1. On the role of skewness and kurtosis in tempered stable (CGMY) Lévy models in finance

   • Søren Asmussen

   OriginalPaper 28 June 2022 Pages: 383 - 416

   

2. A least-squares Monte Carlo approach to the estimation of enterprise risk

   • Hongjun Ha
   • Daniel Bauer

   OriginalPaper 13 May 2022 Pages: 417 - 459

   

3. Solving optimal stopping problems under model uncertainty via empirical dual optimisation

   • Denis Belomestny
   • Tobias Hübner
   • Volker Krätschmer

   OriginalPaper Open access 10 June 2022 Pages: 461 - 503

4. Set-valued dynamic risk measures for processes and for vectors

   • Yanhong Chen
   • Zachary Feinstein

   OriginalPaper 29 April 2022 Pages: 505 - 533

5. Log-optimal and numéraire portfolios for market models stopped at a random time

   • Tahir Choulli
   • Sina Yansori

   OriginalPaper 06 May 2022 Pages: 535 - 585

6. A continuous-time asset market game with short-lived assets

   • Mikhail Zhitlukhin

   OriginalPaper 08 June 2022 Pages: 587 - 630

7. A class of short-term models for the oil industry that accounts for speculative oil storage

   • Yves Achdou
   • Charles Bertucci
   • José A. Scheinkman

   OriginalPaper 28 June 2022 Pages: 631 - 669