A Black–Scholes inequality: applications and generalisations Michael R. Tehranchi OriginalPaper Open access 18 October 2019 Pages: 1 - 38
Ruin probabilities for a Lévy-driven generalised Ornstein–Uhlenbeck process Yuri KabanovSerguei Pergamenshchikov OriginalPaper 04 December 2019 Pages: 39 - 69
Optimal dividends with partial information and stopping of a degenerate reflecting diffusion Tiziano De Angelis OriginalPaper Open access 18 October 2019 Pages: 71 - 123
The value of a liability cash flow in discrete time subject to capital requirements Hampus EngsnerKristoffer LindensjöFilip Lindskog OriginalPaper Open access 27 September 2019 Pages: 125 - 167
Linear credit risk models Damien AckererDamir Filipović OriginalPaper 04 October 2019 Pages: 169 - 214
Pathwise superhedging on prediction sets Daniel BartlMichael KupperAriel Neufeld OriginalPaper 22 November 2019 Pages: 215 - 248
On the quasi-sure superhedging duality with frictions Erhan BayraktarMatteo Burzoni OriginalPaper Open access 21 November 2019 Pages: 249 - 275