Volume 18; Issue 4

Mathematical Finance

Volume 18; Issue 4
1

PREFACE

Wenjiang Jiang, Xun Yu Zhou
Journal:
Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 26 KB
english, 2008
3

AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS

Bjørn Eraker, Ivan Shaliastovich
Journal:
Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 760 KB
english, 2008
4

OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE

Jonathan Evans, Vicky Henderson, David Hobson
Journal:
Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 408 KB
english, 2008
5

OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS

Jianfeng Liang, Shuzhong Zhang, Duan Li
Journal:
Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 737 KB
english, 2008
6

GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES

Min Dai, Yue Kuen Kwok, Jianping Zong
Journal:
Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 161 KB
english, 2008
7

A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES

Huyên Pham, Peter Tankov
Journal:
Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 158 KB
english, 2008
8

LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING

Moustapha Pemy, Qing Zhang, G. George Yin
Journal:
Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 175 KB
english, 2008
9

OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS

Hyeng Keun Koo, Gyoocheol Shim, Jaeyoung Sung
Journal:
Mathematical Finance
Year:
2008
Language:
english
File:
PDF, 179 KB
english, 2008