Entropy martingale optimal transport and nonlinear pricing–hedging duality Alessandro DoldiMarco Frittelli OriginalPaper Open access 21 March 2023 Pages: 255 - 304
Price impact in Nash equilibria Xiao ChenJin Hyuk ChoiDuane J. Seppi OriginalPaper 21 March 2023 Pages: 305 - 340
Optimal dividends under a drawdown constraint and a curious square-root rule Hansjörg AlbrecherPablo AzcueNora Muler OriginalPaper Open access 24 March 2023 Pages: 341 - 400
Market-to-book ratio in stochastic portfolio theory Donghan Kim OriginalPaper 27 March 2023 Pages: 401 - 434
Optional projection under equivalent local martingale measures Francesca BiaginiAndrea MazzonAri-Pekka Perkkiö OriginalPaper Open access 31 March 2023 Pages: 435 - 465
Optimal insurance under maxmin expected utility Corina BirghilaTim J. BoonenMario Ghossoub OriginalPaper 14 March 2023 Pages: 467 - 501
A continuous-time model of self-protection Sarah BensalemNicolás Hernández-SantibáñezNabil Kazi-Tani OriginalPaper 29 March 2023 Pages: 503 - 537