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Publisher: Blackwell Publishing

Volume 15, Number 3, July 2005
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PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS
pp. 393-424(32)
Author: Levendorskiicaron, Sergei

AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
pp. 425-437(13)
Author: Kalkbrener, Michael

CRITICAL PRICE NEAR MATURITY FOR AN AMERICAN OPTION ON A DIVIDEND-PAYING STOCK IN A LOCAL VOLATILITY MODEL
pp. 439-463(25)
Author: Chevalier, Etienne

MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE IN INCOMPLETE MARKETS
pp. 465-490(26)
Authors: Choulli, Tahir; Stricker, Christophe

LAGUERRE SERIES IN CONTINGENT CLAIM VALUATION, WITH APPLICATIONS TO ASIAN OPTIONS
pp. 491-531(41)
Authors: Schröder, Michael

MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
pp. 533-538(6)
Author: Xia, Jianming

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