Mathematical Finance

CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISK
pp. 343-378(36)
Authors: Chen, Nan; Kou, S. G.

CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
pp. 379-401(23)
Authors: Cont, Rama; Tankov, Peter

PRICING CORPORATE SECURITIES UNDER NOISY ASSET INFORMATION
pp. 403-421(19)
Authors: Frey, Rüdiger; Schmidt, Thorsten

MAXIMIZING THE GROWTH RATE UNDER RISK CONSTRAINTS
pp. 423-455(33)
Authors: Pirvu, Traian A.; Žitković, Gordan

SINGULAR PERTURBATION TECHNIQUES APPLIED TO MULTIASSET OPTION PRICING
pp. 457-486(30)
Authors: Duck, PeterW.; Yang, Chao; Newton, DavidP.; Widdicks, Martin

PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
pp. 487-521(35)
Authors: Maccheroni, Fabio; Marinacci, Massimo; Rustichini, Aldo; Taboga, Marco