1. Robustness of equilibrium in the Kyle model of informed speculation

   • Alex Boulatov
   • Dan Bernhardt

   Research Article 25 July 2015 Pages: 297 - 318

2. Credit risk and contagion via self-exciting default intensity

   • Robert J. Elliott
   • Jia Shen

   Research Article 29 January 2015 Pages: 319 - 344

3. Optimization of relative arbitrage

   • Ting-Kam Leonard Wong

   Research Article 28 February 2015 Pages: 345 - 382

   

4. Evidence on exercise pricing in CEO option grants in two countries

   • Jean M. Canil
   • Bruce A. Rosser

   Research Article 14 June 2015 Pages: 383 - 410

5. Diversity-weighted portfolios with negative parameter

   • Alexander Vervuurt
   • Ioannis Karatzas

   Research Article 21 July 2015 Pages: 411 - 432

   

6. Bounds for path-dependent options

   • Donald J. Brown
   • Rustam Ibragimov
   • Johan Walden

   Research Article 19 September 2015 Pages: 433 - 451

7. Arbitrage in markets with bid-ask spreads

   • Przemysław Rola

   Research Article Open access 18 August 2015 Pages: 453 - 475

   

8. Financial innovation and risk: the role of information

   • Roberto Piazza

   Research Article 28 September 2015 Pages: 477 - 502

   

9. Optimal investment in multidimensional Markov-modulated affine models

   • Daniela Neykova
   • Marcos Escobar
   • Rudi Zagst

   Research Article 25 September 2015 Pages: 503 - 530