1. Comparative and qualitative robustness for law-invariant risk measures

   • Volker Krätschmer
   • Alexander Schied
   • Henryk Zähle

   OriginalPaper 16 January 2014 Pages: 271 - 295

2. Shifting martingale measures and the birth of a bubble as a submartingale

   • Francesca Biagini
   • Hans Föllmer
   • Sorin Nedelcu

   OriginalPaper 05 December 2013 Pages: 297 - 326

3. Robust hedging with proportional transaction costs

   • Yan Dolinsky
   • H. Mete Soner

   OriginalPaper 04 March 2014 Pages: 327 - 347

4. Asymptotics of implied volatility to arbitrary order

   • Kun Gao
   • Roger Lee

   OriginalPaper 08 January 2014 Pages: 349 - 392

   

5. A note on the condition of no unbounded profit with bounded risk

   • Koichiro Takaoka
   • Martin Schweizer

   OriginalPaper 05 March 2014 Pages: 393 - 405

6. Optimal portfolios in commodity futures markets

   • Fred Espen Benth
   • Jukka Lempa

   OriginalPaper 11 January 2014 Pages: 407 - 430

7. Bilateral credit valuation adjustment for large credit derivatives portfolios

   • Lijun Bo
   • Agostino Capponi

   OriginalPaper 20 November 2013 Pages: 431 - 482

   

8. A correction note to “Discrete time hedging errors for options with irregular payoffs”

   • Emmanuel Gobet

   OriginalPaper 01 February 2014 Pages: 483 - 485