Mathematical Finance

Separable Term Structures and the Maximal Degree Problem
pp. 341-349(9)
Authors: Filipović, Damir

Valuation of Claims on NonTraded Assets using Utility Maximization
pp. 351-373(23)
Author: Henderson, Vicky

Partial Hedging in a Stochastic Volatility Environment
pp. 375-409(35)
Authors: Jonsson, Mattias; Ronnie Sircar, K.

Monotonicity and Convexity of Option Prices Revisited
pp. 411-425(15)
Author: Kijima, Masaaki

Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models
pp. 427-446(20)
Authors: Singleton, Kenneth J.; Umantsev, Len

Pricing Coupon-Bond Options and Swaptions in Affine Term Structure Models
pp. 427-446(20)
Authors: Singleton, K.J.; Umantsev, L.

A general proof of the Dybvig-Ingersoll-Ross theorem: long forward rates can never fall
pp. 447-451(5)
Authors: Hubalek, Friedrich; Klein, Irene; Teichmann, Josef

A General Proof of the Dybvig-Ingersoll-Ross Theorem: Long Forward Rates Can Never Fall
pp. 447-451(5)
Authors: Hubalek, F.; Klein, I.; Teichmann, J.

Mathematical Finance Cumulative Index, Volume 12
pp. 453-454(2)

Cumulative Index, Volume 12
pp. 453-454(2)