1. Analytical Solutions for Expected Loss and Standard Deviation of Loss with an Additional Loan

   • Satoshi Yamashita
   • Toshinao Yoshiba

   OriginalPaper 28 October 2014 Pages: 113 - 132

   

2. Asset Pricing Using Trading Volumes in a Hidden Regime-Switching Environment

   • Robert J. Elliott
   • Tak Kuen Siu

   OriginalPaper 28 October 2014 Pages: 133 - 149

3. Understanding Delta-Hedged Option Returns in Stochastic Volatility Environments

   • Hiroshi Sasaki

   OriginalPaper 23 November 2014 Pages: 151 - 184

   

4. An Approximation Scheme for Diffusion Processes Based on an Antisymmetric Calculus over Wiener Space

   • Kazuhiro Yoshikawa

   OriginalPaper 29 November 2014 Pages: 185 - 207

5. Dynamic Investment Strategy with Factor Models Under Regime Switches

   • Takahiro Komatsu
   • Naoki Makimoto

   OriginalPaper 29 January 2015 Pages: 209 - 237