Issue 3/2008
Content (7 Articles)
On perpetual American put valuation and first-passage in a regime-switching model with jumps
Zhengjun Jiang, Martijn R. Pistorius
On q-optimal martingale measures in exponential Lévy models
Christian Bender, Christina R. Niethammer
Optimal capital and risk allocations for law- and cash-invariant convex functions
Damir Filipović, Gregor Svindland