The numéraire portfolio in semimartingale financial models Ioannis KaratzasConstantinos Kardaras OriginalPaper 08 August 2007 Pages: 447 - 493
Efficient estimation of drift parameters in stochastic volatility models Arnaud Gloter OriginalPaper 08 August 2007 Pages: 495 - 519
Pricing and hedging European options with discrete-time coherent risk Alexander S. Cherny OriginalPaper 08 August 2007 Pages: 537 - 569
On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility Elisa AlòsJorge A. LeónJosep Vives OriginalPaper 08 August 2007 Pages: 571 - 589
Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling Luciano CampiUmut Çetin OriginalPaper 03 May 2007 Pages: 591 - 602
Call for papers for a special issue of Finance and Stochastics on “Computational Methods in Finance” Announcement 08 August 2007 Pages: 603 - 603