A jump to default extended CEV model: an application of Bessel processes Peter CarrVadim Linetsky OriginalPaper 15 August 2006 Pages: 303 - 330
Bounds for Functions of Dependent Risks Paul EmbrechtsGiovanni Puccetti Original Paper 25 April 2006 Pages: 341 - 352
A generalization of the Hull and White formula with applications to option pricing approximation Elisa Alòs OriginalPaper 10 August 2006 Pages: 353 - 365
A risk-sensitive stochastic control approach to an optimal investment problem with partial information Hiroaki HataYasunari Iida OriginalPaper 11 August 2006 Pages: 395 - 426
Coherent and convex monetary risk measures for unbounded càdlàg processes Patrick CheriditoFreddy DelbaenMichael Kupper Publisher’s Erratum 11 August 2006 Pages: 427 - 448