Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets Yoshio Miyahara OriginalPaper Pages: 97 - 113
An Asymptotic Expansion Approach to Pricing Financial Contingent Claims Akihiko Takahashi OriginalPaper Pages: 115 - 151
Hedging American Options in Merton's Model: A Locally Risk Minimizing Approach Giovanni BecchereSabrina Mulinacci OriginalPaper Pages: 153 - 170
Evaluation of the Asian Option by the Dual Martingale Measure Hiroshi Shirakawa OriginalPaper Pages: 183 - 194
On a Robustness of Quantile Hedging: Complete Market's Case Jun Sekine OriginalPaper Pages: 195 - 201