Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics Tim LeungZheng Wang Research Article 11 September 2018 Pages: 1 - 28
Conic asset pricing and the costs of price fluctuations Dilip B. MadanWim Schoutens Research Article 11 June 2018 Pages: 29 - 58
Extreme-strike asymptotics for general Gaussian stochastic volatility models Archil GulisashviliFrederi ViensXin Zhang Research Article 01 October 2018 Pages: 59 - 101
Endogenous heterogeneity in duopoly with deterministic one-way spillovers Adriana GamaIsabelle MaretVirginie Masson Research Article 21 August 2018 Pages: 103 - 123
Vanishing central bank intervention in stochastic impulse control Gregory Gagnon Research Article 01 June 2018 Pages: 125 - 153