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. Coherent Measures of Risk (pages 203–228)

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

      Version of Record 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

      Version of Record 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

      Version of Record 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

      Version of Record online: 25 DEC 2001 | DOI: 10.1111/1467-9965.00071

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