Mathematical Finance

VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM-STRUCTURE MODELS
pp. 237-254(18)
Authors: Eberlein, Ernst; Kluge, Wolfgang

PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY
pp. 255-282(28)
Author: Linetsky, Vadim

PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS
pp. 283-299(17)
Authors: Lakner, Peter; Ma Nygren, Lan

MULTIDIMENSIONAL PORTFOLIO OPTIMIZATION WITH PROPORTIONAL TRANSACTION COSTS
pp. 301-335(35)
Authors: Muthuraman, Kumar; Kumar, Sunil

NONPARAMETRIC KERNEL-BASED SEQUENTIAL INVESTMENT STRATEGIES
pp. 337-357(21)
Authors: Györfi, László; Lugosi, Gábor; Udina, Frederic

OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS
pp. 359-385(27)
Authors: İlhan, Aytaç; Sircar, Ronnie

PORTFOLIO INSURANCE AND VOLATILITY REGIME SWITCHING
pp. 387-417(31)
Author: Vanden, Joel M.

DISTRIBUTION-INVARIANT RISK MEASURES, INFORMATION, AND DYNAMIC CONSISTENCY
pp. 419-441(23)
Author: Weber, Stefan

DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
pp. 443-467(25)
Authors: Jin Choi, Kyoung; Shim, Gyoocheol