Robust static hedging of barrier options in stochastic volatility models J. H. MaruhnE. W. Sachs Original Article 02 December 2008 Pages: 405 - 433
Can properly discounted projects follow geometric Brownian motion? Juho Kanniainen Original Article 05 December 2008 Pages: 435 - 450
Opportune moment strategies for a cost spanning tree game F. R. FernándezM. A. HinojosaJ. Puerto Original Article 09 December 2008 Pages: 451 - 463
A pairwise-monotonic core selection for permutation games Silvia Miquel Original Article 30 December 2008 Pages: 465 - 475
A stochastic approximation method for the single-leg revenue management problem with discrete demand distributions Sumit KunnumkalHuseyin Topaloglu Original Article 11 December 2008 Pages: 477 - 504
Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions Erhan BayraktarHao Xing Original Article 06 January 2009 Pages: 505 - 525
Variance minimization and the overtaking optimality approach to continuous-time controlled Markov chains Tomás Prieto-RumeauOnésimo Hernández-Lerma Original Article 11 December 2008 Pages: 527 - 540
Solutions of the average cost optimality equation for finite Markov decision chains: risk-sensitive and risk-neutral criteria Rolando Cavazos-Cadena Original Article 23 December 2008 Pages: 541 - 566
Optimal control of Markovian jump processes with partial information and applications to a parallel queueing model Ulrich RiederJens Winter Original Article 19 February 2009 Pages: 567 - 596