Small-time ruin for a financial process modulated by a Harris recurrent Markov chain Jeffrey F. CollamoreAndrea Höing OriginalPaper 26 May 2007 Pages: 299 - 322
An ODE approach for the expected discounted penalty at ruin in a jump-diffusion model Yu-Ting ChenCheng-Few LeeYuan-Chung Sheu OriginalPaper 31 May 2007 Pages: 323 - 355
Optimal exercise of executive stock options L. C. G. RogersJosé Scheinkman OriginalPaper 20 April 2007 Pages: 357 - 372
Multivariate risks and depth-trimmed regions Ignacio CascosIlya Molchanov OriginalPaper 15 May 2007 Pages: 373 - 397
Minimal Hellinger martingale measures of order q Tahir ChoulliChristophe StrickerJia Li OriginalPaper 05 May 2007 Pages: 399 - 427
Exponential moments for HJM models with jumps Jacek JakubowskiJerzy Zabczyk OriginalPaper 18 April 2007 Pages: 429 - 445