On the asymptotic behavior of the prices of Asian options Yuji HishidaKenji Yasutomi Original Paper 05 December 2006 Pages: 289 - 306
Dynamical analysis of corporate bonds based on the yield spread term-quality surface Tomoaki Shouda OriginalPaper 19 December 2006 Pages: 307 - 332
Lévy processes driven by stochastic volatility Kyriakos Chourdakis Original Paper 03 January 2007 Pages: 333 - 352
Optimal policies of call with notice period requirement Min DaiYue Kuen Kwok Original Paper 19 December 2006 Pages: 353 - 373
Optimal risk transfer and investment policies based upon stochastic differential utilities Nobuhiro Nakamura Original Paper 02 December 2006 Pages: 375 - 403