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Home / Applied Mathematical Finance, Volume 22, Number 5

Publisher: Routledge, part of the Taylor & Francis Group

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Volume 22, Number 5, 3 September 2015

Pricing of Defaultable Bonds with Random Information Flow
pp. 399-420(22)
Authors: Brody; Law

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Pricing Exotic Discrete Variance Swaps under the 3/2-Stochastic Volatility Models
pp. 421-449(29)
Authors: Yuen; Zheng; Kwok

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Perpetual Exchange Options under Jump-Diffusion Dynamics
pp. 450-462(13)
Authors: Cheang; Lian

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Recursive Marginal Quantization of the Euler Scheme of a Diffusion Process
pp. 463-498(36)
Authors: Pagès; Sagna

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