Pricing credit derivatives under incomplete information: a nonlinear-filtering approach Rüdiger FreyWolfgang Runggaldier OriginalPaper 09 July 2010 Pages: 495 - 526
On Kolmogorov equations for anisotropic multivariate Lévy processes N. ReichC. SchwabC. Winter OriginalPaper 17 December 2009 Pages: 527 - 567
A global consistency result for the two-dimensional Pareto distribution in the presence of misspecified inflation Peter GranditsGrigory Temnov OriginalPaper 23 April 2010 Pages: 569 - 591
On optimal portfolio diversification with respect to extreme risks Georg MainikLudger Rüschendorf OriginalPaper 24 February 2010 Pages: 593 - 623
Mean square error for the Leland–Lott hedging strategy: convex pay-offs Emmanuel DenisYuri Kabanov OriginalPaper 21 July 2010 Pages: 625 - 667
