Volume 14; Issue 3

Mathematical Finance

Volume 14; Issue 3
1

SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS

Marco Frittelli
Journal:
Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 74 KB
english, 2004
2

PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE

Virginia R. Young
Journal:
Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 176 KB
english, 2004
3

OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT

Min Dai, Yue Kuen Kwok, Lixin Wu
Journal:
Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 146 KB
english, 2004
4

ON THE STABILITY OF CONTINUOUS-TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET

Ralf Korn, Holger Kraft
Journal:
Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 102 KB
english, 2004
5

A FAMILY OF TERM-STRUCTURE MODELS FOR LONG-TERM RISK MANAGEMENT AND DERIVATIVE PRICING

Andrew J. G. Cairns
Journal:
Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 455 KB
english, 2004
6

QUANTO LOOKBACK OPTIONS

Min Dai, Hoi Ying Wong, Yue Kuen Kwok
Journal:
Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 185 KB
english, 2004
7

THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES

Roger W. Lee
Journal:
Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 103 KB
english, 2004
8

CHOQUET INSURANCE PRICING: A CAVEAT

Erio Castagnoli, Fabio Maccheroni, Massimo Marinacci
Journal:
Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 60 KB
english, 2004
9

A GENERAL FRAMEWORK FOR PRICING CREDIT RISK

Alain BÉlanger, Steven E. Shreve, Dennis Wong
Journal:
Mathematical Finance
Year:
2004
Language:
english
File:
PDF, 255 KB
english, 2004