Mathematical Finance

Cover image for Vol. 20 Issue 2

April 2010

Volume 20, Issue 2

Pages 145–325

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. ASSET PRICE BUBBLES IN INCOMPLETE MARKETS (pages 145–185)

      Robert A. Jarrow, Philip Protter and Kazuhiro Shimbo

      Version of Record online: 23 MAR 2010 | DOI: 10.1111/j.1467-9965.2010.00394.x

    2. MUTUAL FUND PORTFOLIO CHOICE IN THE PRESENCE OF DYNAMIC FLOWS (pages 187–227)

      Julien Hugonnier and Ron Kaniel

      Version of Record online: 23 MAR 2010 | DOI: 10.1111/j.1467-9965.2010.00395.x

    3. TRIVARIATE SUPPORT OF FLAT-VOLATILITY FORWARD LIBOR RATES (pages 229–258)

      Farshid Jamshidian

      Version of Record online: 23 MAR 2010 | DOI: 10.1111/j.1467-9965.2010.00396.x

    4. THE WIENER–HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (pages 259–288)

      Ross Green, Gianluca Fusai and I David Abrahams

      Version of Record online: 23 MAR 2010 | DOI: 10.1111/j.1467-9965.2010.00397.x

    5. PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS (pages 289–312)

      Stefan Ankirchner, Peter Imkeller and Gonçalo Dos Reis

      Version of Record online: 23 MAR 2010 | DOI: 10.1111/j.1467-9965.2010.00398.x

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