Optimal Early Retirement Near the Expiration of a Pension Plan E. Chevalier Original Paper 21 April 2006 Pages: 204 - 221
Comparison of Option Prices in Semimartingale Models Jan BergenthumLudger Rüschendorf Original Paper 21 April 2006 Pages: 222 - 249
Option Pricing for Pure Jump Processes with Markov Switching Compensators Robert J. ElliottCarlton-James U. Osakwe Original Paper 21 April 2006 Pages: 250 - 275
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure Bruno Bouchard Original Paper 21 April 2006 Pages: 276 - 297
Call Completeness Implies Completeness in the n-period Model of a Financial Market Lothar Rogge Original Paper 20 April 2006 Pages: 298 - 301