Mathematical Finance logo Blackwell Publishing logo

Publisher: Blackwell Publishing

Volume 12, Number 4, 1 October 2002
Key:
Free Content - Free Content
New Content - New Content
Subscribed Content - Subscribed Content
Free Trial Content - Free Trial Content

< previous issue | next issue > | all issues

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)

< previous issue | next issue > | all issues

Key:
Free Content - Free Content
New Content - New Content
Subscribed Content - Subscribed Content
Free Trial Content - Free Trial Content
Share this item with others: These icons link to social bookmarking sites where readers can share and discover new web pages.
Page Help Click here for Page Help
Shopping cart
Tools
Sign in






Need to register?
Sign up here
Text size: A | A | A | A