Most Accessed Articles: Probability, Uncertainty and Quantitative Riskhttps://probability-risk.springeropen.comMost Accessed Articles: Probability, Uncertainty and Quantitative RiskBackward-forward linear-quadratic mean-field games with major and minor agentshttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0009-9This paper studies the backward-forward linear-quadratic-Gaussian (LQG) games with major and minor agents (players). The state of major agent follows a linear backward stochastic differential equation (BSDE) and ...Thu, 01 Dec 2016 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0009-9Jianhui Huang, Shujun Wang and Zhen Wu2016-12-01T00:00:00ZMean-field stochastic linear quadratic optimal control problems: closed-loop solvabilityhttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0002-3An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assum...Tue, 16 Aug 2016 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0002-3Xun Li, Jingrui Sun and Jiongmin Yong2016-08-16T00:00:00ZPathwise no-arbitrage in a class of Delta hedging strategieshttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0003-2We consider a strictly pathwise setting for Delta hedging exotic options, based on Föllmer’s pathwise Itô calculus. Price trajectories are d-dimensional continuous functions whose pathwise quadratic variations an...Tue, 16 Aug 2016 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0003-2Alexander Schied and Iryna Voloshchenko2016-08-16T00:00:00ZEditorialhttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0006-zTue, 16 Aug 2016 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0006-zShige Peng, Rainer Buckdahn and Juan Li2016-08-16T00:00:00ZA branching particle system approximation for a class of FBSDEshttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0007-yIn this paper, a new numerical scheme for a class of coupled forward-backward stochastic differential equations (FBSDEs) is proposed by using branching particle systems in a random environment. First, by the f...Thu, 01 Dec 2016 00:00:00 GMThttps://probability-risk.springeropen.com/articles/10.1186/s41546-016-0007-yDejian Chang, Huili Liu and Jie Xiong2016-12-01T00:00:00Z