Financial risk measures for a network of individual agents holding portfolios of light-tailed objects Claudia KlüppelbergMiriam Isabel Seifert OriginalPaper 26 July 2019 Pages: 795 - 826
Extreme at-the-money skew in a local volatility model Paolo Pigato OriginalPaper 05 September 2019 Pages: 827 - 859
Finite-horizon optimal investment with transaction costs: construction of the optimal strategies Christoph BelakJörn Sass OriginalPaper 05 September 2019 Pages: 861 - 888
Multi-dimensional optimal trade execution under stochastic resilience Ulrich HorstXiaonyu Xia OriginalPaper 30 May 2019 Pages: 889 - 923
Risk sharing for capital requirements with multidimensional security markets Felix-Benedikt LiebrichGregor Svindland OriginalPaper 12 August 2019 Pages: 925 - 973
Forward transition rates Kristian BuchardtChristian FurrerMogens Steffensen OriginalPaper 11 June 2019 Pages: 975 - 999
An application of fractional differential equations to risk theory Corina D. ConstantinescuJorge M. RamirezWei R. Zhu OriginalPaper Open access 12 July 2019 Pages: 1001 - 1024
Dual utilities on risk aggregation under dependence uncertainty Ruodu WangZuo Quan XuXun Yu Zhou OriginalPaper 05 July 2019 Pages: 1025 - 1048
Prospective strict no-arbitrage and the fundamental theorem of asset pricing under transaction costs Christoph KühnAlexander Molitor OriginalPaper 05 September 2019 Pages: 1049 - 1077
Call for papers for a special issue of Finance and Stochastics on “Vector- and set-valued methods in stochastic finance and related areas” Announcement 21 August 2019 Pages: 1079 - 1080