Convex duality in optimal investment and contingent claim valuation in illiquid markets Teemu PennanenAri-Pekka Perkkiö OriginalPaper Open access 07 September 2018 Pages: 733 - 771
Sensitivity analysis of long-term cash flows Hyungbin Park OriginalPaper 07 September 2018 Pages: 773 - 825
Second order approximations for limit order books Ulrich HorstDörte Kreher OriginalPaper 19 September 2018 Pages: 827 - 877
Dynamically consistent investment under model uncertainty: the robust forward criteria Sigrid KällbladJan ObłójThaleia Zariphopoulou OriginalPaper Open access 05 July 2018 Pages: 879 - 918
Dynamic trading under integer constraints Stefan GerholdPaul Krühner OriginalPaper Open access 21 August 2018 Pages: 919 - 957
Stochastic evolution equations in Banach spaces and applications to the Heath–Jarrow–Morton–Musiela equations Zdzisław BrzeźniakTayfun Kok OriginalPaper Open access 28 September 2018 Pages: 959 - 1006
Weak time-derivatives and no-arbitrage pricing Massimo MarinacciFederico Severino OriginalPaper 07 September 2018 Pages: 1007 - 1036