Asymptotic analysis for stochastic volatility: martingale expansion Masaaki Fukasawa OriginalPaper 19 August 2010 Pages: 635 - 654
Pricing Bermudan options by nonparametric regression: optimal rates of convergence for lower estimates Denis Belomestny OriginalPaper 19 August 2010 Pages: 655 - 683
On the calibration of local jump-diffusion asset price models S. KindermannP. A. Mayer OriginalPaper 21 May 2011 Pages: 685 - 724
Optimal investment with counterparty risk: a default-density model approach Ying JiaoHuyên Pham OriginalPaper 22 September 2010 Pages: 725 - 753
The large-maturity smile for the Heston model Martin FordeAntoine Jacquier OriginalPaper 01 December 2010 Pages: 755 - 780
A note on essential smoothness in the Heston model Martin FordeAntoine JacquierAleksandar Mijatović OriginalPaper 13 September 2011 Pages: 781 - 784
Proving regularity of the minimal probability of ruin via a game of stopping and control Erhan BayraktarVirginia R. Young OriginalPaper 18 June 2011 Pages: 785 - 818