Issue 3/2023
Content (6 Articles)
Optimal design of bank regulation under aggregate risk
Ahmad Peivandi, Mohammad Abbas Rezaei, Ajay Subramanian
Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment
Panhong Cheng, Zhihong Xu, Zexing Dai
Open Access
Robust utility maximization with nonlinear continuous semimartingales
David Criens, Lars Niemann