1. Editorial: 20th anniversary of Finance and Stochastics

   • Martin Schweizer
   • Dieter Sondermann

   Editorial 27 September 2016 Pages: 807 - 808

2. Liquidity management with decreasing returns to scale and secured credit line

   • Erwan Pierre
   • Stéphane Villeneuve
   • Xavier Warin

   OriginalPaper 13 September 2016 Pages: 809 - 854

   

3. A BSDE approach to fair bilateral pricing under endogenous collateralization

   • Tianyang Nie
   • Marek Rutkowski

   OriginalPaper 18 July 2016 Pages: 855 - 900

4. Counterparty risk and funding: immersion and beyond

   • Stéphane Crépey
   • Shiqi Song

   OriginalPaper 15 July 2016 Pages: 901 - 930

   

5. Polynomial diffusions and applications in finance

   • Damir Filipović
   • Martin Larsson

   OriginalPaper 14 June 2016 Pages: 931 - 972

6. Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps

   • José E. Figueroa-López
   • Sveinn Ólafsson

   OriginalPaper 13 September 2016 Pages: 973 - 1020

   

7. A Feynman–Kac-type formula for Lévy processes with discontinuous killing rates

   • Kathrin Glau

   OriginalPaper Open access 31 May 2016 Pages: 1021 - 1059

   

8. Another look at the integral of exponential Brownian motion and the pricing of Asian options

   • Andrew Lyasoff

   OriginalPaper 15 July 2016 Pages: 1061 - 1096

9. No arbitrage of the first kind and local martingale numéraires

   • Yuri Kabanov
   • Constantinos Kardaras
   • Shiqi Song

   OriginalPaper 21 September 2016 Pages: 1097 - 1108