Valuation of exotic options under shortselling constraints Uwe SchmockSteven E. ShreveUwe Wystup Original Paper Pages: 143 - 172
A multicurrency extension of the lognormal interest rate Market Models Erik Schlögl Original Paper Pages: 173 - 196
On Lévy processes, Malliavin calculus and market models with jumps Jorge A. LeónJosep L. SoléJosep Vives Original Paper Pages: 197 - 225
In the insurance business risky investments are dangerous Anna FrolovaYuri KabanovSerguei Pergamenshchikov Original Paper Pages: 227 - 235
Optimal capital structure and endogenous default Bianca HilberinkL.C.G. Rogers Original Paper Pages: 237 - 263
The expectations hypothesis with non-negative rates Philip S. Griffin Original Paper Pages: 265 - 271