1. Stein’s method and zero bias transformation for CDO tranche pricing

   • N. El Karoui
   • Y. Jiao

   OriginalPaper 03 December 2008 Pages: 151 - 180

2. Risk aversion and the dynamics of optimal liquidation strategies in illiquid markets

   • Alexander Schied
   • Torsten Schöneborn

   OriginalPaper 22 November 2008 Pages: 181 - 204

3. Double-sided Parisian option pricing

   • J. H. M. Anderluh
   • J. A. M. van der Weide

   OriginalPaper Open access 30 January 2009 Pages: 205 - 238

4. Bias-correcting the realized range-based variance in the presence of market microstructure noise

   • Kim Christensen
   • Mark Podolskij
   • Mathias Vetter

   OriginalPaper 30 January 2009 Pages: 239 - 268

5. Pricing options under stochastic volatility: a power series approach

   • Fabio Antonelli
   • Sergio Scarlatti

   OriginalPaper 10 January 2009 Pages: 269 - 303