Mathematical Finance

Fundamental Theorems of Asset Pricing for Good Deal Bounds
pp. 141-161(21)
Author: Staum J.

Pareto Equilibria with coherent measures of risk
pp. 163-172(10)
Authors: Heath D.; Ku H.

Stochastic Volatility Corrections for Interest Rate Derivatives
pp. 173-200(28)
Authors: Cotton P.; Fouque J-P.; Papanicolaou G.; Sircar R.

On The Fundamental Theorem Of Asset Pricing: Random Constraints And Bang-Bang No-Arbitrage Criteria
pp. 201-221(21)
Authors: Evstigneev I.V.; Schürger K.; Taksar M.I.

Valuation by Simulation of Contingent Claims with Multiple Early Exercise Opportunities
pp. 223-248(26)
Authors: Ibáñez A.

Exercise Regions And Efficient Valuation Of American Lookback Options
pp. 249-269(21)
Authors: Lai T.L.; Lim T.W.

Asymptotics of the price oscillations of a European call option in a tree model
pp. 271-293(23)
Authors: Diener F.; Diener M.

A note on completeness in large financial markets
pp. 295-315(21)
Author: De Donno M.