Ausgabe 2/2006
Inhalt (7 Artikel)
Original Paper
Comparison of Option Prices in Semimartingale Models
Jan Bergenthum, Ludger Rüschendorf
Original Paper
Option Pricing for Pure Jump Processes with Markov Switching Compensators
Robert J. Elliott, Carlton-James U. Osakwe
Original Paper
No-arbitrage in Discrete-time Markets with Proportional Transaction Costs and General Information structure
Bruno Bouchard
Original Paper
Call Completeness Implies Completeness in the n-period Model of a Financial Market
Lothar Rogge