1. Systemic optimal risk transfer equilibrium

   • Francesca Biagini
   • Alessandro Doldi
   • Thilo Meyer-Brandis

   OriginalPaper Open access 19 January 2021 Pages: 233 - 274

2. Optimal life-cycle consumption and investment decisions under age-dependent risk preferences

   • Andreas Lichtenstern
   • Pavel V. Shevchenko
   • Rudi Zagst

   OriginalPaper 30 July 2020 Pages: 275 - 313

   

3. Equilibrium effects of intraday order-splitting benchmarks

   • Jin Hyuk Choi
   • Kasper Larsen
   • Duane J. Seppi

   OriginalPaper 04 September 2020 Pages: 315 - 352

   

4. Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure

   • Alexander Zimper
   • Hirbod Assa

   OriginalPaper 07 September 2020 Pages: 353 - 380

5. A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean

   • Xin-Jiang He
   • Wenting Chen

   OriginalPaper 23 October 2020 Pages: 381 - 396

   

6. Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization

   • Birgit Rudloff
   • Firdevs Ulus

   OriginalPaper 10 October 2020 Pages: 397 - 430

   

7. Scale effects in dynamic contracting

   • Shirley Bromberg-Silverstein
   • Santiago Moreno-Bromberg
   • Guillaume Roger

   OriginalPaper 04 November 2020 Pages: 431 - 472

   

8. Correction to: No-arbitrage commodity option pricing with market manipulation

   • René Aïd
   • Giorgia Callegaro
   • Luciano Campi

   Correction 09 January 2021 Pages: 473 - 475