1. Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration

   • Jean-Pierre Fouque
   • Matthew Lorig
   • Ronnie Sircar

   OriginalPaper 20 April 2016 Pages: 543 - 588

   

2. Additive subordination and its applications in finance

   • Jing Li
   • Lingfei Li
   • Rafael Mendoza-Arriaga

   OriginalPaper 20 May 2016 Pages: 589 - 634

   

3. An explicit martingale version of the one-dimensional Brenier theorem

   • Pierre Henry-Labordère
   • Nizar Touzi

   OriginalPaper 18 April 2016 Pages: 635 - 668

   

4. Robust pricing and hedging under trading restrictions and the emergence of local martingale models

   • Alexander M. G. Cox
   • Zhaoxu Hou
   • Jan Obłój

   OriginalPaper Open access 17 March 2016 Pages: 669 - 704

5. Consumption-investment problem with transaction costs for Lévy-driven price processes

   • Dimitri De Vallière
   • Yuri Kabanov
   • Emmanuel Lépinette

   OriginalPaper 03 June 2016 Pages: 705 - 740

6. Almost-sure hedging with permanent price impact

   • Bruno Bouchard
   • Grégoire Loeper
   • Yiyi Zou

   OriginalPaper 15 March 2016 Pages: 741 - 771

7. The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing

   • Angelos Dassios
   • You You Zhang

   OriginalPaper 02 June 2016 Pages: 773 - 804

   

8. Retraction Note to: The distribution of the maximum of a variance gamma process and path-dependent option pricing

   • Roman V. Ivanov

   Retraction Note 29 March 2016 Pages: 805 - 805