Model misspecification analysis for bond options and Markovian hedging strategies Mireille BossyRajna GibsonDenis Talay OriginalPaper 23 August 2007 Pages: 109 - 135
Valuation of vulnerable American options with correlated credit risk Lung-Fu ChangMao-Wei Hung OriginalPaper 14 August 2007 Pages: 137 - 165
Seasonal and stochastic effects in commodity forward curves Svetlana BorovkovaHelyette Geman OriginalPaper Open access 18 August 2007 Pages: 167 - 186