Volume 5; Issue 1

Mathematical Finance

Volume 5; Issue 1
1

APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES

Year:
1995
Language:
english
File:
PDF, 627 KB
english, 1995
2

THE GARCH OPTION PRICING MODEL

Year:
1995
Language:
english
File:
PDF, 960 KB
english, 1995
3

ARBITRAGE AND INFORMATION IN A SEQUENTIAL ECONOMY WITH MANY CREDIT AGENCIES

Year:
1995
Language:
english
File:
PDF, 1.18 MB
english, 1995
4

VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE

Year:
1995
Language:
english
File:
PDF, 760 KB
english, 1995
5

BOOK REVIEW

Year:
1995
Language:
english
File:
PDF, 178 KB
english, 1995