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Publisher: Blackwell Publishing

Volume 16, Number 3, July 2006
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PRICING A CLASS OF EXOTIC OPTIONS VIA MOMENTS AND SDP RELAXATIONS
pp. 469-494(26)
Authors: Lasserre, J. B.; Prieto-Rumeau, T.; Zervos, M.

HEDGING WITH ENERGY
pp. 495-517(23)
Author: Corielli, Francesco

MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
pp. 519-547(29)
Author: Cont, Rama

NEWS-GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR n STOCKS IN A MARKET OF BARNDORFF-NIELSEN AND SHEPHARD TYPE
pp. 549-568(20)
Author: Lindberg, Carl

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND
pp. 569-582(14)
Author: Guasoni, Paolo

A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH
pp. 583-588(6)
Author: Klein, Irene

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