Diversity and relative arbitrage in equity markets Robert FernholzIoannis KaratzasConstantinos Kardaras OriginalPaper Pages: 1 - 27
Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model Damiano BrigoAurélien Alfonsi OriginalPaper Pages: 29 - 42
A chaotic approach to interest rate modelling Lane P. HughstonAvraam Rafailidis OriginalPaper Pages: 43 - 65
Lévy term structure models: No-arbitrage and completeness Ernst EberleinJean JacodSebastian Raible OriginalPaper Pages: 67 - 88
Valuation of American options in the presence of event risk Alex Szimayer OriginalPaper Pages: 89 - 107
Completion of a Lévy market by power-jump assets José Manuel CorcueraDavid NualartWim Schoutens OriginalPaper Pages: 109 - 127
An extension of mean-variance hedging to the discontinuous case Takuji Arai OriginalPaper Pages: 129 - 139
On option pricing in binomial market with transaction costs Alexander V. MelnikovYury G. Petrachenko OriginalPaper Pages: 141 - 149
