Mathematical Finance

PREFACE
pp. iii-iii(1)

DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK
pp. 493-518(26)
Authors: Bielecki, TomaszR.; Crépey, Stéphane; Jeanblanc, Monique; Rutkowski, Marek

AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS
pp. 519-543(25)
Authors: Eraker, Bjørn; Shaliastovich, Ivan

OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE
pp. 545-567(23)
Authors: Evans, Jonathan; Henderson, Vicky; Hobson, David

OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS
pp. 569-593(25)
Authors: Liang, Jianfeng; Zhang, Shuzhong; Li, Duan

GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
pp. 595-611(17)
Authors: Dai, Min; Kuen Kwok, Yue; Zong, Jianping

A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES
pp. 613-627(15)
Authors: Pham, Huyên; Tankov, Peter

LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING
pp. 629-648(20)
Authors: Pemy, Moustapha; Zhang, Qing; Yin, G.George

OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS
pp. 649-667(19)
Authors: Keun Koo, Hyeng; Shim, Gyoocheol; Sung, Jaeyoung