Mathematical Finance

PORTFOLIO MANAGEMENT WITH CONSTRAINTS
pp. 319-343(25)
Authors: Boyle, Phelim; Tian, Weidong

LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK
pp. 345-379(35)
Authors: Glasserman, Paul; Kang, Wanmo; Shahabuddin, Perwez

PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS
pp. 381-397(17)
Authors: Ekström, Erik; Tysk, Johan

A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS
pp. 399-426(28)
Authors: Jin, Xing; Tan, Hwee Huat; Sun, Junhua

HEATH-JARROW-MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES
pp. 427-447(21)
Authors: La Chioma, Claudia; Piccoli, Benedetto

AN OLD-NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT
pp. 449-476(28)
Authors: Ben-Tal, Aharon; Teboulle, Marc