1. Consumption–investment problem with pathwise ambiguity under logarithmic utility

   • Zongxia Liang
   • Ming Ma

   OriginalPaper 07 March 2019 Pages: 519 - 541

   

2. Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework

   • Fred Espen Benth
   • Marco Piccirilli
   • Tiziano Vargiolu

   OriginalPaper 13 February 2019 Pages: 543 - 577

3. Irreversible investment with fixed adjustment costs: a stochastic impulse control approach

   • Salvatore Federico
   • Mauro Rosestolato
   • Elisa Tacconi

   OriginalPaper 28 February 2019 Pages: 579 - 616

   

4. Impact of contingent payments on systemic risk in financial networks

   • Tathagata Banerjee
   • Zachary Feinstein

   OriginalPaper 18 February 2019 Pages: 617 - 636

   

5. Golden options in financial mathematics

   • Alejandro Balbás
   • Beatriz Balbás
   • Raquel Balbás

   OriginalPaper 13 March 2019 Pages: 637 - 659

6. Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty

   • Alexis Bismuth
   • Olivier Guéant
   • Jiang Pu

   OriginalPaper 04 April 2019 Pages: 661 - 719