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Home / Applied Mathematical Finance, Volume 17, Number 1

Publisher: Routledge, part of the Taylor & Francis Group

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Volume 17, Number 1, March 2010

Optimal Weak Static Hedging of Equity and Credit Risk Using Derivatives
pp. 1-28(28)
Authors: Becherer, Dirk; Ward, Ian

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Mean Variance Hedging in a General Jump Model
pp. 29-57(29)
Authors: Kohlmann, Michael; Xiong, Dewen; Ye, Zhongxing

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Numerical Methods for Non-Linear Black-Scholes Equations
pp. 59-81(23)
Author: Heider, Pascal

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Short Positions, Rally Fears and Option Markets
pp. 83-98(16)
Authors: Eberlein, Ernst; Madan, Dilip

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