1. Fundamental theorems of asset pricing for piecewise semimartingales of stochastic dimension

   • Winslow Strong

   OriginalPaper 25 March 2014 Pages: 487 - 514

2. On arbitrages arising with honest times

   • Claudio Fontana
   • Monique Jeanblanc
   • Shiqi Song

   OriginalPaper 03 April 2014 Pages: 515 - 543

3. A theory of Markovian time-inconsistent stochastic control in discrete time

   • Tomas Björk
   • Agatha Murgoci

   OriginalPaper 13 June 2014 Pages: 545 - 592

4. Pseudo linear pricing rule for utility indifference valuation

   • Vicky Henderson
   • Gechun Liang

   OriginalPaper 12 June 2014 Pages: 593 - 615

5. Confidence sets in nonparametric calibration of exponential Lévy models

   • Jakob Söhl

   OriginalPaper 28 March 2014 Pages: 617 - 649

   

6. Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment

   • Maxim Bichuch

   OriginalPaper 12 June 2014 Pages: 651 - 694

   

7. An optimal execution problem with market impact

   • Takashi Kato

   OriginalPaper 31 May 2014 Pages: 695 - 732