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Filtration shrinkage, the structure of deflators, and failure of market completeness Constantinos KardarasJohannes Ruf OriginalPaper Open access 02 September 2020 Pages: 871 - 901
Optimal insurance with background risk: An analysis of general dependence structures Yichun ChiWei Wei Some Paper 14 July 2020 Pages: 903 - 937
Asset prices in segmented and integrated markets Paolo GuasoniKwok Chuen Wong OriginalPaper 28 July 2020 Pages: 939 - 980
Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder’s theorem Levon AvanesyanMykhaylo ShkolnikovRonnie Sircar OriginalPaper 10 September 2020 Pages: 981 - 1011
Extended weak convergence and utility maximisation with proportional transaction costs Erhan BayraktarLeonid DolinskyiYan Dolinsky OriginalPaper 08 September 2020 Pages: 1013 - 1034
The Leland–Toft optimal capital structure model under Poisson observations Zbigniew PalmowskiJosé Luis PérezKazutoshi Yamazaki OriginalPaper Open access 17 July 2020 Pages: 1035 - 1082
Optimal reduction of public debt under partial observation of the economic growth Giorgia CallegaroClaudia CeciGiorgio Ferrari OriginalPaper Open access 15 September 2020 Pages: 1083 - 1132