Mathematical Finance

Cover image for Mathematical Finance

April 1999

Volume 9, Issue 2

Pages 97–201

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. Bounds on European Option Prices under Stochastic Volatility (pages 97–116)

      Rüdiger Frey and Carlos A. Sin

      Version of Record online: 25 DEC 2001 | DOI: 10.1111/1467-9965.00064

    2. Asymptotically Optimal Importance Sampling and Stratification for Pricing Path-Dependent Options (pages 117–152)

      Paul Glasserman, Philip Heidelberger and Perwez Shahabuddin

      Version of Record online: 25 DEC 2001 | DOI: 10.1111/1467-9965.00065

    3. Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example (pages 153–182)

      Bjarne Hø Jgaard and Michael Taksar

      Version of Record online: 25 DEC 2001 | DOI: 10.1111/1467-9965.00066

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