Keller-Ressel, Martin Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models. (English) Zbl 1396.91782 Finance Stoch. 22, No. 2, 503-510 (2018). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 91G30 60J25 PDF BibTeX XML Cite \textit{M. Keller-Ressel}, Finance Stoch. 22, No. 2, 503--510 (2018; Zbl 1396.91782) Full Text: DOI
Herdegen, Martin; Muhle-Karbe, Johannes Stability of Radner equilibria with respect to small frictions. (English) Zbl 1416.91349 Finance Stoch. 22, No. 2, 443-502 (2018). Reviewer: Paweł Kliber (Poznan) MSC: 91G10 91B69 91B50 60H10 PDF BibTeX XML Cite \textit{M. Herdegen} and \textit{J. Muhle-Karbe}, Finance Stoch. 22, No. 2, 443--502 (2018; Zbl 1416.91349) Full Text: DOI
Fukasawa, Masaaki; Stadje, Mitja Perfect hedging under endogenous permanent market impacts. (English) Zbl 1407.91249 Finance Stoch. 22, No. 2, 417-442 (2018). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91G20 91G80 60H05 60H10 PDF BibTeX XML Cite \textit{M. Fukasawa} and \textit{M. Stadje}, Finance Stoch. 22, No. 2, 417--442 (2018; Zbl 1407.91249) Full Text: DOI arXiv
Gao, Niushan; Leung, Denny; Munari, Cosimo; Xanthos, Foivos Fatou property, representations, and extensions of law-invariant risk measures on general Orlicz spaces. (English) Zbl 1401.91141 Finance Stoch. 22, No. 2, 395-415 (2018). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91B30 91G80 60E05 46E30 46A20 PDF BibTeX XML Cite \textit{N. Gao} et al., Finance Stoch. 22, No. 2, 395--415 (2018; Zbl 1401.91141) Full Text: DOI
Mao, Tiantian; Cai, Jun Risk measures based on behavioural economics theory. (English) Zbl 1397.91606 Finance Stoch. 22, No. 2, 367-393 (2018). Reviewer: Pavel Stoynov (Sofia) MSC: 91G70 91B16 91B30 PDF BibTeX XML Cite \textit{T. Mao} and \textit{J. Cai}, Finance Stoch. 22, No. 2, 367--393 (2018; Zbl 1397.91606) Full Text: DOI
Benth, Fred Espen; Krühner, Paul Approximation of forward curve models in commodity markets with arbitrage-free finite-dimensional models. (English) Zbl 1422.91565 Finance Stoch. 22, No. 2, 327-366 (2018). MSC: 91B74 91B25 60H15 PDF BibTeX XML Cite \textit{F. E. Benth} and \textit{P. Krühner}, Finance Stoch. 22, No. 2, 327--366 (2018; Zbl 1422.91565) Full Text: DOI
Larsen, Kasper; Mostovyi, Oleksii; Žitković, Gordan An expansion in the model space in the context of utility maximization. (English) Zbl 1396.91692 Finance Stoch. 22, No. 2, 297-326 (2018). Reviewer: Nadi Serhan Aydın (Istanbul) MSC: 91G10 93E20 60G44 91G60 PDF BibTeX XML Cite \textit{K. Larsen} et al., Finance Stoch. 22, No. 2, 297--326 (2018; Zbl 1396.91692) Full Text: DOI
Muhle-Karbe, Johannes; Nutz, Marcel A risk-neutral equilibrium leading to uncertain volatility pricing. (English) Zbl 1422.91716 Finance Stoch. 22, No. 2, 281-295 (2018). Reviewer: Claudio Fontana (Paris) MSC: 91G20 60G44 60H30 35Q91 PDF BibTeX XML Cite \textit{J. Muhle-Karbe} and \textit{M. Nutz}, Finance Stoch. 22, No. 2, 281--295 (2018; Zbl 1422.91716) Full Text: DOI arXiv
El Euch, Omar; Fukasawa, Masaaki; Rosenbaum, Mathieu The microstructural foundations of leverage effect and rough volatility. (English) Zbl 1410.91491 Finance Stoch. 22, No. 2, 241-280 (2018). Reviewer: Hernando Burgos-Soto (Toronto) MSC: 91G70 60F17 60G55 PDF BibTeX XML Cite \textit{O. El Euch} et al., Finance Stoch. 22, No. 2, 241--280 (2018; Zbl 1410.91491) Full Text: DOI