1. Continuous-time trading and the emergence of probability

   • Vladimir Vovk

   OriginalPaper 04 April 2012 Pages: 561 - 609

   

2. Model-independent hedging strategies for variance swaps

   • David Hobson
   • Martin Klimmek

   OriginalPaper 19 June 2012 Pages: 611 - 649

   

3. Market viability via absence of arbitrage of the first kind

   • Constantinos Kardaras

   OriginalPaper 23 February 2012 Pages: 651 - 667

4. Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles

   • Beatrice Acciaio
   • Hans Föllmer
   • Irina Penner

   OriginalPaper 04 April 2012 Pages: 669 - 709

5. Polynomial processes and their applications to mathematical finance

   • Christa Cuchiero
   • Martin Keller-Ressel
   • Josef Teichmann

   OriginalPaper 03 July 2012 Pages: 711 - 740

   

6. The fundamental theorem of asset pricing under transaction costs

   • Paolo Guasoni
   • Emmanuel Lépinette
   • Miklós Rásonyi

   OriginalPaper 17 May 2012 Pages: 741 - 777

7. Horizon dependence of utility optimizers in incomplete models

   • Kasper Larsen
   • Hang Yu

   OriginalPaper 23 February 2012 Pages: 779 - 801