1. Entropy martingale optimal transport and nonlinear pricing–hedging duality

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   • Marco Frittelli

   OriginalPaper Open access 21 March 2023 Pages: 255 - 304

   

2. Price impact in Nash equilibria

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   • Jin Hyuk Choi
   • Duane J. Seppi

   OriginalPaper 21 March 2023 Pages: 305 - 340

   

3. Optimal dividends under a drawdown constraint and a curious square-root rule

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   • Pablo Azcue
   • Nora Muler

   OriginalPaper Open access 24 March 2023 Pages: 341 - 400

   

4. Market-to-book ratio in stochastic portfolio theory

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   OriginalPaper 27 March 2023 Pages: 401 - 434

   

5. Optional projection under equivalent local martingale measures

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   • Andrea Mazzon
   • Ari-Pekka Perkkiö

   OriginalPaper Open access 31 March 2023 Pages: 435 - 465

   

6. Optimal insurance under maxmin expected utility

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   • Tim J. Boonen
   • Mario Ghossoub

   OriginalPaper 14 March 2023 Pages: 467 - 501

   

7. A continuous-time model of self-protection

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   • Nicolás Hernández-Santibáñez
   • Nabil Kazi-Tani

   OriginalPaper 29 March 2023 Pages: 503 - 537