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- Volume 23:Number 1(2013:Jan.)9
- Volume 23:Number 2(2013:Apr.)7
- Volume 23:Number 3(2013:Jul.)7
- Volume 23:Number 4(2013:Oct.)7
- Volume 24:Number 1(2014:Jan.)8
- Volume 24:Number 2(2014:Apr.)6
- Volume 24:Number 3(2014:Jul.)8
- Volume 24:Number 4(2014:Oct.)8
- Volume 25:Number 1(2015:Jan.)7
- Volume 25:Number 2(2015:Apr.)15
- 332 412
- Business mathematics -- Periodicals 412
- arbitrage -- derivative demand -- derivative pricing -- inventory‐based model -- large investors -- market‐making -- price impact 2
- asymptotic expansion -- homogenization -- nonlinear price impact portfolio choice -- viscosity solutions 2
- bilateral contracts -- BSDEs -- funding benefits -- Malliavin calculus -- nonlinear markets -- AMS subject classifications: 60H07 -- 91G20 -- 91G40 2
- central limit theorems -- discretization error -- hedging error -- Itô integral -- Malliavin calculus -- variance swaps 2
- conditional value‐at‐risk -- distributionally robust optimization -- risk sharing -- value‐at‐risk 2
- credit risk -- default risk -- exchangeable Bernoulli distributions -- model risk -- risk measures 2
- curse of dimensionality -- integro‐differential equations -- market making -- risk factor models -- stochastic optimal control 2
- demand response models -- electricity markets -- mean–field games with common noise -- McKean–Vlasov controlled SDEs -- moral hazard 2