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Throughout this paper, we consider a valuation method for contingent claims taking control of shortfall risk into account in the framework of complete market models. After giving a general form of the valuation, we shall deal with models whose underlying assets are described by diffusion processes, and obtain a result for American type claims. | SPEND INTIMATE HOURS WITH SOME OF ADVERTISING S MOST-LOVED MOST-RESPECTED MOST-AWARDED TALENT Zambezi BooneOakley Mullen GSD M Idea City TBWA Chiat Day ADVERTISERS AT WORK The Martin Agency Leo Burnett North America Cramer-Krasselt Dentsu America Wieden Kennedy McKinney TRACY TUTEN For your convenience Apress has placed some of the front matter material after the index. Please use the Bookmarks and Conlenls at a Glance links to access them. Apress Contents About the Author. .viii Chapter 1. Chris Raih Co-Founder and Managing Director Chapter 2. Kristen Cavallo Chief Strategy Officer Chapter 3. Luke Sullivan Former Creative Director GSD M Idea Chapter 4. Mike Hughes President The Martin Chapter 5. Susan Credle Chief Creative Officer Leo Burnett North Chapter 6. Marshall Ross Chief Creative Officer Chapter 7. Edward Boches Chief Innovation Officer Chapter 8. Doug Fidoten President Dentsu Chapter 9. David Oakley Creative Director Chapter 10. Anne Bologna Managing Director MDC Chapter 11. Jayanta Jenkins Global Creative Director TBWA Chiat Chapter 12. Eric Kallman Executive Creative Director Barton F Graf Chapter 13. Craig Allen Creative Director Wieden Chapter 14. Ryan O Hara Theisen and Jonathan Rosen Founders Lucky Branded Chapter 15. John Zhao Independent Chapter 16. Ellen Steinberg and Jim Russell Group Creative Director EVP and Chief Innovation Officer