1. Optimal investment and contingent claim valuation in illiquid markets

   • Teemu Pennanen

   OriginalPaper 01 August 2014 Pages: 733 - 754

2. Pricing vulnerable claims in a Lévy-driven model

   • Agostino Capponi
   • Stefano Pagliarani
   • Tiziano Vargiolu

   OriginalPaper 01 August 2014 Pages: 755 - 789

   

3. Superreplication under model uncertainty in discrete time

   • Marcel Nutz

   OriginalPaper 10 July 2014 Pages: 791 - 803

4. FTAP in finite discrete time with transaction costs by utility maximization

   • Jörn Sass
   • Martin Smaga

   OriginalPaper 15 August 2014 Pages: 805 - 823

5. Asian options and meromorphic Lévy processes

   • D. Hackmann
   • A. Kuznetsov

   OriginalPaper 21 June 2014 Pages: 825 - 844

   

6. Bottleneck options

   • Curdin Ott

   OriginalPaper 05 December 2013 Pages: 845 - 872

   

7. Portfolio optimization under convex incentive schemes

   • Maxim Bichuch
   • Stephan Sturm

   OriginalPaper 26 June 2014 Pages: 873 - 915

   

8. Asymptotic arbitrage with small transaction costs

   • Irene Klein
   • Emmanuel Lépinette
   • Lavinia Perez-Ostafe

   OriginalPaper 19 August 2014 Pages: 917 - 939