1. From the Minimal Entropy Martingale Measures to the Optimal Strategies for the Exponential Utility Maximization: the Case of Geometric Lévy Processes

   • Tsukasa Fujiwara

   OriginalPaper 21 July 2006 Pages: 367 - 391

2. A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach

   • Ryosuke Matsuoka
   • Akihiko Takahashi
   • Yoshihiko Uchida

   OriginalPaper 08 August 2006 Pages: 393 - 430

3. A Complete-Market Generalization of the Black-Scholes Model

   • Koichiro Takaoka

   OriginalPaper 21 July 2006 Pages: 431 - 444

4. Exact Solutions of a Model for Asset Prices by K. Takaoka

   • Naoyuki Ishimura
   • Toshi-hiko Sakaguchi

   OriginalPaper 21 July 2006 Pages: 445 - 451