External Links

    Journal: Finance and Stochastics

    Volume 9, Issue 1

    1 -- 27Robert Fernholz, Ioannis Karatzas, Constantinos Kardaras. Diversity and relative arbitrage in equity markets
    29 -- 42Damiano Brigo, Aurélien Alfonsi. Credit default swap calibration and derivatives pricing with the SSRD stochastic intensity model
    43 -- 65Lane P. Hughston, Avraam Rafailidis. A chaotic approach to interest rate modelling
    67 -- 88Ernst Eberlein, Jean Jacod, Sebastian Raible. Lévy term structure models: No-arbitrage and completeness
    89 -- 107Alexander Szimayer. Valuation of American options in the presence of event risk
    109 -- 127José Manuel Corcuera, David Nualart, Wim Schoutens. Completion of a Lévy market by power-jump assets
    129 -- 139Takuji Arai. An extension of mean-variance hedging to the discontinuous case
    141 -- 149Alexander Melnikov, Yury G. Petrachenko. On option pricing in binomial market with transaction costs
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