Universal arbitrage aggregator in discrete-time markets under uncertainty Matteo BurzoniMarco FrittelliMarco Maggis OriginalPaper 12 November 2015 Pages: 1 - 50
Model-independent superhedging under portfolio constraints Arash FahimYu-Jui Huang OriginalPaper 11 November 2015 Pages: 51 - 81
Consistent price systems under model uncertainty Bruno BouchardMarcel Nutz OriginalPaper 30 November 2015 Pages: 83 - 98
Facelifting in utility maximization Kasper LarsenHalil Mete SonerGordan Žitković OriginalPaper 17 September 2015 Pages: 99 - 121
Weakly time consistent concave valuations and their dual representations Berend RoordaJohannes M. Schumacher OriginalPaper Open access 18 November 2015 Pages: 123 - 151
Superreplication when trading at market indifference prices Peter BankSelim Gökay OriginalPaper 29 September 2015 Pages: 153 - 182
Dynamic optimal execution in a mixed-market-impact Hawkes price model Aurélien AlfonsiPierre Blanc OriginalPaper 06 November 2015 Pages: 183 - 218
Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility José E. Figueroa-LópezSveinn Ólafsson OriginalPaper 02 November 2015 Pages: 219 - 265