| 161 | -- | 162 | Stein-Erik Fleten, Florentina Paraschiv. Editorial |
| 163 | -- | 178 | Ludovic Goudenège, Andrea Molent, Antonino Zanette. Computing credit valuation adjustment solving coupled PIDEs in the Bates model |
| 179 | -- | 201 | Andrea Rigamonti, Alex Weissensteiner. Asset allocation under predictability and parameter uncertainty using LASSO |
| 203 | -- | 240 | Florentina Paraschiv, Stine Marie Reese, Margrethe Ringkjøb Skjelstad. Portfolio stress testing applied to commodity futures |
| 241 | -- | 275 | Markéta Horejsová, Sebastiano Vitali, Milos Kopa, Vittorio Moriggia. Evaluation of scenario reduction algorithms with nested distance |
| 277 | -- | 307 | Vit Prochazka, Stein W. Wallace. Scenario tree construction driven by heuristic solutions of the optimization problem |
| 309 | -- | 326 | Bismark Singh, Bernard Knueven, Jean-Paul Watson. Modeling flexible generator operating regions via chance-constrained stochastic unit commitment |
| 327 | -- | 355 | Matthew Davison, Yuri Lawryshyn, Volodymyr Miklyukh. Optimal inventory policy through dual sourcing |