1. Efficiency of the price formation process in presence of high frequency participants: a mean field game analysis

   • Aimé Lachapelle
   • Jean-Michel Lasry
   • Pierre-Louis Lions

   OriginalPaper 02 November 2015 Pages: 223 - 262

   

2. The geometry of relative arbitrage

   • Soumik Pal
   • Ting-Kam Leonard Wong

   OriginalPaper 12 November 2015 Pages: 263 - 293

   

3. Jump-diffusion international asset allocation

   • Jaeyoung Sung

   OriginalPaper 15 December 2015 Pages: 295 - 319

4. Radner equilibrium in incomplete Lévy models

   • Kasper Larsen
   • Tanawit Sae-Sue

   OriginalPaper 27 January 2016 Pages: 321 - 337

   

5. Incorporating order-flow into optimal execution

   • Álvaro Cartea
   • Sebastian Jaimungal

   OriginalPaper 18 February 2016 Pages: 339 - 364