Hedge and mutual funds’ fees and the separation of private investments Paolo GuasoniGu Wang OriginalPaper 21 May 2015 Pages: 473 - 507
Static hedging under maturity mismatch Philipp A. MayerNatalie PackhamWolfgang M. Schmidt OriginalPaper 11 December 2014 Pages: 509 - 539
Approximate hedging for nonlinear transaction costs on the volume of traded assets Romuald ElieEmmanuel Lépinette OriginalPaper 10 April 2015 Pages: 541 - 581
On a Heath–Jarrow–Morton approach for stock options Jan KallsenPaul Krühner OriginalPaper 08 July 2015 Pages: 583 - 615
Forward equations for option prices in semimartingale models Amel BentataRama Cont OriginalPaper 02 July 2015 Pages: 617 - 651
Taylor approximation of incomplete Radner equilibrium models Jin Hyuk ChoiKasper Larsen OriginalPaper 16 June 2015 Pages: 653 - 679
Addendum to: Multilevel dual approach for pricing American style derivatives Denis BelomestnyMark JoshiJohn Schoenmakers OriginalPaper 19 May 2015 Pages: 681 - 684
