Mathematical Finance

Pricing of New Securities in an Incomplete Market: the Catch 22 of No-Arbitrage Pricing
pp. 267-284(18)
Authors: Boyle, Phelim; Wang, Tan

Robust Hedging of Barrier Options
pp. 285-314(30)
Authors: Brown, Haydyn; Hobson, David; Rogers, L. C. G.

No Arbitrage in Discrete Time Under Portfolio Constraints
pp. 315-329(15)
Authors: Carassus, Laurence; Pham, Huye^n; Touzi, Nizar

Bounds on Derivative Prices in an Intertemporal Setting with Proportional Transaction Costs and Multiple Securities
pp. 331-346(16)
Authors: Constantinides, George M.; Zariphopoulou, Thaleia

Leland's Approach to Option Pricing: The Evolution of a Discontinuity
pp. 347-355(9)
Authors: Grandits, Peter; Schachinger, Werner

A Note on the Boyle-Vorst Discrete-Time Option Pricing Model with Transactions Costs
pp. 357-363(7)
Author: Palmer, Ken