Consumption–investment problem with pathwise ambiguity under logarithmic utility Zongxia LiangMing Ma OriginalPaper 07 March 2019 Pages: 519 - 541
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework Fred Espen BenthMarco PiccirilliTiziano Vargiolu OriginalPaper 13 February 2019 Pages: 543 - 577
Irreversible investment with fixed adjustment costs: a stochastic impulse control approach Salvatore FedericoMauro RosestolatoElisa Tacconi OriginalPaper 28 February 2019 Pages: 579 - 616
Impact of contingent payments on systemic risk in financial networks Tathagata BanerjeeZachary Feinstein OriginalPaper 18 February 2019 Pages: 617 - 636
Golden options in financial mathematics Alejandro BalbásBeatriz BalbásRaquel Balbás OriginalPaper 13 March 2019 Pages: 637 - 659
Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty Alexis BismuthOlivier GuéantJiang Pu OriginalPaper 04 April 2019 Pages: 661 - 719