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A least-squares Monte Carlo approach to the estimation of enterprise risk Hongjun HaDaniel Bauer OriginalPaper 13 May 2022 Pages: 417 - 459
Solving optimal stopping problems under model uncertainty via empirical dual optimisation Denis BelomestnyTobias HübnerVolker Krätschmer OriginalPaper Open access 10 June 2022 Pages: 461 - 503
Set-valued dynamic risk measures for processes and for vectors Yanhong ChenZachary Feinstein OriginalPaper 29 April 2022 Pages: 505 - 533
Log-optimal and numéraire portfolios for market models stopped at a random time Tahir ChoulliSina Yansori OriginalPaper 06 May 2022 Pages: 535 - 585
A continuous-time asset market game with short-lived assets Mikhail Zhitlukhin OriginalPaper 08 June 2022 Pages: 587 - 630
A class of short-term models for the oil industry that accounts for speculative oil storage Yves AchdouCharles BertucciJosé A. Scheinkman OriginalPaper 28 June 2022 Pages: 631 - 669
