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Publisher: Blackwell Publishing

Volume 16, Number 4, October 2005
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Mathematical Finance

Cumulative Index, Volume 16
pp. i-i(1)

RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
pp. 589-612(24)
Authors: Frittelli, Marco; Scandolo, Giacomo

A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS
pp. 613-633(21)
Authors: Maller, RossA.; Solomon, DavidH.; Szimayer, Alex

LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
pp. 635-645(11)
Authors: Akahori, Jirô; Hara, Keisuke

ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
pp. 647-671(25)
Authors: Milevsky, MosheA.; Moore, KristenS.; Young, VirginiaR.

PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS
pp. 673-694(22)
Authors: Schrager, DavidF.; Pelsser, AntoonA. J.

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