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IssueVolume 31, Issue 11-559January 2021
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ISSUE INFORMATION
ORIGINAL ARTICLES
no
Optimal investment, derivative demand, and arbitrage under price impact
- Pages: 3-35
- First Published: 22 June 2020
no
Asymptotics for small nonlinear price impact: A PDE approach to the multidimensional case
- Pages: 36-108
- First Published: 20 July 2020
no
Optimal make–take fees for market making regulation
- Pages: 109-148
- First Published: 10 November 2020
no
On utility maximization under model uncertainty in discrete-time markets
- Pages: 149-175
- First Published: 23 July 2020
no
Small-time, large-time, and 
asymptotics for the Rough Heston model
- Pages: 203-241
- First Published: 06 October 2020
no
Size matters for OTC market makers: General results and dimensionality reduction techniques
- Pages: 279-322
- First Published: 23 August 2020
no
The asymptotic expansion of the regular discretization error of Itô integrals
- Pages: 323-365
- First Published: 15 October 2020
no
Convergence of utility indifference prices to the superreplication price in a multiple-priors framework
- Pages: 366-398
- First Published: 16 October 2020
no
Mean–field moral hazard for optimal energy demand response management
- Pages: 399-473
- First Published: 13 October 2020
Open Access
oa
Markov chains under nonlinear expectation
- Pages: 474-507
- First Published: 08 November 2020
no
Equilibrium concepts for time-inconsistent stopping problems in continuous time
- Pages: 508-530
- First Published: 09 November 2020
no
Sharing the value-at-risk under distributional ambiguity
- Pages: 531-559
- First Published: 23 December 2020