Mathematical Finance

CORRELATED DEFAULTS IN INTENSITY-BASED MODELS
pp. 155-173(19)
Author: Yu, Fan

OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS
pp. 175-203(29)
Authors: Černý, Aleš

PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
pp. 205-224(20)
Authors: Bäuerle, Nicole; Rieder, Ulrich

DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS
pp. 225-247(23)
Authors: Klein, I.; Rogers, L. C. G.

EXACT SOLUTION OF A MARTINGALE STOCHASTIC VOLATILITY OPTION PROBLEM AND ITS EMPIRICAL EVALUATION
pp. 249-265(17)
Author: Maghsoodi, Y.

ON THE TIMING OPTION IN A FUTURES CONTRACT
pp. 267-283(17)
Authors: Biagini, Francesca; Björk, Tomas

DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE
pp. 285-306(22)
Authors: Larsen, Kristian Stegenborg; Sørensen, Michael

STOCK LOANS
pp. 307-317(11)
Authors: Xia, Jianming; Zhou, Xun Yu