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Finance and Stochastics
Published by Springer-Verlag.
ISSN 0949-2984 / 1432-1122
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Aims & scope
Finance and Stochastics publishes peer-reviewed research. Manuscripts pass a technical check and a scope check by the handling editor before going to independent reviewers.
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Recently published
Fourier–Laplace transforms in polynomial Ornstein–Uhlenbeck volatility models
DOI 10.1007/s00780-026-00603-w Eduardo Abi Jaber, Xiaoyuan Shaun Li, Xuyang Lin · 2026
Ergodic robust maximisation of asymptotic growth with stochastic factor processes
DOI 10.1007/s00780-026-00600-z David Itkin, Benedikt Koch, Martin Larsson, Josef Teichmann · 2026
Analysis of Markov chain approximation for regime-switching jump-diffusions with nonsmooth coefficients: deformed contour integration approach
DOI 10.1007/s00780-026-00605-8 Gongqiu Zhang · 2026
Risk sharing with lambda value-at-risk under heterogeneous beliefs
DOI 10.1007/s00780-026-00604-9 Peng Liu, Andreas Tsanakas, Yunran Wei · 2026
Optimal execution and speculation with trade signals
DOI 10.1007/s00780-026-00602-x Peter Bank, Álvaro Cartea, Laura Körber · 2026
Efficient risk estimation for the credit valuation adjustment
DOI 10.1007/s00780-026-00601-y Michael B. Giles, Abdul-Lateef Haji-Ali, Jonathan Spence · 2026
Super-hedging-pricing formulas and immediate-profit arbitrage for market models under random horizon
DOI 10.1007/s00780-026-00599-3 Tahir Choulli, Emmanuel Lepinette · 2026
Star-shaped and dynamic return risk measures via BSDEs
DOI 10.1007/s00780-026-00598-4 Roger J. A. Laeven, Emanuela Rosazza Gianin, Marco Zullino · 2026
The support and resistance line method: an analysis via optimal stopping
DOI 10.1007/s00780-026-00596-6 Vicky Henderson, Saul Jacka, Ruiqi Liu, Jun Maeda · 2026
Nash equilibrium between brokers and traders
DOI 10.1007/s00780-026-00595-7 Álvaro Cartea, Sebastian Jaimungal, Leandro Sánchez-Betancourt · 2026
An economic interpretation and mathematical analysis of Epstein–Zin stochastic differential utility for an infinite horizon when $\theta <0$
DOI 10.1007/s00780-026-00594-8 Yuki Shigeta · 2026
Portfolios generated by contingent claim functions, with applications to option pricing
DOI 10.1007/s00780-026-00597-5 Ricardo T. Fernholz, Robert Fernholz · 2026
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