Issue 3/2020
Content (7 Articles)
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Julio Backhoff-Veraguas, Ludovic Tangpi
Consumption and portfolio decisions with uncertain lifetimes
Shou Chen, Richard Fu, Lei Wedge, Ziran Zou
A generalized stochastic differential utility driven by G-Brownian motion
Qian Lin, Dejian Tian, Weidong Tian
Open Access
No–arbitrage commodity option pricing with market manipulation
René Aïd, Giorgia Callegaro, Luciano Campi