Mathematical Finance

Cover image for Mathematical Finance

October 1996

Volume 6, Issue 4

Pages 341–408

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    3. ERRATUM
    1. MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES (pages 341–364)

      E. R. Grannan and G. H. Swindle

      Version of Record online: 6 DEC 2006 | DOI: 10.1111/j.1467-9965.1996.tb00121.x

    2. PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH (pages 365–378)

      Hélyette Geman and Marc Yor

      Version of Record online: 6 DEC 2006 | DOI: 10.1111/j.1467-9965.1996.tb00122.x

    3. A YIELD-FACTOR MODEL OF INTEREST RATES (pages 379–406)

      Darrell Duffie and Rui Kan

      Version of Record online: 6 DEC 2006 | DOI: 10.1111/j.1467-9965.1996.tb00123.x

  2. ERRATUM

    1. Top of page
    2. ARTICLES
    3. ERRATUM
    1. You have free access to this content
      ERRATUM TO “A STOCHASTIC EXTENSION OF THE MILLER-MODIGLIANI FRAMEWORK” (pages 407–408)

      P. Sethi, N. A. Derzko and L. P. Lehoczky

      Version of Record online: 6 DEC 2006 | DOI: 10.1111/j.1467-9965.1996.tb00124.x

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