Editorial: 20th anniversary of Finance and Stochastics Martin SchweizerDieter Sondermann Editorial 27 September 2016 Pages: 807 - 808
Liquidity management with decreasing returns to scale and secured credit line Erwan PierreStéphane VilleneuveXavier Warin OriginalPaper 13 September 2016 Pages: 809 - 854
A BSDE approach to fair bilateral pricing under endogenous collateralization Tianyang NieMarek Rutkowski OriginalPaper 18 July 2016 Pages: 855 - 900
Counterparty risk and funding: immersion and beyond Stéphane CrépeyShiqi Song OriginalPaper 15 July 2016 Pages: 901 - 930
Polynomial diffusions and applications in finance Damir FilipovićMartin Larsson OriginalPaper 14 June 2016 Pages: 931 - 972
Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps José E. Figueroa-LópezSveinn Ólafsson OriginalPaper 13 September 2016 Pages: 973 - 1020
A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates Kathrin Glau OriginalPaper Open access 31 May 2016 Pages: 1021 - 1059
Another look at the integral of exponential Brownian motion and the pricing of Asian options Andrew Lyasoff OriginalPaper 15 July 2016 Pages: 1061 - 1096
No arbitrage of the first kind and local martingale numéraires Yuri KabanovConstantinos KardarasShiqi Song OriginalPaper 21 September 2016 Pages: 1097 - 1108