Mathematical Finance

A GENERAL FRAMEWORK FOR PRICING CREDIT RISK
pp. 317-350(34)
Authors: BÉlanger A.; Shreve S.E.; Wong D.

SOME REMARKS ON ARBITRAGE AND PREFERENCES IN SECURITIES MARKET MODELS
pp. 351-357(7)
Author: Frittelli M.

PRICING IN AN INCOMPLETE MARKET WITH AN AFFINE TERM STRUCTURE
pp. 359-381(23)
Author: Young V.R.

OPTIMAL SHOUTING POLICIES OF OPTIONS WITH STRIKE RESET RIGHT
pp. 383-401(19)
Authors: Dai M.; Kwok Y.K.; Wu L.

ON THE STABILITY OF CONTINUOUS-TIME PORTFOLIO PROBLEMS WITH STOCHASTIC OPPORTUNITY SET
pp. 403-414(12)
Authors: Korn R.; Kraft H.

A FAMILY OF TERM-STRUCTURE MODELS FOR LONG-TERM RISK MANAGEMENT AND DERIVATIVE PRICING
pp. 415-444(30)
Author: Cairns A.J.G.

QUANTO LOOKBACK OPTIONS
pp. 445-467(23)
Authors: Dai M.; Wong H.Y.; Kwok Y.K.

THE MOMENT FORMULA FOR IMPLIED VOLATILITY AT EXTREME STRIKES
pp. 469-480(12)
Author: Lee R.W.

CHOQUET INSURANCE PRICING: A CAVEAT
pp. 481-485(5)
Authors: Castagnoli E.; Maccheroni F.; Marinacci M.