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    Journal: Finance and Stochastics

    Volume 9, Issue 3

    299 -- 325Rama Cont, Ekaterina Voltchkova. Integro-differential equations for option prices in exponential Lévy models
    327 -- 348Ernst Eberlein, Fehmi Özkan. The Lévy LIBOR model
    349 -- 367Jérôme Detemple, René Garcia, Marcel Rindisbacher. Representation formulas for Malliavin derivatives of diffusion processes
    369 -- 387Patrick Cheridito, Freddy Delbaen, Michael Kupper. Coherent and convex monetary risk measures for unbounded càdlàg processes
    389 -- 398Michael Tehranchi. A note on invariant measures for HJM models
    399 -- 413Thorsten Rheinländer. An entropy approach to the Stein and Stein model with correlation
    415 -- 427Yoshifumi Muroi. Pricing contingent claims with credit risk: Asymptotic expansion approach
    429 -- 452Erik Taflin. Bond market completeness and attainable contingent claims
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