A semilinear Black and Scholes partial differential equation for valuing American options Fred E. BenthKenneth H. KarlsenKristin Reikvam Original Paper Pages: 277 - 298
Optimal investment for investors with state dependent income, and for insurers Christian HippMichael Plum Original Paper Pages: 299 - 321
Modeling the term structure of interest rates with general short-rate models Hideyuki TakamizawaIsao Shoji Original Paper Pages: 323 - 335
On a test for a parametric form of volatility in continuous time financial models Holger DetteCarsten von Lieres und Wilkau Original Paper Pages: 363 - 384
A semimartingale BSDE related to the minimal entropy martingale measure Michael ManiaMarina SantacroceRevaz Tevzadze Original Paper Pages: 385 - 402
On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property Yuri KabanovMiklós RásonyiChristophe Stricker Original Paper Pages: 403 - 411
A clarification note about hitting times densities for Ornstein-Uhlenbeck processes Anja Göing-JaeschkeMarc Yor Original Paper Pages: 413 - 415
