Time consistency for set-valued dynamic risk measures for bounded discrete-time processes Yanhong ChenYijun Hu OriginalPaper 30 November 2017 Pages: 305 - 333
Mean field game of controls and an application to trade crowding Pierre CardaliaguetCharles-Albert Lehalle OriginalPaper 07 December 2017 Pages: 335 - 363
A Neyman–Pearson problem with ambiguity and nonlinear pricing Mario Ghossoub OriginalPaper 04 December 2017 Pages: 365 - 385
Sensitivity analysis for expected utility maximization in incomplete Brownian market models Julio Backhoff VeraguasFrancisco J. Silva OriginalPaper 08 February 2018 Pages: 387 - 411
Strongly consistent multivariate conditional risk measures Hannes HoffmannThilo Meyer-BrandisGregor Svindland OriginalPaper 11 January 2018 Pages: 413 - 444
Black–Scholes in a CEV random environment Antoine JacquierPatrick Roome OriginalPaper 14 February 2018 Pages: 445 - 474