Riskiness in gambles that belong to the same location-scale family and with well-defined means and variances Arritokieta ChamorroJosé M. Usategui OriginalPaper 17 February 2018 Pages: 475 - 493
A scaled version of the double-mean-reverting model for VIX derivatives Jeonggyu HuhJaegi JeonJeong-Hoon Kim OriginalPaper 19 February 2018 Pages: 495 - 515
Existence of a Radner equilibrium in a model with transaction costs Kim Weston OriginalPaper 27 February 2018 Pages: 517 - 539
Sensitivity analysis for marked Hawkes processes: application to CLO pricing Guillaume BernisKaouther SalhiSimone Scotti OriginalPaper 28 March 2018 Pages: 541 - 559
Dynamic asset allocation with event risk, transaction costs and predictable returns Jean-Guy Simonato OriginalPaper 15 May 2018 Pages: 561 - 587
Arbitrage and utility maximization in market models with an insider Huy N. ChauWolfgang J. RunggaldierPeter Tankov OriginalPaper 05 May 2018 Pages: 589 - 614