Home >> Mathematical Finance, Volume 15, Number 4
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Volume 15, Number 4, October 2005

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CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS
pp. 539-568(30)
Authors: Detemple, Jérˆme; Rindisbacher, Marcel

OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS
pp. 569-587(19)
Author: Baptista, Alexandre M.

COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
pp. 589-612(24)
Authors: Roorda, Berend; Schumacher, J. M.; Engwerda, Jacob

A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
pp. 613-634(22)
Author: Dana, Rose-Anne

LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION
pp. 635-647(13)
Author: Kargin, Vladislav

A SHORT NOTE ON SECOND-ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES
pp. 649-651(3)
Author: Leitner, Johannes

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