Mathematical Finance

Cover image for Mathematical Finance

January 2003

Volume 13, Issue 1

Pages iii–v, 1–214

    1. Preface (pages iii–v)

      D. Lamberton, B. Lapeyre and A. Sulem

      Version of Record online: 7 MAR 2003 | DOI: 10.1111/1467-9965.t01-1-00001

  1. Original Articles

    1. Top of page
    2. Original Articles
    1. First-Order Schemes in the Numerical Quantization Method (pages 1–16)

      V. Bally, G. Pagès and J. Printems

      Version of Record online: 7 MAR 2003 | DOI: 10.1111/1467-9965.t01-1-00002

    2. The Price-Volatility Feedback Rate: An Implementable Mathematical Indicator of Market Stability (pages 17–35)

      Emilio Barucci, Paul Malliavin, Maria Elvira Mancino, Roberto Renò and Anton Thalmaier

      Version of Record online: 7 MAR 2003 | DOI: 10.1111/1467-9965.t01-1-00003

    3. Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes (pages 55–72)

      Fred Espen Benth, Giulia Di Nunno, Arne Løkka, Bernt Øksendal and Frank Proske

      Version of Record online: 7 MAR 2003 | DOI: 10.1111/1467-9965.t01-1-00005

    4. Local Vega Index and Variance Reduction Methods (pages 85–97)

      Hans-Peter Bermin, Arturo Kohatsu-Higa and Miquel Montero

      Version of Record online: 7 MAR 2003 | DOI: 10.1111/1467-9965.00007

    5. Monte Carlo Evaluation of Greeks for Multidimensional Barrier and Lookback Options (pages 99–113)

      Guillaume Bernis, Emmanuel Gobet and Arturo Kohatsu-Higa

      Version of Record online: 7 MAR 2003 | DOI: 10.1111/1467-9965.00008

    6. Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs (pages 135–151)

      Jakša Cvitanić, Jin Ma and Jianfeng Zhang

      Version of Record online: 7 MAR 2003 | DOI: 10.1111/1467-9965.00010

    7. An Anticipating Calculus Approach to the Utility Maximization of an Insider (pages 171–185)

      Jorge A. León, Reyla Navarro and David Nualart

      Version of Record online: 7 MAR 2003 | DOI: 10.1111/1467-9965.00012

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