Mathematical Finance

Dynamic Optimization of Long-Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility
pp. 153-188(36)
Authors: Akian, Marianne; Sulem, Agnès; Taksar, Michael I.

MSM Estimators of European Options on Assets with Jumps
pp. 189-203(15)
Authors: Amaro de Matos, João

On the Existence of Finite-Dimensional Realizations for Nonlinear Forward Rate Models
pp. 205-243(39)
Authors: Björk, Tomas; Svensson, Lars

Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings
pp. 245-265(21)
Authors: Israel, Robert B.; Rosenthal, Jeffrey S.; Wei, Jason Z.