1. On volatility smile and an investment strategy with out-of-the-money calls

   • Jarno Talponen

   OriginalPaper 09 August 2015 Pages: 113 - 125

   

2. An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit

   • Runhuan Feng
   • Hans W. Volkmer

   OriginalPaper 08 August 2015 Pages: 127 - 149

   

3. Risk-minimization for life insurance liabilities with basis risk

   • Francesca Biagini
   • Thorsten Rheinländer
   • Irene Schreiber

   OriginalPaper 05 September 2015 Pages: 151 - 178

4. Strong asymptotic arbitrage in the large fractional binary market

   • Fernando Cordero
   • Lavinia Perez-Ostafe

   OriginalPaper Open access 29 September 2015 Pages: 179 - 202

5. Optimal mean–variance selling strategies

   • J. L. Pedersen
   • G. Peskir

   OriginalPaper 12 October 2015 Pages: 203 - 220

   

6. Erratum to: Positive alphas and a generalized multiple-factor asset pricing model

   • Robert Jarrow
   • Philip Protter

   Erratum 03 November 2015 Pages: 221 - 221