1. A jump to default extended CEV model: an application of Bessel processes

   • Peter Carr
   • Vadim Linetsky

   OriginalPaper 15 August 2006 Pages: 303 - 330

2. Consistency among trading desks

   • David Heath
   • Hyejin Ku

   OriginalPaper 03 August 2006 Pages: 331 - 340

3. Bounds for Functions of Dependent Risks

   • Paul Embrechts
   • Giovanni Puccetti

   Original Paper 25 April 2006 Pages: 341 - 352

4. A generalization of the Hull and White formula with applications to option pricing approximation

   • Elisa Alòs

   OriginalPaper 10 August 2006 Pages: 353 - 365

5. Weighted V@R and its Properties

   • A. S. Cherny

   Original Paper 21 April 2006 Pages: 367 - 393

6. A risk-sensitive stochastic control approach to an optimal investment problem with partial information

   • Hiroaki Hata
   • Yasunari Iida

   OriginalPaper 11 August 2006 Pages: 395 - 426

7. Coherent and convex monetary risk measures for unbounded càdlàg processes

   • Patrick Cheridito
   • Freddy Delbaen
   • Michael Kupper

   Publisher’s Erratum 11 August 2006 Pages: 427 - 448