The existence of dominating local martingale measures Peter ImkellerNicolas Perkowski OriginalPaper 13 June 2015 Pages: 685 - 717
How non-arbitrage, viability and numéraire portfolio are related Tahir ChoulliJun DengJunfeng Ma OriginalPaper 15 July 2015 Pages: 719 - 741
A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing Christa CuchieroJosef Teichmann OriginalPaper 08 October 2015 Pages: 743 - 761
Aggregation-robustness and model uncertainty of regulatory risk measures Paul EmbrechtsBin WangRuodu Wang OriginalPaper 17 September 2015 Pages: 763 - 790
An optimal consumption problem in finite time with a constraint on the ruin probability Peter Grandits OriginalPaper 17 September 2015 Pages: 791 - 847
Pricing and hedging Asian-style options on energy Fred Espen BenthNils Detering OriginalPaper 18 August 2015 Pages: 849 - 889
Dynamic credit investment in partially observed markets Agostino CapponiJosé E. Figueroa-LópezAndrea Pascucci OriginalPaper 25 August 2015 Pages: 891 - 939
Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach Lingfei LiVadim Linetsky OriginalPaper 14 August 2015 Pages: 941 - 977
RETRACTED ARTICLE: The distribution of the maximum of a variance gamma process and path-dependent option pricing Roman V. Ivanov OriginalPaper 30 September 2015 Pages: 979 - 993