Mathematical Finance

Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion
pp. 173-198(26)
Author: Aase, Knut K.

A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options
pp. 199-218(20)
Author: Bermin, Hans-Peter

American options on assets with dividends near expiry
pp. 219-237(19)
Authors: Evans, J. D.; Kuske, R.; Keller, Joseph B.

Portfolio Value-at-Risk with Heavy-Tailed Risk Factors
pp. 239-269(31)
Authors: Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez

Monte Carlo valuation of American options
pp. 271-286(16)
Author: Rogers, L. C. G.