目录

In memoriam: Mark H. A. Davis and his contributions to mathematical finance
纪念:Mark H. A. Davis和他对数学金融的贡献  
Open markets
开放的市场  
Risk‐sensitive benchmarked asset management with expert forecasts
具有专家预测的风险敏感基准资产管理  
Bayes risk, elicitability, and the Expected Shortfall
贝叶斯风险，启发性和预期损失
An elementary approach to the Merton problem
默顿问题的一个基本方法  
Perturbation analysis of sub/super hedging problems
子/超级对冲问题的扰动分析  
Duality for optimal consumption with randomly terminating income
随机终止收入下最优消费的二元性  
Convergence of optimal expected utility for a sequence of binomial models
二项模型序列的最优期望效用收敛性  
Young, timid, and risk takers
年轻，胆小的冒险者
Interbank lending with benchmark rates: Pareto optima for a class of singular control games
具有基准利率的银行间贷款:一类单一控制条件博弈的帕累托最优解  
Robust replication of volatility and hybrid derivatives on jump diffusions
基于跳跃扩散的波动率和混合衍生品的稳健复制
Weak transport for non‐convex costs and model‐independence in a fixed‐income market
固定收益市场中非凸成本和模型独立性的弱传递  
Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets
单期金融市场的分布稳健投资组合最大化和边际效用定价  
Option pricing models without probability: a rough paths approach
无概率期权定价模型:一种近似方法

原文链接：https://onlinelibrary.wiley.com/toc/14679965/2021/31/4

翻译：有道翻译
整理者：乔彦祥