Mathematical Finance

Cover image for Vol. 18 Issue 4

October 2008

Volume 18, Issue 4

Pages iii–iii, 493–667

  1. PREFACE

    1. Top of page
    2. PREFACE
    3. ARTICLES
    1. PREFACE (page iii)

      Wenjiang Jiang and Xun Yu Zhou

      Version of Record online: 19 SEP 2008 | DOI: 10.1111/j.1467-9965.2008.00344.x

  2. ARTICLES

    1. Top of page
    2. PREFACE
    3. ARTICLES
    1. DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (pages 493–518)

      Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc and Marek Rutkowski

      Version of Record online: 19 SEP 2008 | DOI: 10.1111/j.1467-9965.2008.00345.x

    2. AN EQUILIBRIUM GUIDE TO DESIGNING AFFINE PRICING MODELS (pages 519–543)

      Bjørn Eraker and Ivan Shaliastovich

      Version of Record online: 19 SEP 2008 | DOI: 10.1111/j.1467-9965.2008.00346.x

    3. OPTIMAL TIMING FOR AN INDIVISIBLE ASSET SALE (pages 545–567)

      Jonathan Evans, Vicky Henderson and David Hobson

      Version of Record online: 19 SEP 2008 | DOI: 10.1111/j.1467-9965.2008.00347.x

    4. OPTIONED PORTFOLIO SELECTION: MODELS AND ANALYSIS (pages 569–593)

      Jianfeng Liang, Shuzhong Zhang and Duan Li

      Version of Record online: 19 SEP 2008 | DOI: 10.1111/j.1467-9965.2008.00348.x

    5. GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES (pages 595–611)

      Min Dai, Yue Kuen Kwok and Jianping Zong

      Version of Record online: 19 SEP 2008 | DOI: 10.1111/j.1467-9965.2008.00349.x

    6. A MODEL OF OPTIMAL CONSUMPTION UNDER LIQUIDITY RISK WITH RANDOM TRADING TIMES (pages 613–627)

      Huyên Pham and Peter Tankov

      Version of Record online: 19 SEP 2008 | DOI: 10.1111/j.1467-9965.2008.00350.x

    7. LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING (pages 629–648)

      Moustapha Pemy, Qing Zhang and G. George Yin

      Version of Record online: 19 SEP 2008 | DOI: 10.1111/j.1467-9965.2008.00351.x

    8. OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS (pages 649–667)

      Hyeng Keun Koo, Gyoocheol Shim and Jaeyoung Sung

      Version of Record online: 19 SEP 2008 | DOI: 10.1111/j.1467-9965.2008.00352.x

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