1. Hedging with small uncertainty aversion

   • Sebastian Herrmann
   • Johannes Muhle-Karbe
   • Frank Thomas Seifried

   OriginalPaper 15 September 2016 Pages: 1 - 64

   

2. Continuous-time perpetuities and time reversal of diffusions

   • Constantinos Kardaras
   • Scott Robertson

   OriginalPaper Open access 10 August 2016 Pages: 65 - 110

   

3. Arbitrage-free pricing of multi-person game claims in discrete time

   • Ivan Guo
   • Marek Rutkowski

   OriginalPaper 18 November 2016 Pages: 111 - 155

4. Watermark options

   • Neofytos Rodosthenous
   • Mihail Zervos

   OriginalPaper Open access 06 December 2016 Pages: 157 - 186

   

5. Optimal consumption and investment with Epstein–Zin recursive utility

   • Holger Kraft
   • Thomas Seiferling
   • Frank Thomas Seifried

   OriginalPaper 06 December 2016 Pages: 187 - 226

   

6. Consumption–investment optimization with Epstein–Zin utility in incomplete markets

   • Hao Xing

   OriginalPaper 12 April 2016 Pages: 227 - 262

   

7. Market completion with derivative securities

   • Daniel C. Schwarz

   OriginalPaper Open access 12 December 2016 Pages: 263 - 284

8. Model uncertainty and the pricing of American options

   • David Hobson
   • Anthony Neuberger

   OriginalPaper 03 November 2016 Pages: 285 - 329