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Preface
A. N. Shiryaev
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7 |
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Vector Stochastic Integrals and the Fundamental Theorems of Asset Pricing
A. N. Shiryaev, A. S. Cherny
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12 |
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On the Unity of Quantitative Methods of Pricing in Finance and Insurance
A. V. Melnikov
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57 |
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Bounds on Option Prices for Semimartingale Market Models
A. A. Gushchin, É. Mordecki
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80 |
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On Option Pricing in Certain Incomplete Markets
P. Jakubenas
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123 |
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On Upper and Lower Prices in Discrete-Time Models
L. Rüschendorf
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143 |
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Combined Stochastic Control and Optimal Stopping, and Application
to Numerical Approximation of Combined Stochastic and Impulse Control
J.-Ph. Chancelier, B. Øksendal, A. Sulem
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149 |
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Financial Market with Interacting Assets. Pricing Barrier Options
S. A. Albeverio, V. R. Steblovskaya
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173 |
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Geometric Lévy Process Pricing Model
Y. Miyahara, A. Novikov
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185 |
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Option Pricings in an Incomplete Market with Regime Switching
X. Guo
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201 |
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A Note on Martingale Measures with Bounded Densities
M. Rásonyi
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212 |
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Hedging in a Model with Transaction Costs
Yu. M. Kabanov, G. Last
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217 |
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The Absence of Arbitrage in a Mixed Brownian–Fractional Brownian Model
Yu. S. Mishura, E. Valkeila
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224 |
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Sensitivity of the Black–Scholes Option Price to the Local Path
Behavior of the Stochastic Process Modeling the Underlying Asset
P. Cheridito
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234 |
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The Cheapest Superstrategy without Optional Decomposition
C. Martini
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249 |
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Perpetual Options for Lévy Processes in the Bachelier Model
É. Mordecki
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256 |
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Symmetric Integrals and Their Application in Financial Mathematics
F. S. Nasyrov
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265 |
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The Pricing of an Option That Is a Combination of Russian and Integral Russian Options
O. A. Glonti
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279 |
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On Lower and Upper Functions for Square Integrable Martingales
A. N. Shiryaev, E. Valkeila, L. Yu. Vostrikova
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290 |
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Comparison of Certain Models and Results of Stochastic Financial Mathematics with Real Data
V. N. Tutubalin
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302 |
