Estimation and Prediction of a Non-Constant Volatility Vyacheslav M. AbramovFima C. Klebaner OriginalPaper 17 August 2007 Pages: 1 - 23
A Benchmark Approach to Portfolio Optimization under Partial Information Eckhard PlatenWolfgang J. Runggaldier OriginalPaper 17 August 2007 Pages: 25 - 43
The Credit Risk and Pricing of OTC Options Gechun LiangXuemin Ren OriginalPaper 26 October 2007 Pages: 45 - 68
An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates Akihiko TakahashiKohta Takehara OriginalPaper 30 October 2007 Pages: 69 - 121
Credit Derivatives in an Affine Framework Li ChenDamir Filipović OriginalPaper 31 October 2007 Pages: 123 - 140
Analysing Yield Spread and Output Dynamics in an Endogenous Markov Switching Regression Framework Ramaprasad BharShigeyuki Hamori OriginalPaper 26 October 2007 Pages: 141 - 156
Pricing Commodity Spread Options with Stochastic Term Structure of Convenience Yields and Interest Rates Katsushi NakajimaAkira Maeda OriginalPaper 26 October 2007 Pages: 157 - 184
