Pricing European multi-asset options using a space-time adaptive FD-method Jonas PerssonLina von Persson Regular article 06 July 2007 Pages: 173 - 183
Avoiding numerical dispersion in option valuation Rainer Int-Veen Regular article 16 August 2007 Pages: 185 - 195
VaR and ES for linear portfolios with mixture of elliptic distributions risk factors Jules Sadefo Kamdem Regular article 06 July 2007 Pages: 197 - 210
Alternative model for asset price dynamics Julia BondarenkoNicole Branger Regular article 14 July 2007 Pages: 211 - 217
Pricing European multi-asset options using a space–time adaptive FD-method Jonas PerssonLina von Sydow Erratum 23 August 2007 Pages: 219 - 219