Analytical value-at-risk with jumps and credit risk Darrell DuffieJun Pan Original Paper Pages: 155 - 180
Coherent risk measures and good-deal bounds Stefan JaschkeUwe Küchler Original Paper Pages: 181 - 200
Applications of Malliavin calculus to Monte-Carlo methods in finance. II Eric FourniéJean-Michel LasryPierre-Louis Lions Original Paper Pages: 201 - 236
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model Carl ChiarellaOh Kang Kwon Original Paper Pages: 237 - 257
Utility maximization in incomplete markets with random endowment Jakša CvitanićWalter SchachermayerHui Wang Original Paper Pages: 259 - 272