Option pricing with quadratic volatility: a revisit Leif Andersen OriginalPaper 12 October 2010 Pages: 191 - 219
Asset price bubbles from heterogeneous beliefs about mean reversion rates Xi ChenRobert V. Kohn OriginalPaper 29 April 2010 Pages: 221 - 241
Ruin probabilities under general investments and heavy-tailed claims Henrik HultFilip Lindskog OriginalPaper 21 August 2010 Pages: 243 - 265
Gamma expansion of the Heston stochastic volatility model Paul GlassermanKyoung-Kuk Kim OriginalPaper 11 November 2009 Pages: 267 - 296
Pension funds with a minimum guarantee: a stochastic control approach Marina Di GiacintoSalvatore FedericoFausto Gozzi OriginalPaper 28 April 2010 Pages: 297 - 342
On a class of law invariant convex risk measures Gilles AngelsbergFreddy DelbaenJoachim Näf OriginalPaper 23 December 2010 Pages: 343 - 363
The efficient hedging problem for American options Sabrina Mulinacci OriginalPaper 13 January 2011 Pages: 365 - 397