1. On irreversible investment

   • Frank Riedel
   • Xia Su

   OriginalPaper 20 August 2010 Pages: 607 - 633

2. Asymptotic analysis for stochastic volatility: martingale expansion

   • Masaaki Fukasawa

   OriginalPaper 19 August 2010 Pages: 635 - 654

3. Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates

   • Denis Belomestny

   OriginalPaper 19 August 2010 Pages: 655 - 683

4. On the calibration of local jump-diffusion asset price models

   • S. Kindermann
   • P. A. Mayer

   OriginalPaper 21 May 2011 Pages: 685 - 724

5. Optimal investment with counterparty risk: a default-density model approach

   • Ying Jiao
   • Huyên Pham

   OriginalPaper 22 September 2010 Pages: 725 - 753

6. The large-maturity smile for the Heston model

   • Martin Forde
   • Antoine Jacquier

   OriginalPaper 01 December 2010 Pages: 755 - 780

7. A note on essential smoothness in the Heston model

   • Martin Forde
   • Antoine Jacquier
   • Aleksandar Mijatović

   OriginalPaper 13 September 2011 Pages: 781 - 784

8. Proving regularity of the minimal probability of ruin via a game of stopping and control

   • Erhan Bayraktar
   • Virginia R. Young

   OriginalPaper 18 June 2011 Pages: 785 - 818