212. Paolo Pelizzari and Frank Westerhoff, "Some effects of transaction taxes under different microstructures." December 2007.
Format: PDF, Size 371 KB

213. Constantinos Kardaras and Eckhard Platen, "On Financial Markets where only Buy-And-Hold Trading is Possible." February 2008.
Format: PDF, Size 375 KB

214. Eckhard Platen and Hardy Hulley, "Hedging for the Long Run." February 2008.
Format: PDF, Size 352 KB

215. Eckhard Platen. "The Law of Minimum Price." 12 February 2008.
Format: PDF, Size 268 KB

216. Shane M. Miller and Eckhard Platen. "Analytic Pricing of Contingent Claims Under the Real-World Measure." 12 February 2008.
Format: PDF, Size 5.62 MB

217. Paolo Pellizzari. "The Toll of Subrational Trading in an Agent Based Economy"  March 2008
Format: PDF, Size 275 KB

218. Gerald H.L. Cheang and Carl Chiarella. "Hedge Portfolios in Markets with Price Discontinuities."
Format: PDF, Size 280 KB

219. Carl Chiarella, Boda Kang, Gunter H. Meyer and Andrew Ziogas. "The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines."
Format: PDF, Size: 665 KB

220. Louis R. Mercorelli, David Michayluk and Anthony D. Hall. " Modelling Adverse Selection on Electronic Order-Driven Markets." March 2008
Format: PDF, Size 180 KB

221. T. Marquardt, E. Platen, S. Jaschke. "Valuing Guaranteed Minimum Death Benefit Options in Variable Annuities Under a Benchmark Approach." 17 April 2008

222. Nicola Bruti-Liberati and Eckhard Platen. "Strong Predictor-Corrector Euler Methods for Stochastic Differential Equations." 15 February 2008. Format PDF, Size 259 KB.

223. Jerzy Filar, Boda Kang and Malgorzata Korolkiewicz. "Pricing Financial Derivatives on Weather Sensitive Assets." Format PDF, Size 269 KB.

224. Alan Brace, Mark Lauer and Milo Rado. "A Stylised Model for Extreme Shocks: Four Moments of the Apocalypse." August 2007. Format: PDF, Size 258 KB.

225. Hardy Hulley and T.A. McWalter. "Quadratic Hedging of Basis Risk" June 2008. Format: PDF, Size 323 KB.

226. Leo Krippner. "A Macroeconomic Foundation for the Nelson and Siegel Class of Yield Curve Models." June 21 2008. Format: PDF, Size 448 KB.