1. A general HJM framework for multiple yield curve modelling

   • Christa Cuchiero
   • Claudio Fontana
   • Alessandro Gnoatto

   OriginalPaper 19 February 2016 Pages: 267 - 320

   

2. Adapting extreme value statistics to financial time series: dealing with bias and serial dependence

   • Laurens de Haan
   • Cécile Mercadier
   • Chen Zhou

   OriginalPaper Open access 06 January 2016 Pages: 321 - 354

   

3. In the insurance business risky investments are dangerous: the case of negative risk sums

   • Yuri Kabanov
   • Serguei Pergamenshchikov

   OriginalPaper 04 March 2016 Pages: 355 - 379

4. Asymptotic replication with modified volatility under small transaction costs

   • Jiatu Cai
   • Masaaki Fukasawa

   OriginalPaper 25 February 2016 Pages: 381 - 431

   

5. Risk measures with the CxLS property

   • Freddy Delbaen
   • Fabio Bellini
   • Johanna F. Ziegel

   OriginalPaper 01 October 2015 Pages: 433 - 453

6. Adaptive basket liquidation

   • Torsten Schöneborn

   OriginalPaper 16 March 2016 Pages: 455 - 493

   

7. Optimal portfolio liquidation in target zone models and catalytic superprocesses

   • Eyal Neuman
   • Alexander Schied

   OriginalPaper 20 October 2015 Pages: 495 - 509

   

8. Stability of utility maximization in nonequivalent markets

   • Kim Weston

   OriginalPaper 29 January 2016 Pages: 511 - 541