目錄

In memoriam: Mark H. A. Davis and his contributions to mathematical finance
紀念:Mark H. A. Davis和他對數學金融的貢獻  
Open markets
開放的市場  
Risk‐sensitive benchmarked asset management with expert forecasts
具有專家預測的風險敏感基準資産管理  
Bayes risk, elicitability, and the Expected Shortfall
貝葉斯風險，啟發性和預期損失
An elementary approach to the Merton problem
默頓問題的一個基本方法  
Perturbation analysis of sub/super hedging problems
子/超級對沖問題的擾動分析  
Duality for optimal consumption with randomly terminating income
随機終止收入下最優消費的二元性  
Convergence of optimal expected utility for a sequence of binomial models
二項模型序列的最優期望效用收斂性  
Young, timid, and risk takers
年輕，膽小的冒險者
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
具有基準利率的銀行間貸款:一類單一控制條件博弈的帕累托最優解  
Robust replication of volatility and hybrid derivatives on jump diffusions
基于跳躍擴散的波動率和混合衍生品的穩健複制
Weak transport for non‐convex costs and model‐independence in a fixed‐income market
固定收益市場中非凸成本和模型獨立性的弱傳遞  
Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets
單期金融市場的分布穩健投資組合最大化和邊際效用定價  
Option pricing models without probability: a rough paths approach
無概率期權定價模型:一種近似方法

原文鍊接：https://onlinelibrary.wiley.com/toc/14679965/2021/31/4

翻譯：有道翻譯
整理者：喬彥祥