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IssueVolume 30, Issue 41179-1616October 2020
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ISSUE INFORMATION
ORIGINAL ARTICLES
Open Access
oa
Network valuation in financial systems
- Pages: 1181-1204
- First Published: 01 June 2020
Open Access
oa
Convergence of optimal expected utility for a sequence of discrete-time markets
- Pages: 1205-1228
- First Published: 16 June 2020
Open Access
oa
Robust risk aggregation with neural networks
- Pages: 1229-1272
- First Published: 13 June 2020
no
Continuous-time mean–variance portfolio selection: A reinforcement learning framework
- Pages: 1273-1308
- First Published: 23 June 2020
no
No-arbitrage implies power-law market impact and rough volatility
- Pages: 1309-1336
- First Published: 24 March 2020
Open Access
oa
Asset pricing with heterogeneous beliefs and illiquidity
- Pages: 1392-1421
- First Published: 16 April 2020
Open Access
oa
When to sell an asset amid anxiety about drawdowns
- Pages: 1422-1460
- First Published: 12 June 2020
no
A term structure model for dividends and interest rates
- Pages: 1461-1496
- First Published: 16 June 2020
no
Azéma martingales for Bessel and CIR processes and the pricing of Parisian zero-coupon bonds
- Pages: 1497-1526
- First Published: 21 May 2020
no
A martingale representation theorem and valuation of defaultable securities
- Pages: 1527-1564
- First Published: 08 April 2020
no
Effective risk aversion in thin risk-sharing markets
- Pages: 1565-1590
- First Published: 12 April 2020
Open Access
oa
Semitractability of optimal stopping problems via a weighted stochastic mesh algorithm
- Pages: 1591-1616
- First Published: 27 May 2020