1. The microstructural foundations of leverage effect and rough volatility

   • Omar El Euch
   • Masaaki Fukasawa
   • Mathieu Rosenbaum

   OriginalPaper 15 March 2018 Pages: 241 - 280

2. A risk-neutral equilibrium leading to uncertain volatility pricing

   • Johannes Muhle-Karbe
   • Marcel Nutz

   OriginalPaper 07 March 2018 Pages: 281 - 295

3. An expansion in the model space in the context of utility maximization

   • Kasper Larsen
   • Oleksii Mostovyi
   • Gordan Žitković

   OriginalPaper 14 December 2017 Pages: 297 - 326

4. Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models

   • Fred Espen Benth
   • Paul Krühner

   OriginalPaper 20 February 2018 Pages: 327 - 366

5. Risk measures based on behavioural economics theory

   • Tiantian Mao
   • Jun Cai

   OriginalPaper 09 March 2018 Pages: 367 - 393

6. Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces

   • Niushan Gao
   • Denny Leung
   • Foivos Xanthos

   OriginalPaper 13 March 2018 Pages: 395 - 415

7. Perfect hedging under endogenous permanent market impacts

   • Masaaki Fukasawa
   • Mitja Stadje

   OriginalPaper 14 November 2017 Pages: 417 - 442

8. Stability of Radner equilibria with respect to small frictions

   • Martin Herdegen
   • Johannes Muhle-Karbe

   OriginalPaper 21 February 2018 Pages: 443 - 502

9. Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models

   • Martin Keller-Ressel

   Correction 15 March 2018 Pages: 503 - 510