1. Introduction to special issue: studies in mathematical and empirical finance

   • Svetlozar T. Rachev
   • Frank J. Fabozzi

   Original Article 26 August 2008 Pages: 375 - 377

2. Black swans and white eagles: on mathematics and finance

   • Sergio Focardi
   • Frank J. Fabozzi

   Original Article 05 September 2008 Pages: 379 - 394

3. Estimating allocations for Value-at-Risk portfolio optimization

   • Arthur Charpentier
   • Abder Oulidi

   Original Article 02 September 2008 Pages: 395 - 410

4. Smoothly truncated stable distributions, GARCH-models, and option pricing

   • Christian Menn
   • Svetlozar T. Rachev

   Original Article 02 September 2008 Pages: 411 - 438

5. A latent process model for the pricing of corporate securities

   • Masaaki Kijima
   • Teruyoshi Suzuki
   • Keiichi Tanaka

   Original Article 29 August 2008 Pages: 439 - 455

6. Heavy-tails and regime-switching in electricity prices

   • Rafał Weron

   Original Article 28 August 2008 Pages: 457 - 473

7. On convex risk measures on L ^p -spaces

   • M. Kaina
   • L. Rüschendorf

   Original Article 02 September 2008 Pages: 475 - 495

8. Panjer recursion versus FFT for compound distributions

   • Paul Embrechts
   • Marco Frei

   Original Article 02 September 2008 Pages: 497 - 508

9. Testing diffusion processes for non-stationarity

   • Jeff Hamrick
   • Murad S. Taqqu

   Original Article 13 September 2008 Pages: 509 - 551

10. A note on statistical models for individual hedge fund returns

    • Ryozo Miura
    • Yoshimitsu Aoki
    • Daisuke Yokouchi

    Original Article 10 September 2008 Pages: 553 - 577

11. Stochastic models for bidding strategies on oligopoly electricity market

    • Magdalena Borgosz-Koczwara
    • Aleksander Weron
    • Agnieszka Wyłomańska

    Original Article 13 September 2008 Pages: 579 - 592

12. Scaling issues for risky asset modelling

    • Chris C. Heyde

    Original Article 31 October 2008 Pages: 593 - 603