1. Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances

   • Arritokieta Chamorro
   • José M. Usategui

   OriginalPaper 17 February 2018 Pages: 475 - 493

   

2. A scaled version of the double-mean-reverting model for VIX derivatives

   • Jeonggyu Huh
   • Jaegi Jeon
   • Jeong-Hoon Kim

   OriginalPaper 19 February 2018 Pages: 495 - 515

   

3. Existence of a Radner equilibrium in a model with transaction costs

   • Kim Weston

   OriginalPaper 27 February 2018 Pages: 517 - 539

   

4. Sensitivity analysis for marked Hawkes processes: application to CLO pricing

   • Guillaume Bernis
   • Kaouther Salhi
   • Simone Scotti

   OriginalPaper 28 March 2018 Pages: 541 - 559

   

5. Dynamic asset allocation with event risk, transaction costs and predictable returns

   • Jean-Guy Simonato

   OriginalPaper 15 May 2018 Pages: 561 - 587

   

6. Arbitrage and utility maximization in market models with an insider

   • Huy N. Chau
   • Wolfgang J. Runggaldier
   • Peter Tankov

   OriginalPaper 05 May 2018 Pages: 589 - 614