1. Preface

   • Hercules Vladimirou

   OriginalPaper 14 November 2006 Pages: 1 - 4

2. Preemptive patenting under uncertainty and asymmetric information

   • Yao-Wen Hsu
   • Bart M. Lambrecht

   OriginalPaper 05 December 2006 Pages: 5 - 28

3. Real R&D options with time-to-learn and learning-by-doing

   • Nicos Koussis
   • Spiros H. Martzoukos
   • Lenos Trigeorgis

   OriginalPaper 09 December 2006 Pages: 29 - 55

4. Return distributions of strategic growth options

   • Hans Haanappel
   • Han Smit

   OriginalPaper 06 December 2006 Pages: 57 - 80

5. Bounds for in-progress floating-strike Asian options using symmetry

   • Vicky Henderson
   • David Hobson
   • Rafal Wojakowski

   OriginalPaper 10 November 2006 Pages: 81 - 98

6. Interest rate options valuation under incomplete information

   • Constantin Mellios

   OriginalPaper 09 December 2006 Pages: 99 - 117

7. Incomplete information equilibria: Separation theorems and other myths

   • David Feldman

   OriginalPaper 09 December 2006 Pages: 119 - 149

8. Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions

   • Turan G. Bali

   OriginalPaper 07 December 2006 Pages: 151 - 178

9. Macaulay durations for nonparallel shifts

   • Harry Zheng

   OriginalPaper 10 November 2006 Pages: 179 - 191

10. A portfolio-based evaluation of affine term structure models

    • Andrea Beltratti
    • Paolo Colla

    OriginalPaper 01 December 2006 Pages: 193 - 222

11. Portfolio selection with probabilistic utility

    • Robert Marschinski
    • Pietro Rossi
    • Flavio Cocco

    OriginalPaper 10 November 2006 Pages: 223 - 239

12. A conditional-SGT-VaR approach with alternative GARCH models

    • Turan G. Bali
    • Panayiotis Theodossiou

    OriginalPaper 07 December 2006 Pages: 241 - 267

13. Estimating parameters in diffusion processes using an approximate maximum likelihood approach

    • Erik Lindström

    OriginalPaper 21 November 2006 Pages: 269 - 288

14. Model combination for credit risk assessment: A stacked generalization approach

    • Michael Doumpos
    • Constantin Zopounidis

    OriginalPaper 10 November 2006 Pages: 289 - 306

15. The effect of depreciation allowances on the timing of investment and government tax revenue

    • Vadim I. Arkin
    • Alexander D. Slastnikov

    OriginalPaper 21 November 2006 Pages: 307 - 323

16. Adapting support vector machine methods for horserace odds prediction

    • David Edelman

    OriginalPaper 10 November 2006 Pages: 325 - 336