Volume 25, Issue 4 | Finance and Stochastics

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Volume 25, Issue 4

October 2021

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5 articles in this issue

Deep ReLU network expression rates for option prices in high-dimensional, exponential Lévy models
Lukas Gonon
Christoph Schwab
OriginalPaper Open access 31 August 2021 Pages: 615 - 657
Complete and competitive financial markets in a complex world
Gianluca Cassese
OriginalPaper Open access 17 September 2021 Pages: 659 - 688
Additive logistic processes in option pricing
Peter Carr
Lorenzo Torricelli
OriginalPaper Open access 03 September 2021 Pages: 689 - 724
Scenario-based risk evaluation
Ruodu Wang
Johanna F. Ziegel
OriginalPaper Open access 03 September 2021 Pages: 725 - 756
Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models
Julia Ackermann
Thomas Kruse
Mikhail Urusov
OriginalPaper 21 September 2021 Pages: 757 - 810