Robust pricing–hedging dualities in continuous time Zhaoxu HouJan Obłój OriginalPaper Open access 30 May 2018 Pages: 511 - 567
Equilibrium returns with transaction costs Bruno BouchardMasaaki FukasawaJohannes Muhle-Karbe OriginalPaper 25 May 2018 Pages: 569 - 601
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty Patrick BeissnerFrank Riedel OriginalPaper 18 April 2018 Pages: 603 - 620
Long-term factorization in Heath–Jarrow–Morton models Likuan QinVadim Linetsky OriginalPaper 18 May 2018 Pages: 621 - 641
Explosion in the quasi-Gaussian HJM model Dan PirjolLingjiong Zhu OriginalPaper 04 June 2018 Pages: 643 - 666
The Jacobi stochastic volatility model Damien AckererDamir FilipovićSergio Pulido OriginalPaper 18 May 2018 Pages: 667 - 700
Chebyshev interpolation for parametric option pricing Maximilian GaßKathrin GlauMaximilian Mair OriginalPaper Open access 18 April 2018 Pages: 701 - 731