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Cross hedging with stochastic correlation Stefan AnkirchnerGregor Heyne OriginalPaper 27 November 2010 Pages: 17 - 43
Financial inverse problem and reconstruction of infinitely divisible distributions with Gaussian component S. KajiS. Kotani OriginalPaper 18 February 2011 Pages: 45 - 62
Pricing and hedging of credit derivatives via the innovations approach to nonlinear filtering Rüdiger FreyThorsten Schmidt OriginalPaper 09 February 2011 Pages: 105 - 133
Consistent price systems and arbitrage opportunities of the second kind in models with transaction costs Emmanuel DenisYuri Kabanov OriginalPaper 29 January 2011 Pages: 135 - 154
Worst case portfolio vectors and diversification effects Ludger Rüschendorf OriginalPaper 23 November 2010 Pages: 155 - 175