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Publisher: Blackwell Publishing

Volume 17, Number 4, October 2007
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A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT
pp. 477-485(9)
Authors: Buescu, Cristin; Cadenillas, Abel; Pliska, Stanley R.

CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS
pp. 487-502(16)
Authors: Kühn, Christoph; Kyprianou, Andreas E.

THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS
pp. 503-539(37)
Authors: Boyarchenko, Nina; Levendorskiiˇ, Sergei

INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL
pp. 541-573(33)
Authors: Gorovoy, Vyacheslav; Linetsky, Vadim

LINEAR-QUADRATIC JUMP-DIFFUSION MODELING
pp. 575-598(24)
Authors: Cheng, Peng; Scaillet, Olivier

DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
pp. 599-627(29)
Authors: Klöppel, Susanne; Schweizer, Martin

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