Mathematical Finance

REGULAR VARIATION AND SMILE ASYMPTOTICS
pp. 1-12(12)
Authors: Benaim, S.; Friz, P.

CAPITAL ALLOCATION AND RISK CONTRIBUTION WITH DISCRETE-TIME COHERENT RISK
pp. 13-40(28)
Author: Cherny, AlexanderS.

CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH
pp. 41-52(12)
Authors: Filipović, Damir; Platen, Eckhard

TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON-NESTED MONTE CARLO
pp. 53-71(19)
Authors: Belomestny, Denis; Bender, Christian; Schoenmakers, John

MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL
pp. 73-97(25)
Authors: Guo, Xin; Jarrow, RobertA.; Zeng, Yan

ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
pp. 99-128(30)
Authors: Leung, Tim; Sircar, Ronnie

OPTIMAL INVESTMENT WITH AN UNBOUNDED RANDOM ENDOWMENT AND UTILITY-BASED PRICING
pp. 129-159(31)
Authors: Owen, MarkP.; Žitković, Gordan