Zhu, Dan; Yang, Xiangqun The martingale pricing for convertible bonds with dividend-paying under stochastic interest. (Chinese. English summary) Zbl 1199.91064 Chin. J. Appl. Probab. Stat. 24, No. 6, 613-620 (2008). MSC: 91B25 91G20 60G48 PDFBibTeX XMLCite \textit{D. Zhu} and \textit{X. Yang}, Chin. J. Appl. Probab. Stat. 24, No. 6, 613--620 (2008; Zbl 1199.91064)
Li, Shujin; Li, Shenghong Exotic options pricing formulae with stochastic interest rates. (Chinese. English summary) Zbl 1174.62554 Acta Math. Sin., Chin. Ser. 51, No. 2, 299-310 (2008). MSC: 62P05 91B28 91B24 PDFBibTeX XMLCite \textit{S. Li} and \textit{S. Li}, Acta Math. Sin., Chin. Ser. 51, No. 2, 299--310 (2008; Zbl 1174.62554)
Goovaerts, Marc J.; Laeven, Roger J. A. Actuarial risk measures for financial derivative pricing. (English) Zbl 1152.91444 Insur. Math. Econ. 42, No. 2, 540-547 (2008). MSC: 91G20 91G70 91B30 PDFBibTeX XMLCite \textit{M. J. Goovaerts} and \textit{R. J. A. Laeven}, Insur. Math. Econ. 42, No. 2, 540--547 (2008; Zbl 1152.91444) Full Text: DOI Link
Baraka, Driss; Mountford, Thomas A law of the iterated logarithm for fractional Brownian motions. (English) Zbl 1157.60030 Donati-Martin, Catherine (ed.) et al., Séminaire de probabilités XLI. Some papers are selected contributions of the seminars in Nancy 2005 and Luminy 2006. Berlin: Springer (ISBN 978-3-540-77912-4/pbk). Lecture Notes in Mathematics 1934, 161-179 (2008). Reviewer: Werner Linde (Jena) MSC: 60G15 60G18 60J55 PDFBibTeX XMLCite \textit{D. Baraka} and \textit{T. Mountford}, Lect. Notes Math. 1934, 161--179 (2008; Zbl 1157.60030)
Mishura, Yuliya Stochastic calculus for fractional Brownian motion and related processes. (English) Zbl 1138.60006 Lecture Notes in Mathematics 1929. Berlin: Springer (ISBN 978-3-540-75872-3/pbk; 978-3-540-75873-0/ebook). xvii, 393 p. (2008). Reviewer: Pavel Gapeev (London) MSC: 60-02 60G15 60G44 60G60 60H05 60H10 60H40 60G35 91B70 62F03 60F05 PDFBibTeX XMLCite \textit{Y. Mishura}, Stochastic calculus for fractional Brownian motion and related processes. Berlin: Springer (2008; Zbl 1138.60006) Full Text: DOI