Journal Mathematics and Financial Economics Issue 3/2020 share SHARE Search insite SEARCH Table of Contents (7 Articles) 05-02-2020 Optimal retirement and portfolio selection with consumption ratcheting Junkee Jeon, Kyunghyun Park 17-02-2020 Consumption-investment optimization problem in a Lévy financial model with transaction costs and làdlàg strategies E. Lepinette, T. Q. Tran 24-02-2020 On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration Julio Backhoff-Veraguas, Ludovic Tangpi Open Access 14-03-2020 No arbitrage in continuous financial markets David Criens Download PDF-version View full text 13-03-2020 Consumption and portfolio decisions with uncertain lifetimes Shou Chen, Richard Fu, Lei Wedge, Ziran Zou 12-03-2020 A generalized stochastic differential utility driven by G-Brownian motion Qian Lin, Dejian Tian, Weidong Tian Open Access 02-04-2020 No–arbitrage commodity option pricing with market manipulation René Aïd, Giorgia Callegaro, Luciano Campi Download PDF-version View full text