Forthcoming papers in Finance and Stochastics

- already available on Springer's Online First page

- in press:

• Ansari, J., Lütkebohmert, E., Neufeld, A. and Sester, J. Improved robust price bounds for multi-asset derivatives under market-implied dependence information
• Liebrich, F. Risk sharing under heterogeneous beliefs without convexity
• Bayer, C., Belomestny, D., Butkovsky, O. and Schoenmakers, J. A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models

- more accepted papers:

• Arandjelovic, A., Rheinländer, T. and Shevchenko, P.V. Importance sampling for option pricing with feedforward neural networks
• Friesen, M. and Karbach, S. Stationary covariance regime for affine stochastic covariance models in Hilbert spaces
• Jourdain, B. and Pages, G. Convex ordering for stochastic Volterra equations and their Euler schemes
• Benth, F.E. and Eyjolfsson, E. Robustness of Hilbert space-valued stochastic volatility models
• Bernard, C., Junike, G., Lux, T. and Vanduffel, S. Cost-efficient payoffs under model ambiguity
• Abi Jaber, E. and Villeneuve, S. Gaussian agency problems with memory and linear contracts
• Costa, M., Gadat, S. and Huang, L. CV@R penalized portfolio optimization with biased stochastic mirror descent
• Mostovyi, O. and Siorpaes, P. Pricing of contingent claims in large markets
• Benth, F.E. and Sgarra, C. A Barndorff-Nielsen and Shephard model with leverage in Hilbert space for commodity forward markets
• Liang, Z., Liu, Y. and Zhang, L. A framework of state-dependent utility optimization with general benchmarks
• Boyarchenko, S. and Levendorskii, S. Efficient evaluation of expectations of functions of a Lévy process and its extremum
• Gairat, A. and Shcherbakov, V. Extreme ATM skew in a local volatility model with discontinuity: joint density approach
• Tangpi, L. and Wang, S. Optimal bubble riding: A mean field game with varying entry times
• Cuchiero, C., Primavera, F. and Svaluto-Ferro, S. Universal approximation theorems for continuous functions of càdlàg paths and Lévy-type signature models
• Cont, R., Micheli, A. and Neuman, E. Fast and slow optimal trading with exogenous information
• Ghossoub, M. and Zhu, M. Risk-constrained portfolio choice under rank-dependent utility
• Zhao, C., van Beek, M., Spreij, P. and Ba, M. Polynomial approximation of discounted moments
• Carassus, L. Quasi-sure essential supremum and applications to finance
• Nutz, M. and Valdevenito, A.R. On the Guyon-Lekeufack volatility model
• Carassus, L. and Wiesel, J. Strategies with minimal norm are optimal for expected utility maximization under high model ambiguity