1. The value of informational arbitrage

   • Huy N. Chau
   • Andrea Cosso
   • Claudio Fontana

   OriginalPaper 11 February 2020 Pages: 277 - 307

2. Regime switching affine processes with applications to finance

   • Misha van Beek
   • Michel Mandjes
   • Erik Winands

   OriginalPaper Open access 21 February 2020 Pages: 309 - 333

3. Partial liquidation under reference-dependent preferences

   • Vicky Henderson
   • Jonathan Muscat

   OriginalPaper Open access 16 March 2020 Pages: 335 - 357

   

4. An incomplete equilibrium with a stochastic annuity

   • Kim Weston
   • Gordan Žitković

   OriginalPaper 29 January 2020 Pages: 359 - 382

   

5. Consumption in incomplete markets

   • Paolo Guasoni
   • Gu Wang

   OriginalPaper 10 March 2020 Pages: 383 - 422

   

6. Trading strategies generated pathwise by functions of market weights

   • Ioannis Karatzas
   • Donghan Kim

   OriginalPaper 17 December 2019 Pages: 423 - 463

   

7. Term structure modelling for multiple curves with stochastic discontinuities

   • Claudio Fontana
   • Zorana Grbac
   • Thorsten Schmidt

   OriginalPaper 14 February 2020 Pages: 465 - 511

   

8. On fairness of systemic risk measures

   • Francesca Biagini
   • Jean-Pierre Fouque
   • Thilo Meyer-Brandis

   OriginalPaper Open access 04 February 2020 Pages: 513 - 564