Dynamically complete markets under Brownian motion Theodoros M. Diasakos OriginalPaper Open access 29 April 2021 Pages: 719 - 745
A Gamma Ornstein–Uhlenbeck model driven by a Hawkes process Guillaume BernisRiccardo BrignoneCarlo Sgarra OriginalPaper Open access 24 March 2021 Pages: 747 - 773
Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics Mauricio JuncaRafael Serrano OriginalPaper 29 March 2021 Pages: 775 - 809
Diffusion bank networks and capital flows Ioannis LeventidisEvangelos Melas OriginalPaper 28 April 2021 Pages: 811 - 845
Supermartingale deflators in the absence of a numéraire Philipp HarmsChong LiuAriel Neufeld OriginalPaper 18 May 2021 Pages: 885 - 915