1. Bounds for VIX futures given S&P 500 smiles

   • Julien Guyon
   • Romain Menegaux
   • Marcel Nutz

   OriginalPaper 07 June 2017 Pages: 593 - 630

   

2. Risk bounds for factor models

   • Carole Bernard
   • Ludger Rüschendorf
   • Ruodu Wang

   OriginalPaper 10 May 2017 Pages: 631 - 659

   

3. The exact Taylor formula of the implied volatility

   • Stefano Pagliarani
   • Andrea Pascucci

   OriginalPaper 25 May 2017 Pages: 661 - 718

   

4. The role of measurability in game-theoretic probability

   • Vladimir Vovk

   OriginalPaper Open access 07 June 2017 Pages: 719 - 739

5. The space of outcomes of semi-static trading strategies need not be closed

   • Beatrice Acciaio
   • Martin Larsson
   • Walter Schachermayer

   OriginalPaper 30 May 2017 Pages: 741 - 751

6. Trading strategies generated by Lyapunov functions

   • Ioannis Karatzas
   • Johannes Ruf

   OriginalPaper Open access 25 May 2017 Pages: 753 - 787

7. Alpha-CIR model with branching processes in sovereign interest rate modeling

   • Ying Jiao
   • Chunhua Ma
   • Simone Scotti

   OriginalPaper 07 June 2017 Pages: 789 - 813

   

8. Equilibrium in risk-sharing games

   • Michail Anthropelos
   • Constantinos Kardaras

   OriginalPaper Open access 21 March 2017 Pages: 815 - 865

   

9. Erratum to: Utility maximization in incomplete markets with random endowment

   • Jaksa Cvitanić
   • Walter Schachermayer
   • Hui Wang

   Erratum 07 June 2017 Pages: 867 - 872