Issue 2/2021
Content (7 Articles)
Open Access
Markov decision processes with quasi-hyperbolic discounting
Anna Jaśkiewicz, Andrzej S. Nowak
Open Access
Equilibrium asset pricing with transaction costs
Martin Herdegen, Johannes Muhle-Karbe, Dylan Possamaï
Open Access
High-frequency trading with fractional Brownian motion
Paolo Guasoni, Yuliya Mishura, Miklós Rásonyi
Evolution of the Arrow–Pratt measure of risk-tolerance for predictable forward utility processes
Moris S. Strub, Xun Yu Zhou
Open Access
Change of drift in one-dimensional diffusions
Sascha Desmettre, Gunther Leobacher, L. C. G. Rogers