Mathematical Finance

On the Existence of Linear Equilibria in Models of Market Making
pp. 1-31(31)
Authors: Bagnoli, Mark; Viswanathan, S.; Holden, Craig

Randomized Stopping Times and American Option Pricing with Transaction Costs
pp. 33-77(45)
Authors: Chalasani, Prasad; Jha, Somesh

Time Changes for Lévy Processes
pp. 79-96(18)
Authors: Geman, Hélyette; Madan, Dilip B.; Yor, Marc

Analytical Valuation of American Options on Jump-Diffusion Processes
pp. 97-115(19)
Author: Gukhal, Chandrasekhar Reddy

The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
pp. 117-151(35)
Authors: Kunitomo, Naoto; Takahashi, Akihiko