Issue 3/2011
Content (7 Articles)
Minimal sufficient conditions for a primal optimizer in nonsmooth utility maximization
Nicholas Westray, Harry Zheng
Pricing equity default swaps under the jump-to-default extended CEV model
Rafael Mendoza-Arriaga, Vadim Linetsky
Hedging of a credit default swaption in the CIR default intensity model
Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski