1. Pricing by hedging and no-arbitrage beyond semimartingales

   • Christian Bender
   • Tommi Sottinen
   • Esko Valkeila

   OriginalPaper 17 September 2008 Pages: 441 - 468

2. Arbitrage-free market models for option prices: the multi-strike case

   • Martin Schweizer
   • Johannes Wissel

   OriginalPaper 30 May 2008 Pages: 469 - 505

3. Sensitivity estimates for portfolio credit derivatives using Monte Carlo

   • Zhiyong Chen
   • Paul Glasserman

   OriginalPaper 14 August 2008 Pages: 507 - 540

4. American and European options in multi-factor jump-diffusion models, near expiry

   • Sergei Levendorskiǐ

   OriginalPaper 06 June 2008 Pages: 541 - 560

5. The critical price for the American put in an exponential Lévy model

   • Damien Lamberton
   • Mohammed Mikou

   OriginalPaper 18 September 2008 Pages: 561 - 581

6. No arbitrage and closure results for trading cones with transaction costs

   • Saul Jacka
   • Abdelkarem Berkaoui
   • Jon Warren

   OriginalPaper 17 September 2008 Pages: 583 - 600