1. A direct solution method for pricing options in regime‐switching models. (14th July 2019) Authors: Egami, Masahiko; Kevkhishvili, Rusudan Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: 547 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Consistency of option prices under bid–ask spreads. (11th November 2019) Authors: Gerhold, Stefan; Gülüm, Ismail Cetin Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: 377 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Cover Image, Volume 30, Issue 2. (19th March 2020) Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: N/A Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Existence of a calibrated regime switching local volatility model. (18th November 2019) Authors: Jourdain, Benjamin; Zhou, Alexandre Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: 501 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Firm capital dynamics in centrally cleared markets. (6th November 2019) Authors: Capponi, Agostino; Cheng, W. Allen; Rajan, Sriram Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: 664 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Issue Information. (19th March 2020) Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: n/a Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Nonlinear price impact and portfolio choice. (11th November 2019) Authors: Guasoni, Paolo; Weber, Marko Hans Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: 341 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Optimal consumption and investment with liquid and illiquid assets. (15th July 2019) Authors: Choi, Jin Hyuk Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: 621 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Optimal investment and pricing in the presence of defaults. (12th July 2019) Authors: Ishikawa, Tetsuya; Robertson, Scott Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: 577 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Pathwise moderate deviations for option pricing. (7th November 2019) Authors: Jacquier, Antoine; Spiliopoulos, Konstantinos Journal: Mathematical finance Issue: Volume 30:Number 2(2020) Page Start: 426 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗