Mathematical Finance

ON UTILITY-BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
pp. 203-212(10)
Authors: Hugonnier Julien; Kramkov Dmitry; Schachermayer Walter

CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
pp. 213-244(32)
Authors: Bielecki Tomasz R.; Jin Hanqing; Pliska Stanley R.; Zhou Xun Yu

A NEW METHOD OF PRICING LOOKBACK OPTIONS
pp. 245-259(15)
Authors: Buchen Peter; Konstandatos Otto

OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMÉR-LUNDBERG MODEL
pp. 261-308(48)
Authors: Azcue Pablo; Muler Nora

EVALUATING HEDGING ERRORS: AN ASYMPTOTIC APPROACH
pp. 309-343(35)
Authors: Hayashi Takaki; Mykland Per A.

ON THE ERROR IN THE MONTE CARLO PRICING OF SOME FAMILIAR EUROPEAN PATH-DEPENDENT OPTIONS
pp. 345-357(13)
Authors: Hörfelt Per

UNIVERSAL INVESTMENT IN MARKETS WITH TRANSACTION COSTS
pp. 359-371(13)
Author: Iyengar Garud

THE BLACK-SCHOLES EQUATION REVISITED: ASYMPTOTIC EXPANSIONS AND SINGULAR PERTURBATIONS
pp. 373-391(19)
Authors: Widdicks Martin; Duck Peter W.; Andricopoulos Ari D.; Newton David P.