1. Model misspecification analysis for bond options and Markovian hedging strategies

   • Mireille Bossy
   • Rajna Gibson
   • Denis Talay

   OriginalPaper 23 August 2007 Pages: 109 - 135

2. Valuation of vulnerable American options with correlated credit risk

   • Lung-Fu Chang
   • Mao-Wei Hung

   OriginalPaper 14 August 2007 Pages: 137 - 165

3. Seasonal and stochastic effects in commodity forward curves

   • Svetlana Borovkova
   • Helyette Geman

   OriginalPaper Open access 18 August 2007 Pages: 167 - 186