Laws of large numbers for Hayashi–Yoshida-type functionals Ole MartinMathias Vetter OriginalPaper 10 May 2019 Pages: 451 - 500
Affine forward variance models Jim GatheralMartin Keller-Ressel OriginalPaper 24 May 2019 Pages: 501 - 533
An SPDE model for systemic risk with endogenous contagion Ben HamblyAndreas Søjmark OriginalPaper 10 June 2019 Pages: 535 - 594
Sensitivity analysis of the utility maximisation problem with respect to model perturbations Oleksii MostovyiMihai Sîrbu OriginalPaper 19 April 2019 Pages: 595 - 640
A multi-asset investment and consumption problem with transaction costs David HobsonAlex S. L. TseYeqi Zhu OriginalPaper Open access 28 May 2019 Pages: 641 - 676
Robust utility maximisation in markets with transaction costs Huy N. ChauMiklós Rásonyi OriginalPaper Open access 23 April 2019 Pages: 677 - 696
Duality for pathwise superhedging in continuous time Daniel BartlMichael KupperLudovic Tangpi OriginalPaper Open access 29 May 2019 Pages: 697 - 728
The self-financing equation in limit order book markets René CarmonaKevin Webster OriginalPaper 12 June 2019 Pages: 729 - 759
Distributional compatibility for change of measures Jie ShenYi ShenRuodu Wang OriginalPaper 28 May 2019 Pages: 761 - 794
