Issue 1/2024
Content (7 Articles)
Open Access
Arbitrage problems with reflected geometric Brownian motion
Dean Buckner, Kevin Dowd, Hardy Hulley
Pricing options on flow forwards by neural networks in a Hilbert space
Fred Espen Benth, Nils Detering, Luca Galimberti
Optimal investment and consumption for financial markets with jumps under transaction costs
Sergei Egorov, Serguei Pergamenchtchikov
Investment–consumption–insurance optimisation problem with multiple habit formation and non-exponential discounting
Yike Wang, Jingzhen Liu, Tak Kuen Siu
Open Access
A càdlàg rough path foundation for robust finance
Andrew L. Allan, Chong Liu, David J. Prömel
Open Access
Faking Brownian motion with continuous Markov martingales
Mathias Beiglböck, George Lowther, Gudmund Pammer, Walter Schachermayer