1. Transaction costs, trading volume, and the liquidity premium

   • Stefan Gerhold
   • Paolo Guasoni
   • Walter Schachermayer

   OriginalPaper 29 May 2013 Pages: 1 - 37

   

2. A mathematical treatment of bank monitoring incentives

   • Henri Pagès
   • Dylan Possamaï

   OriginalPaper 20 February 2013 Pages: 39 - 73

   

3. Abstract, classic, and explicit turnpikes

   • Paolo Guasoni
   • Constantinos Kardaras
   • Hao Xing

   OriginalPaper 13 November 2013 Pages: 75 - 114

4. On the hedging of options on exploding exchange rates

   • Peter Carr
   • Travis Fisher
   • Johannes Ruf

   OriginalPaper 29 November 2013 Pages: 115 - 144

5. Beyond cash-additive risk measures: when changing the numéraire fails

   • Walter Farkas
   • Pablo Koch-Medina
   • Cosimo Munari

   OriginalPaper 29 November 2013 Pages: 145 - 173

6. Efficient discretization of stochastic integrals

   • Masaaki Fukasawa

   OriginalPaper 04 October 2013 Pages: 175 - 208

   

7. Stochastic mortality models: an infinite-dimensional approach

   • Stefan Tappe
   • Stefan Weber

   OriginalPaper 10 December 2013 Pages: 209 - 248

   

8. Comonotone Pareto optimal allocations for law invariant robust utilities on L ¹

   • Claudia Ravanelli
   • Gregor Svindland

   OriginalPaper 04 October 2013 Pages: 249 - 269