Issue 3/2022
Content (7 Articles)
Open Access
Solving optimal stopping problems under model uncertainty via empirical dual optimisation
Denis Belomestny, Tobias Hübner, Volker Krätschmer
Log-optimal and numéraire portfolios for market models stopped at a random time
Tahir Choulli, Sina Yansori
A class of short-term models for the oil industry that accounts for speculative oil storage
Yves Achdou, Charles Bertucci, Jean-Michel Lasry, Pierre-Louis Lions, Antoine Rostand, José A. Scheinkman