1. Bond pricing in a hidden Markov model of the short rate

   • Camilla Landén

   Original Paper Pages: 371 - 389

2. Markov-functional interest rate models

   • Phil Hunt
   • Joanne Kennedy
   • Antoon Pelsser

   Original Paper Pages: 391 - 408

3. A simple regime switching term structure model

   • Asbjørn T. Hansen
   • Rolf Poulsen

   Original Paper Pages: 409 - 429

4. Implied savings accounts are unique

   • Frank Döberlein
   • Martin Schweizer
   • Christophe Stricker

   Original Paper Pages: 431 - 442

5. Game options

   • Yuri Kifer

   Original Paper Pages: 443 - 463

6. White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance

   • Knut Aase
   • Bernt Øksendal
   • Jan Ubøe

   Original Paper Pages: 465 - 496