In memoriam: Marco Avellaneda (1955-2022) by Cont, R

Optimal order placement in limit order markets by Cont, R, Kukanov, A

Interactions of market making algorithms by Xiong, W, Cont, R

Dynamics of market making algorithms in dealer markets: learning and tacit collusion by Cont, R, Xiong, W

Fractional Ito calculus by Cont, R, Jin, R

Monitoring indirect contagion by Cont, R, Schaanning, E

Quadratic variation along refining partitions: Constructions and examples by Cont, R, Das, P

Simulation of arbitrage-free implied volatility surfaces by Cont, R, Vuletić, M

Simulation of arbitrage-free implied volatility surfaces by Cont, R, Vuletic, M

On pathwise quadratic variation for càdlàg functions by Chiu, H, Cont, R

Rough volatility: fact or artefact? by Cont, R, Das, P

A stochastic partial differential equation model for limit order book dynamics by Cont, R, Mueller, MS

Pathwise integration with respect to paths of finite quadratic variation by Ananova, A, Cont, R

A model-free approach to continuous-time finance by Chiu, H, Cont, R

Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity by Cont, R, Perkowski, N

Quadratic variation and quadratic roughness by Cont, R, Das, P

Scaling in stock market data: stable laws and beyond by Cont, R, Potters, M, Bouchaud, J

Stochastic integration by parts and functional itô calculus by Bally, V, Caramellino, L, Cont, R

Interbank lending with benchmark rates: Pareto optima for a class of singular control games by Cont, R, Guo, X, Xu, R

Modelling COVID-19 contagion: risk assessment and targeted mitigation policies by Cont, R, Kotlicki, A, Xu, R