Dynamic programming approach to principal–agent problems Jakša CvitanićDylan PossamaïNizar Touzi OriginalPaper 27 October 2017 Pages: 1 - 37
Optimal liquidation under stochastic liquidity Dirk BechererTodor BilarevPeter Frentrup OriginalPaper 30 October 2017 Pages: 39 - 68
Time-consistent stopping under decreasing impatience Yu-Jui HuangAdrien Nguyen-Huu OriginalPaper 09 November 2017 Pages: 69 - 95
Financial equilibrium with asymmetric information and random horizon Umut Çetin OriginalPaper Open access 10 November 2017 Pages: 97 - 126
No-arbitrage under a class of honest times Anna AksamitTahir ChoulliMonique Jeanblanc OriginalPaper 29 November 2017 Pages: 127 - 159
Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs Christoph CzichowskyRémi PeyreJunjian Yang OriginalPaper 17 November 2017 Pages: 161 - 180
Replicating portfolio approach to capital calculation Mathieu CambouDamir Filipović OriginalPaper 13 November 2017 Pages: 181 - 203
An enlargement of filtration formula with applications to multiple non-ordered default times Monique JeanblancLibo LiShiqi Song OriginalPaper 29 November 2017 Pages: 205 - 240