Inspired by Finance

R. Ahlip and M. Rutkowski: Forward Start Foreign Exchange Options under Heston's Volatility and the CIR Interest R.- A. Bensoussan and S. R. Hoe:Real Options with Competition and Incomplete Market.- T. R. Bielecki and S. Crépey: Dynamic Hedging of Counterparty Exposure.- L. Campi:A Note on Market Completeness with American Put Options.- S. Cawston and L. Vostrikova: An f -Divergence Approach for Optimal Portfolios in Exponential Lévy Models.- B. Chouaf and S. Pergamenchtchikov: Optimal Investment with Bounded VaR for Power Utility Functions.- T. Choulli, J. Ma and M.-A. Morlais:Three Essays on Exponential Hedging with Variable Exit Times.- S. Darses and E.l Lépinette: Mean Square Error and Limit Theorem for the Modified Leland Hedging Strategy with a Constant Transaction Costs Coefficient.- N. El Karoui, M. Jeanblanc, Y. Jiao, B. Zargari:Conditional Default Probability and Density.- R. Douady:Yield Curve Smoothing and Residual Variance of Fixed Income Positions.- E. Eberlein and D. B. Madan: Maximally Acceptable Portfolios.- P. V. Gapeev: Some Extensions of Norros' Lemma in Models with Several Defaults.- P. V. Gapeev and N. Rodosthenous:On the Pricing of Perpetual American Compound Options.- E. Gobet and A. Suleiman: New Approximations in Local Volatility Models.- P. Hepperger: Low-Dimensional Partial Integro-Differential Equations for High-Dimensional Asian Options.- C. Kardaras: A Time BeforeWhich Insiders Would Not Undertake Risk.- P.l C. Kettler, F. Proske, M. Rubtsov: Sensitivity with Respect to the Yield Curve:Duration in a Stochastic Setting.- M. Kijima and C. Ch. Siu:On the First Passage Time under Regime-Switching with Jumps.- A. Kohatsu-Higa, N. Vayatis, K. Yasuda: Strong Consistency of the Bayesian Estimator for the Ornstein-Uhlenbeck Process.- I. Molchanov and M. Schmutz:Multiasset Derivatives and Joint Distributions of Asset Prices.- A. A. Novikov, T. G. Ling and N. Kordzakhia: Pricing of Volume-Weighted Average Options: AnalyticalApproximations and