Mathematical Finance

PUT-CALL SYMMETRY: EXTENSIONS AND APPLICATIONS
pp. 523-560(38)
Authors: Carr, Peter; Lee, Roger

CASH SUBADDITIVE RISK MEASURES AND INTEREST RATE AMBIGUITY
pp. 561-590(30)
Authors: El Karoui, Nicole; Ravanelli, Claudia

HEDGING BY SEQUENTIAL REGRESSIONS REVISITED
pp. 591-617(27)
Authors: Černý, Aleš; Kallsen, Jan

RISK INDIFFERENCE PRICING IN JUMP DIFFUSION MARKETS
pp. 619-637(19)
Authors: Øksendal, Bernt; Sulem, Agnès

ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
pp. 639-667(29)
Authors: Bai, Zhidong; Liu, Huixia; Wong, Wing-Keung

LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
pp. 669-689(21)
Authors: Biagini, Francesca; Cretarola, Alessandra

ONE-PARAMETER FAMILIES OF DISTORTION RISK MEASURES
pp. 691-705(15)
Author: Tsukahara, Hideatsu