Optimal importance sampling with explicit formulas in continuous time Paolo GuasoniScott Robertson OriginalPaper 19 September 2007 Pages: 1 - 19
Free boundary and optimal stopping problems for American Asian options Andrea Pascucci OriginalPaper 14 August 2007 Pages: 21 - 41
The dynamics of strategic information flows in stock markets P. SeilerB. Taub OriginalPaper 08 August 2007 Pages: 43 - 82
Existence of Lévy term structure models Damir FilipovićStefan Tappe OriginalPaper 17 October 2007 Pages: 83 - 115
Convexity theory for the term structure equation Erik EkströmJohan Tysk OriginalPaper 09 October 2007 Pages: 117 - 147