A financial market with singular drift and no arbitrage Nacira AgramBernt Øksendal OriginalPaper Open access 25 November 2020 Pages: 477 - 500
Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model Farshid MehrdoustIdin Noorani Original Paper 11 January 2021 Pages: 501 - 543
Asymptotics for volatility derivatives in multi-factor rough volatility models Chloe LacombeAitor MuguruzaHenry Stone OriginalPaper Open access 09 January 2021 Pages: 545 - 577
Multiple yield curve modelling with CBI processes Claudio FontanaAlessandro GnoattoGuillaume Szulda OriginalPaper 09 January 2021 Pages: 579 - 610
Stochastic dynamic utilities and intertemporal preferences Marco MaggisAndrea Maran OriginalPaper 21 January 2021 Pages: 611 - 638
Connectedness versus diversification: two sides of the same coin Maria-Laura TorrentePierpaolo Uberti OriginalPaper Open access 09 February 2021 Pages: 639 - 655