Volume 21; Issue 2

Mathematical Finance

Volume 21; Issue 2
1

THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS

O. E. Göttsche, M. H. Vellekoop
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 196 KB
english, 2011
2

BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS

M. C. Ausín, J. M. Vilar, R. Cao, C. González-Fragueiro
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 346 KB
english, 2011
3

DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE

C. Gourieroux, A. Monfort
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 107 KB
english, 2011
4

UNIVERSAL SEMICONSTANT REBALANCED PORTFOLIOS

Suleyman S. Kozat, Andrew C. Singer
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 291 KB
english, 2011
5

OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES

G. Carlier, R.-A. Dana
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 439 KB
english, 2011
6

PORTFOLIO CHOICE VIA QUANTILES

Xue Dong He, Xun Yu Zhou
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 255 KB
english, 2011
8

THE DOTHAN PRICING MODEL REVISITED

Caroline Pintoux, Nicolas Privault
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 153 KB
english, 2011
9

A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY

Song-Ping Zhu, Guang-Hua Lian
Journal:
Mathematical Finance
Year:
2011
Language:
english
File:
PDF, 204 KB
english, 2011