Yield curve shapes and the asymptotic short rate distribution in affine one-factor models Martin Keller-ResselThomas Steiner OriginalPaper 17 January 2008 Pages: 149 - 172
Asymptotic arbitrage and numéraire portfolios in large financial markets Dmitry B. Rokhlin OriginalPaper 26 October 2007 Pages: 173 - 194
Valuation of default-sensitive claims under imperfect information Delia CoculescuHélyette GemanMonique Jeanblanc OriginalPaper 07 February 2008 Pages: 195 - 218
Dynamic risk measures: Time consistency and risk measures from BMO martingales Jocelyne Bion-Nadal OriginalPaper 30 November 2007 Pages: 219 - 244
Long run forward rates and long yields of bonds and options in heterogeneous equilibria Semyon Malamud OriginalPaper 13 December 2007 Pages: 245 - 264
On the duality principle in option pricing: semimartingale setting Ernst EberleinAntonis PapapantoleonAlbert N. Shiryaev OriginalPaper 01 February 2008 Pages: 265 - 292