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IssueVolume 30, Issue 3703-1178July 2020
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ISSUE INFORMATION
ORIGINAL ARTICLES
no
Distress and default contagion in financial networks
- Pages: 705-737
- First Published: 12 April 2020
Open Access
oa
A regularity structure for rough volatility
- Pages: 782-832
- First Published: 19 November 2019
no
Hedging nontradable risks with transaction costs and price impact
- Pages: 833-868
- First Published: 12 March 2020
no
Static and semistatic hedging as contrarian or conformist bets
- Pages: 921-960
- First Published: 12 March 2020
no
Dividend policy and capital structure of a defaultable firm
- Pages: 961-994
- First Published: 04 March 2020
no
Mean-field games with differing beliefs for algorithmic trading
- Pages: 995-1034
- First Published: 25 February 2020
no
Robust consumption-investment problem under CRRA and CARA utilities with time-varying confidence sets
- Pages: 1035-1072
- First Published: 11 July 2019
no
Dynamically consistent alpha-maxmin expected utility
- Pages: 1073-1102
- First Published: 17 November 2019
no
Optimal equilibria for time-inconsistent stopping problems in continuous time
- Pages: 1103-1134
- First Published: 07 November 2019
no
Lifetime investment and consumption with recursive preferences and small transaction costs
- Pages: 1135-1167
- First Published: 08 April 2020
no
Semimartingale theory of monotone mean–variance portfolio allocation
- Pages: 1168-1178
- First Published: 04 March 2020