1. Editorial

   • Ralf Korn
   • Martin Schweizer

   Editorial 27 June 2009 Pages: 305 - 306

2. Quasi-Monte Carlo methods with applications in finance

   • Pierre L’Ecuyer

   OriginalPaper Open access 11 July 2009 Pages: 307 - 349

3. Adjoint-based Monte Carlo calibration of financial market models

   • C. Kaebe
   • J. H. Maruhn
   • E. W. Sachs

   OriginalPaper 11 July 2009 Pages: 351 - 379

4. On irregular functionals of SDEs and the Euler scheme

   • Rainer Avikainen

   OriginalPaper 11 July 2009 Pages: 381 - 401

5. Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff

   • Michael B. Giles
   • Desmond J. Higham
   • Xuerong Mao

   OriginalPaper 11 July 2009 Pages: 403 - 413

6. A new higher-order weak approximation scheme for stochastic differential equations and the Runge–Kutta method

   • Mariko Ninomiya
   • Syoiti Ninomiya

   OriginalPaper Open access 28 May 2009 Pages: 415 - 443

7. Basket CDS pricing with interacting intensities

   • Harry Zheng
   • Lishang Jiang

   OriginalPaper 11 July 2009 Pages: 445 - 469