Issue 3/2005
Content (8 Articles)
Integro-differential equations for option prices in exponential Lévy models
Rama Cont, Ekaterina Voltchkova
Representation formulas for Malliavin derivatives of diffusion processes
Jérôme Detemple, René Garcia, Marcel Rindisbacher
Coherent and convex monetary risk measures for unbounded càdlàg processes
Patrick Cheridito, Freddy Delbaen, Michael Kupper