A general HJM framework for multiple yield curve modelling Christa CuchieroClaudio FontanaAlessandro Gnoatto OriginalPaper 19 February 2016 Pages: 267 - 320
Adapting extreme value statistics to financial time series: dealing with bias and serial dependence Laurens de HaanCécile MercadierChen Zhou OriginalPaper Open access 06 January 2016 Pages: 321 - 354
In the insurance business risky investments are dangerous: the case of negative risk sums Yuri KabanovSerguei Pergamenshchikov OriginalPaper 04 March 2016 Pages: 355 - 379
Asymptotic replication with modified volatility under small transaction costs Jiatu CaiMasaaki Fukasawa OriginalPaper 25 February 2016 Pages: 381 - 431
Risk measures with the CxLS property Freddy DelbaenFabio BelliniJohanna F. Ziegel OriginalPaper 01 October 2015 Pages: 433 - 453
Optimal portfolio liquidation in target zone models and catalytic superprocesses Eyal NeumanAlexander Schied OriginalPaper 20 October 2015 Pages: 495 - 509
Stability of utility maximization in nonequivalent markets Kim Weston OriginalPaper 29 January 2016 Pages: 511 - 541