Convergence rates of large-time sensitivities with the Hansen–Scheinkman decomposition Hyungbin Park OriginalPaper 22 July 2021 Pages: 1 - 50
Robust utility maximization under model uncertainty via a penalization approach Ivan GuoNicolas LangrenéWei Ning OriginalPaper 02 August 2021 Pages: 51 - 88
Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction Jin LiangWenlin Huang OriginalPaper 31 July 2021 Pages: 89 - 123
Investment timing and capacity choice in duopolistic competition under a jump-diffusion model Xiaoqin WuZhijun Hu OriginalPaper 21 August 2021 Pages: 125 - 152
Optimal portfolios in the presence of stress scenarios A worst-case approach Ralf KornLukas Müller OriginalPaper Open access 14 August 2021 Pages: 153 - 185
Price impact equilibrium with transaction costs and TWAP trading Eunjung NohKim Weston OriginalPaper 18 September 2021 Pages: 187 - 204