1. A two-dimensional control problem arising from dynamic contracting theory

   • Jean-Paul Décamps
   • Stéphane Villeneuve

   OriginalPaper 08 November 2018 Pages: 1 - 28

2. Utility maximisation in a factor model with constant and proportional transaction costs

   • Christoph Belak
   • Sören Christensen

   OriginalPaper 19 December 2018 Pages: 29 - 96

   

3. On the free boundary of an annuity purchase

   • Tiziano De Angelis
   • Gabriele Stabile

   OriginalPaper Open access 19 December 2018 Pages: 97 - 137

   

4. On arbitrarily slow convergence rates for strong numerical approximations of Cox–Ingersoll–Ross processes and squared Bessel processes

   • Mario Hefter
   • Arnulf Jentzen

   OriginalPaper 22 October 2018 Pages: 139 - 172

5. A paradox in time-consistency in the mean–variance problem?

   • Alain Bensoussan
   • Kwok Chuen Wong
   • Sheung Chi Phillip Yam

   OriginalPaper 19 December 2018 Pages: 173 - 207

   

6. Minimax theorems for American options without time-consistency

   • Denis Belomestny
   • Tobias Hübner
   • Sascha Nolte

   OriginalPaper 26 November 2018 Pages: 209 - 238

7. An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior

   • Wing Fung Chong
   • Ying Hu
   • Thaleia Zariphopoulou

   OriginalPaper Open access 12 December 2018 Pages: 239 - 273