Volume 27, Issue 3 | Finance and Stochastics

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Volume 27, Issue 3

July 2023

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6 articles in this issue

Rogue traders
Huayuan Dong
Paolo Guasoni
Eberhard Mayerhofer
OriginalPaper Open access 19 June 2023 Pages: 539 - 603
Continuous-time incentives in hierarchies
Emma Hubert
OriginalPaper 15 June 2023 Pages: 605 - 661
Contagious McKean–Vlasov systems with heterogeneous impact and exposure
Zachary Feinstein
Andreas Søjmark
OriginalPaper Open access 26 June 2023 Pages: 663 - 711
Optimal execution with multiplicative price impact and incomplete information on the return
Felix Dammann
Giorgio Ferrari
OriginalPaper Open access 29 June 2023 Pages: 713 - 768
A general approach for Parisian stopping times under Markov processes
Gongqiu Zhang
Lingfei Li
OriginalPaper 05 June 2023 Pages: 769 - 829
Fundamental theorem of asset pricing with acceptable risk in markets with frictions
Maria Arduca
Cosimo Munari
OriginalPaper Open access 27 June 2023 Pages: 831 - 862