Comparative and qualitative robustness for law-invariant risk measures Volker KrätschmerAlexander SchiedHenryk Zähle OriginalPaper 16 January 2014 Pages: 271 - 295
Shifting martingale measures and the birth of a bubble as a submartingale Francesca BiaginiHans FöllmerSorin Nedelcu OriginalPaper 05 December 2013 Pages: 297 - 326
Robust hedging with proportional transaction costs Yan DolinskyH. Mete Soner OriginalPaper 04 March 2014 Pages: 327 - 347
Asymptotics of implied volatility to arbitrary order Kun GaoRoger Lee OriginalPaper 08 January 2014 Pages: 349 - 392
A note on the condition of no unbounded profit with bounded risk Koichiro TakaokaMartin Schweizer OriginalPaper 05 March 2014 Pages: 393 - 405
Optimal portfolios in commodity futures markets Fred Espen BenthJukka Lempa OriginalPaper 11 January 2014 Pages: 407 - 430
Bilateral credit valuation adjustment for large credit derivatives portfolios Lijun BoAgostino Capponi OriginalPaper 20 November 2013 Pages: 431 - 482
A correction note to “Discrete time hedging errors for options with irregular payoffs” Emmanuel Gobet OriginalPaper 01 February 2014 Pages: 483 - 485