The competitive firm under price uncertainty: the role of information and hedging Udo BrollBernhard Eckwert OriginalPaper 02 October 2007 Pages: 1 - 11
A moments and strike matching binomial algorithm for pricing American Put options Benjamin JourdainAntonino Zanette OriginalPaper 13 December 2007 Pages: 33 - 49
The optimal capital structure of the firm with stable Lévy assets returns Olivier Le CourtoisFrançois Quittard-Pinon OriginalPaper 08 January 2008 Pages: 51 - 72
A note on arbitrage in term structure Miklós Rásonyi Notes and Comments 02 October 2007 Pages: 73 - 79