1. Yield curve shapes and the asymptotic short rate distribution in affine one-factor models

   • Martin Keller-Ressel
   • Thomas Steiner

   OriginalPaper 17 January 2008 Pages: 149 - 172

2. Asymptotic arbitrage and numéraire portfolios in large financial markets

   • Dmitry B. Rokhlin

   OriginalPaper 26 October 2007 Pages: 173 - 194

3. Valuation of default-sensitive claims under imperfect information

   • Delia Coculescu
   • Hélyette Geman
   • Monique Jeanblanc

   OriginalPaper 07 February 2008 Pages: 195 - 218

4. Dynamic risk measures: Time consistency and risk measures from BMO martingales

   • Jocelyne Bion-Nadal

   OriginalPaper 30 November 2007 Pages: 219 - 244

5. Long run forward rates and long yields of bonds and options in heterogeneous equilibria

   • Semyon Malamud

   OriginalPaper 13 December 2007 Pages: 245 - 264

6. On the duality principle in option pricing: semimartingale setting

   • Ernst Eberlein
   • Antonis Papapantoleon
   • Albert N. Shiryaev

   OriginalPaper 01 February 2008 Pages: 265 - 292