A high-low-based omnibus test for symmetry, the Lévy property, and other hypotheses on intraday returns Stefan Klößner OriginalPaper 29 January 2009 Pages: 1 - 12
Local time and the pricing of time-dependent barrier options Aleksandar Mijatović OriginalPaper 21 October 2008 Pages: 13 - 48
Nonparametric estimation for a stochastic volatility model F. ComteV. Genon-CatalotY. Rozenholc OriginalPaper 23 June 2009 Pages: 49 - 80
A generalization of Panjer’s recursion and numerically stable risk aggregation Stefan GerholdUwe SchmockRichard Warnung OriginalPaper 20 August 2009 Pages: 81 - 128
Comparison results for stochastic volatility models via coupling David Hobson OriginalPaper 20 November 2008 Pages: 129 - 152
Valuation of default-sensitive claims under imperfect information (Publisher’s Erratum) Delia CoculescuHélyette GemanMonique Jeanblanc Erratum 28 August 2009 Pages: 153 - 155