ISSN 1380-6645
Publisher: Springer
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A Universal Lattice pp. 115-133(19) Authors: Chen R-R.; Yang T.T.
Minimum Option Prices Under Decreasing Absolute Risk Aversion pp. 135-156(22) Authors: Mathur K.; Ritchken P.
Stochastic Duration and Fast Coupon Bond Option Pricing in Multi-Factor Models pp. 157-181(25) Author: Munk C.
Options on the Minimum or the Maximum of Two Average Prices pp. 183-204(22) Authors: Wu X.; Zhang J.E.