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    Journal: Finance and Stochastics

    Volume 20, Issue 4

    807 -- 808Martin Schweizer, Dieter Sondermann. Editorial: 20th anniversary of Finance and Stochastics
    809 -- 854Erwan Pierre, Stéphane Villeneuve, Xavier Warin. Liquidity management with decreasing returns to scale and secured credit line
    855 -- 900Tianyang Nie, Marek Rutkowski. A BSDE approach to fair bilateral pricing under endogenous collateralization
    901 -- 930Stéphane Crépey, Shiqi Song. Counterparty risk and funding: immersion and beyond
    931 -- 972Damir Filipovic, Martin Larsson. Polynomial diffusions and applications in finance
    973 -- 1020José E. Figueroa-López, Sveinn Ólafsson. Short-term asymptotics for the implied volatility skew under a stochastic volatility model with Lévy jumps
    1021 -- 1059Kathrin Glau. A Feynman-Kac-type formula for Lévy processes with discontinuous killing rates
    1061 -- 1096Andrew Lyasoff. Another look at the integral of exponential Brownian motion and the pricing of Asian options
    1097 -- 1108Yuri Kabanov, Constantinos Kardaras, Shiqi Song. No arbitrage of the first kind and local martingale numéraires

    Volume 20, Issue 3

    543 -- 588Jean-Pierre Fouque, Matthew J. Lorig, Ronnie Sircar. Second order multiscale stochastic volatility asymptotics: stochastic terminal layer analysis and calibration
    589 -- 634Jing Li, Lingfei Li, Rafael Mendoza-Arriaga. Additive subordination and its applications in finance
    635 -- 668Pierre Henry-Labordère, Nizar Touzi. An explicit martingale version of the one-dimensional Brenier theorem
    669 -- 704Alexander M. G. Cox, Zhaoxu Hou, Jan Oblój. Robust pricing and hedging under trading restrictions and the emergence of local martingale models
    705 -- 740Dimitri De Vallière, Yuri Kabanov, Emmanuel Lépinette. Consumption-investment problem with transaction costs for Lévy-driven price processes
    741 -- 771Bruno Bouchard, Grégoire Loeper, Yiyi Zou. Almost-sure hedging with permanent price impact
    773 -- 804Angelos Dassios, You You Zhang. The joint distribution of Parisian and hitting times of Brownian motion with application to Parisian option pricing
    805 -- 0Roman V. Ivanov. Retraction Note to: The distribution of the maximum of a variance gamma process and path-dependent option pricing

    Volume 20, Issue 2

    267 -- 320Christa Cuchiero, Claudio Fontana, Alessandro Gnoatto. A general HJM framework for multiple yield curve modelling
    321 -- 354Laurens de Haan, Cécile Mercadier, Chen Zhou. Adapting extreme value statistics to financial time series: dealing with bias and serial dependence
    355 -- 379Yuri Kabanov, Serguei Pergamenshchikov. In the insurance business risky investments are dangerous: the case of negative risk sums
    381 -- 431Jiatu Cai, Masaaki Fukasawa. Asymptotic replication with modified volatility under small transaction costs
    433 -- 453Freddy Delbaen, Fabio Bellini, Valeria Bignozzi, Johanna F. Ziegel. Risk measures with the CxLS property
    455 -- 493Torsten Schöneborn. Adaptive basket liquidation
    495 -- 509Eyal Neuman, Alexander Schied. Optimal portfolio liquidation in target zone models and catalytic superprocesses
    511 -- 541Kim Weston. Stability of utility maximization in nonequivalent markets

    Volume 20, Issue 1

    1 -- 50Matteo Burzoni, Marco Frittelli, Marco Maggis. Universal arbitrage aggregator in discrete-time markets under uncertainty
    51 -- 81Arash Fahim, Yu-Jui Huang. Model-independent superhedging under portfolio constraints
    83 -- 98Bruno Bouchard, Marcel Nutz. Consistent price systems under model uncertainty
    99 -- 121Kasper Larsen, Halil Mete Soner, Gordan Zitkovic. Facelifting in utility maximization
    123 -- 151Berend Roorda, Johannes Schumacher. Weakly time consistent concave valuations and their dual representations
    153 -- 182Peter Bank, Selim Gökay. Superreplication when trading at market indifference prices
    183 -- 218Aurélien Alfonsi, Pierre Blanc. Dynamic optimal execution in a mixed-market-impact Hawkes price model
    219 -- 265José E. Figueroa-López, Sveinn Ólafsson. Short-time expansions for close-to-the-money options under a Lévy jump model with stochastic volatility
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