Issue 2/2008
Content (6 Articles)
Yield curve shapes and the asymptotic short rate distribution in affine one-factor models
Martin Keller-Ressel, Thomas Steiner
Valuation of default-sensitive claims under imperfect information
Delia Coculescu, Hélyette Geman, Monique Jeanblanc
On the duality principle in option pricing: semimartingale setting
Ernst Eberlein, Antonis Papapantoleon, Albert N. Shiryaev