Mathematical Finance

Cover image for Vol. 21 Issue 4

October 2011

Volume 21, Issue 4

Pages 573–793

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. PRICING OPTIONS ON VARIANCE IN AFFINE STOCHASTIC VOLATILITY MODELS (pages 627–641)

      Jan Kallsen, Johannes Muhle-Karbe and Moritz Voß

      Version of Record online: 19 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00447.x

    2. ROBUST ASSET ALLOCATION WITH BENCHMARKED OBJECTIVES (pages 643–679)

      Andrew E. B. Lim, J. George Shanthikumar and Thaisiri Watewai

      Version of Record online: 19 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00448.x

    3. OPTIMAL TRADE EXECUTION IN ILLIQUID MARKETS (pages 681–701)

      Erhan Bayraktar and Michael Ludkovski

      Version of Record online: 19 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00446.x

    4. RELAXED UTILITY MAXIMIZATION IN COMPLETE MARKETS (pages 703–722)

      Sara Biagini and Paolo Guasoni

      Version of Record online: 19 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00451.x

    5. GREEKS FORMULAS FOR AN ASSET PRICE MODEL WITH GAMMA PROCESSES (pages 723–742)

      Reiichiro Kawai and Atsushi Takeuchi

      Version of Record online: 19 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00452.x

    6. RISK MEASURES: RATIONALITY AND DIVERSIFICATION (pages 743–774)

      Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci and Luigi Montrucchio

      Version of Record online: 19 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00450.x

    7. OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY (pages 775–793)

      Min Dai and Zuo Quan Xu

      Version of Record online: 19 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00449.x

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