Advances in Finance and Stochastics

F. Delbaen: Coherent Risk Measures on General Probability Spaces.-
H. Föllmer/A. Schied: Robust Preferences and Convex Measures of Risk.-
P. Embrechts/S.Y. Novak: Long Head-Runs and Long Match Patterns.-
J. Werner: Factor Pricing in Multidate Security Markets.-
J.-C. Duan/S.R. Pliska: Option Pricing for Co-Integrated Assets.-
D.B. Madan/F. Milne/R.J. Elliott: Incomplete Diversification and Asset Pricing.-
Y.M. Kabanov/C. Stricker: Hedging of Contingent Claims under Transaction Costs.-
R. Frey/P. Patie: Risk Management for Derivatives in Illiquid Markets: A Simulation Study.-
L.-C.-G. Rogers/O. Zane: A Simple Model of Liquidity Effects.-
R. Bhar/C. Chiarella/W. Runggaldier: Estimation in Models of the Instantaneous Short Term Interest Rate by Use of a Dynamic Bayesian Algorithm.-
E. Schlögl: Arbitrage-Free Interpolation in Models of Market Observable Interest Rates.-
J. A. Nielsen/K. Sandmann: The Fair Premium of an Equity-Linked Life and Pension Insurance.-
M. Schweizer: On Bermudan Options.-
L.A. Shepp/A.N. Shiryaev/A. Sulem: A Barrier Version of the Russian Option.-
K. Schürger: Laplace Transforms and Suprema of Stochastic Processes.-
G. Peskir/A.N. Shiryaev: Solving the Poisson Disorder Problem.