Mathematical Finance

PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH
pp. 337-384(48)
Authors: Feng, Liming; Linetsky, Vadim

BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
pp. 385-426(42)
Authors: Jin, Hanqing; Yu Zhou, Xun

BIVARIATE SUPPORT OF FORWARD LIBOR AND SWAP RATES
pp. 427-443(17)
Author: Jamshidian, Farshid

OPTIMAL PORTFOLIO, CONSUMPTION-LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
pp. 445-472(28)
Authors: Choi, Kyoung Jin; Shim, Gyoocheol; Shin, Yong Hyun

MEAN-VARIANCE HEDGING AND OPTIMAL INVESTMENT IN HESTON'S MODEL WITH CORRELATION
pp. 473-492(20)
Authors: Černý, Aleš; Kallsen, Jan