A variational inequality approach to financial valuation of retirement benefits based on salary Avner FriedmanWeixi Shen Original Paper Pages: 273 - 302
On the construction of finite dimensional realizations for nonlinear forward rate models Tomas BjörkCamilla Landén Original Paper Pages: 303 - 331
Conditional Gaussian models of the term structure of interest rates Simon H. Babbs Original Paper Pages: 333 - 353
Pricing of Asian exchange rate options under stochastic interest rates as a sum of options J. Aase NielsenKlaus Sandmann Original Paper Pages: 355 - 370
No-arbitrage criteria for financial markets with efficient friction Yuri KabanovMiklós RásonyiChristophe Stricker Original Paper Pages: 371 - 382
A model of financial market with several interacting assets. Complete market case Sergio AlbeverioVictoria Steblovskaya Original Paper Pages: 383 - 396