1. Calibration to FX triangles of the 4/2 model under the benchmark approach

   • Alessandro Gnoatto
   • Martino Grasselli
   • Eckhard Platen

   OriginalPaper Open access 06 May 2021 Pages: 1 - 34

   

2. Monetary risk measures for stochastic processes via Orlicz duality

   • Christos E. Kountzakis
   • Damiano Rossello

   OriginalPaper Open access 29 May 2021 Pages: 35 - 56

3. Option pricing: a yet simpler approach

   • Jarno Talponen
   • Minna Turunen

   OriginalPaper Open access 16 June 2021 Pages: 57 - 81

   

4. Complex dynamics in the market for loans

   • Nivedita Mukherji

   OriginalPaper 07 July 2021 Pages: 83 - 99

   

5. Expressions of forward starting option price in Hull–White stochastic volatility model

   • Hiroaki Hata
   • Nien-Lin Liu
   • Kazuhiro Yasuda

   OriginalPaper 20 July 2021 Pages: 101 - 135

   

6. Bias-optimal vol-of-vol estimation: the role of window overlapping

   • Giacomo Toscano
   • Maria Cristina Recchioni

   OriginalPaper 30 July 2021 Pages: 137 - 185

   

7. Portfolio choice in the model of expected utility with a safety-first component

   • Dennis W. Jansen
   • Liqun Liu

   OriginalPaper 04 September 2021 Pages: 187 - 207

8. A new class of multidimensional Wishart-based hybrid models

   • Gaetano La Bua
   • Daniele Marazzina

   OriginalPaper Open access 11 October 2021 Pages: 209 - 239

   

9. Production and hedging under correlated price and background risks

   • Kit Pong Wong

   OriginalPaper 28 October 2021 Pages: 241 - 256

10. Long versus short time scales: the rough dilemma and beyond

    • Matthieu Garcin
    • Martino Grasselli

    OriginalPaper 08 November 2021 Pages: 257 - 278

    

11. Beating the market? A mathematical puzzle for market efficiency

    • Michael Heinrich Baumann

    OriginalPaper Open access 12 November 2021 Pages: 279 - 325

    

12. Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption

    • P. Gatabazi
    • J. C. Mba
    • E. Pindza

    OriginalPaper 04 May 2022 Pages: 327 - 341

    

13. Performance measurement with expectiles

    • Damiano Rossello

    OriginalPaper Open access 19 May 2022 Pages: 343 - 374

14. Ramsey rule with forward/backward utility for long-term yield curves modeling

    • Nicole El Karoui
    • Caroline Hillairet
    • Mohamed Mrad

    OriginalPaper 19 May 2022 Pages: 375 - 414

    

15. A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders

    • Paolo De Angelis
    • Roberto De Marchis
    • Emilio Russo

    OriginalPaper Open access 27 May 2022 Pages: 415 - 446

    

16. Correction to: Semi-analytical prices for lookback and barrier options under the Heston model

    • Luca De Gennaro Aquino
    • Carole Bernard

    Correction 27 October 2021 Pages: 447 - 449