Issue 2/2017
Content (8 Articles)
Open Access
On time-inconsistent stochastic control in continuous time
Tomas Björk, Mariana Khapko, Agatha Murgoci
Open Access
Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals
Sigrid Källblad
Open Access
Change of numeraire in the two-marginals martingale transport problem
Luciano Campi, Ismail Laachir, Claude Martini
The scaling limit of superreplication prices with small transaction costs in the multivariate case
Peter Bank, Yan Dolinsky, Ari-Pekka Perkkiö
Local risk-minimization for Barndorff-Nielsen and Shephard models
Takuji Arai, Yuto Imai, Ryoichi Suzuki