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Volume 11; Issue 1
Main
Mathematical Finance
Volume 11; Issue 1
Mathematical Finance
Volume 11; Issue 1
1
On the Existence of Linear Equilibria in Models of Market Making
Mark Bagnoli
,
S. Viswanathan
,
Craig Holden
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 227 KB
Your tags:
english, 2001
2
Randomized Stopping Times and American Option Pricing with Transaction Costs
Prasad Chalasani
,
Somesh Jha
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 335 KB
Your tags:
english, 2001
3
Time Changes for Lévy Processes
Hélyette Geman
,
Dilip B. Madan
,
Marc Yor
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 135 KB
Your tags:
english, 2001
4
Analytical Valuation of American Options on Jump-Diffusion Processes
Chandrasekhar Reddy Gukhal
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 147 KB
Your tags:
english, 2001
5
The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
Naoto Kunitomo
,
Akihiko Takahashi
Journal:
Mathematical Finance
Year:
2001
Language:
english
File:
PDF, 230 KB
Your tags:
english, 2001
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