Portfolio optimization in a defaultable market under incomplete information Giorgia CallegaroMonique JeanblancWolfgang J. Runggaldier OriginalPaper 11 May 2011 Pages: 91 - 111
How should a convertible bond be decomposed? Song-Ping ZhuJing Zhang OriginalPaper 07 July 2011 Pages: 113 - 149
Optimal investment for executive stockholders with exponential utility Sascha Desmettre OriginalPaper 13 August 2011 Pages: 151 - 170
Valuation of fixed and variable rate mortgages: binomial tree versus analytical approximations Werner Hürlimann OriginalPaper 09 June 2011 Pages: 171 - 202