pages: 43 - 76
Multi-utility representations of incomplete preferences induced by set-valued risk measures
Cosimo Munari
OriginalPaper Open access 30 December 2020 Pages: 77 - 99
Risk arbitrage and hedging to acceptability under transaction costs
Emmanuel Lépinette
Ilya Molchanov
OriginalPaper 30 December 2020 Pages: 101 - 132
Elicitability and identifiability of set-valued measures of systemic risk
Tobias Fissler
Jana Hlavinová
Birgit Rudloff
OriginalPaper Open access 30 December 2020 Pages: 133 - 165
On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs
Julien Grépat
Yuri Kabanov
OriginalPaper 30 December 2020 Pages: 167 - 187

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