1. An analytical approach for systematic risk sensitivity of structured finance products

   • Arndt Claußen
   • Sebastian Löhr
   • Daniel Rösch

   OriginalPaper 26 April 2013 Pages: 1 - 37

   

2. Does modeling framework matter? A comparative study of structural and reduced-form models

   • Yalin Gündüz
   • Marliese Uhrig-Homburg

   OriginalPaper 17 April 2013 Pages: 39 - 78

3. Pricing average options under time-changed Lévy processes

   • Akira Yamazaki

   OriginalPaper 30 May 2013 Pages: 79 - 111

   

4. Path-dependent game options: a lookback case

   • Peidong Guo
   • Qihong Chen
   • Yue Fang

   OriginalPaper 31 May 2013 Pages: 113 - 124