Mathematical Finance

Cover image for Mathematical Finance

July 1999

Volume 9, Issue 3

Pages 203–292

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. You have free access to this content
      Coherent Measures of Risk (pages 203–228)

      Philippe Artzner, Freddy Delbaen, Jean-Marc Eber and David Heath

      Article first published online: 25 DEC 2001 | DOI: 10.1111/1467-9965.00068

    2. Pricing American Stock Options by Linear Programming (pages 229–254)

      M. A. H. Dempster and J. P. Hutton

      Article first published online: 25 DEC 2001 | DOI: 10.1111/1467-9965.00069

    3. The Second Fundamental Theorem of Asset Pricing (pages 255–273)

      Robert A. Jarrow, Xing Jin and Dilip B. Madan

      Article first published online: 25 DEC 2001 | DOI: 10.1111/1467-9965.00070

    4. Viability and Equilibrium in Securities Markets with Frictions (pages 275–292)

      Elyès Jouini and Hédi Kallal

      Article first published online: 25 DEC 2001 | DOI: 10.1111/1467-9965.00071

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