Probability, Uncertainty and Quantitative Risk

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Content type: Research
| 20 October 2018

Optimal control with delayed information flow of systems driven by G-Brownian motion

Authors: Francesca Biagini, Thilo Meyer-Brandis, Bernt Øksendal and Krzysztof Paczka
Content type: Research
| 5 June 2018

Risk excess measures induced by hemi-metrics

Authors: Olivier P. Faugeras and Ludger Rüschendorf
Content type: Research
| 5 June 2018

Pricing formulae for derivatives in insurance using Malliavin calculus

Authors: Caroline Hillairet, Ying Jiao and Anthony Réveillac
Content type: Research
| 5 June 2018

Zero covariation returns

Authors: Dilip B. Madan and Wim Schoutens
Content type: Research
| 5 June 2018

Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle

Authors: Ludger Overbeck and Jasmin A. L. Röder

Content type: Commentary
| 5 June 2017

A brief history of quantitative finance

Authors: Mauro Cesa
Content type: Research
| 26 June 2017

Credit, funding, margin, and capital valuation adjustments for bilateral portfolios

Authors: Claudio Albanese, Simone Caenazzo and Stéphane Crépey
Content type: Research
| 1 March 2017

Stochastic global maximum principle for optimization with recursive utilities

Authors: Mingshang Hu
Content type: Research
| 26 June 2017

The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks

Authors: Stefan Weber and Kerstin Weske
Content type: Research
| 1 December 2016

Backward-forward linear-quadratic mean-field games with major and minor agents

Authors: Jianhui Huang, Shujun Wang and Zhen Wu

Aims and scope

Probability, Uncertainty and Quantitative Risk is a high-quality, peer-reviewed, open-access journal reporting significant developments in modern probability theory, its relation to stochastic analysis and statistics, stochastic processes, their dynamics and control, as well as applications in domains such as finance, economics, biology, computer science, and the corresponding data analysis.

Aims and scope

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