Mathematical Finance

Cover image for Vol. 22 Issue 1

January 2012

Volume 22, Issue 1

Pages 1–213

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. THE MEANING OF MARKET EFFICIENCY (pages 1–30)

      Robert A. Jarrow and Martin Larsson

      Version of Record online: 19 JAN 2012 | DOI: 10.1111/j.1467-9965.2011.00497.x

    2. ROBUST BOUNDS FOR FORWARD START OPTIONS (pages 31–56)

      David Hobson and Anthony Neuberger

      Version of Record online: 5 DEC 2010 | DOI: 10.1111/j.1467-9965.2010.00473.x

    3. FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL (pages 83–108)

      Jean Duchon, Raoul Robert and Vincent Vargas

      Version of Record online: 22 NOV 2010 | DOI: 10.1111/j.1467-9965.2010.00458.x

    4. COMONOTONIC MEASURES OF MULTIVARIATE RISKS (pages 109–132)

      Ivar Ekeland, Alfred Galichon and Marc Henry

      Version of Record online: 19 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00453.x

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