Good-Deal Option Price Bounds for a Non-Traded Event with Stochastic Return: A Note Yong-Jin Kim OriginalPaper 23 May 2006 Pages: 135 - 141
A New Control Variate Estimator for an Asian Option Kenji KamizonoTakeaki KariyaTeruo Nakatsuma OriginalPaper 09 June 2006 Pages: 143 - 160
On Bayesian Value at Risk: From Linear to Non-Linear Portfolios Tak Kuen SiuHowell TongHailiang Yang OriginalPaper 13 May 2006 Pages: 161 - 184
Valuation of Residential Mortgage-Backed Securities with Default Risk Using an Intensity-Based Approach Toru Sugimura OriginalPaper 12 May 2006 Pages: 185 - 214
