Ausgabe 4/2008
Inhalt (6 Artikel)
Pricing by hedging and no-arbitrage beyond semimartingales
Christian Bender, Tommi Sottinen, Esko Valkeila
Arbitrage-free market models for option prices: the multi-strike case
Martin Schweizer, Johannes Wissel
Sensitivity estimates for portfolio credit derivatives using Monte Carlo
Zhiyong Chen, Paul Glasserman
American and European options in multi-factor jump-diffusion models, near expiry
Sergei Levendorskiǐ
The critical price for the American put in an exponential Lévy model
Damien Lamberton, Mohammed Mikou
No arbitrage and closure results for trading cones with transaction costs
Saul Jacka, Abdelkarem Berkaoui, Jon Warren