Mathematical Finance

Cover image for Vol. 20 Issue 1

January 2010

Volume 20, Issue 1

Pages 1–143

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS (pages 1–33)

      Paul Glasserman and Kyoung-Kuk Kim

      Version of Record online: 15 JAN 2010 | DOI: 10.1111/j.1467-9965.2009.00387.x

    2. THE DEPENDENCE STRUCTURE OF RUNNING MAXIMA AND MINIMA: RESULTS AND OPTION PRICING APPLICATIONS (pages 35–58)

      Umberto Cherubini and Silvia Romagnoli

      Version of Record online: 15 JAN 2010 | DOI: 10.1111/j.1467-9965.2009.00388.x

    3. PRICING AND HEDGING AMERICAN OPTIONS ANALYTICALLY: A PERTURBATION METHOD (pages 59–87)

      Jin E. Zhang and Tiecheng Li

      Version of Record online: 15 JAN 2010 | DOI: 10.1111/j.1467-9965.2009.00389.x

    4. SPARSE CALIBRATIONS OF CONTINGENT CLAIMS (pages 105–115)

      Nabil Kahalé

      Version of Record online: 15 JAN 2010 | DOI: 10.1111/j.1467-9965.2009.00391.x

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