Volume 12, Issue 1 | Finance and Stochastics

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Volume 12, Issue 1

January 2008

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5 articles in this issue

Optimal importance sampling with explicit formulas in continuous time
Paolo Guasoni
Scott Robertson
OriginalPaper 19 September 2007 Pages: 1 - 19
Free boundary and optimal stopping problems for American Asian options
Andrea Pascucci
OriginalPaper 14 August 2007 Pages: 21 - 41
The dynamics of strategic information flows in stock markets
P. Seiler
B. Taub
OriginalPaper 08 August 2007 Pages: 43 - 82
Existence of Lévy term structure models
Damir Filipović
Stefan Tappe
OriginalPaper 17 October 2007 Pages: 83 - 115
Convexity theory for the term structure equation
Erik Ekström
Johan Tysk
OriginalPaper 09 October 2007 Pages: 117 - 147