Mathematical Finance

Cover image for Vol. 22 Issue 3

July 2012

Volume 22, Issue 3

Pages 419–589

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. TRANSIENT LINEAR PRICE IMPACT AND FREDHOLM INTEGRAL EQUATIONS (pages 445–474)

      Jim Gatheral, Alexander Schied and Alla Slynko

      Article first published online: 23 MAY 2011 | DOI: 10.1111/j.1467-9965.2011.00478.x

    2. HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES (pages 519–537)

      Delia Coculescu and Ashkan Nikeghbali

      Article first published online: 5 DEC 2010 | DOI: 10.1111/j.1467-9965.2010.00471.x

    3. EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION (pages 538–568)

      Jin E. Zhang, Huimin Zhao and Eric C. Chang

      Article first published online: 5 DEC 2010 | DOI: 10.1111/j.1467-9965.2010.00468.x

    4. NONREPLICATION OF OPTIONS (pages 569–584)

      Christos Kountzakis, Ioannis A. Polyrakis and Foivos Xanthos

      Article first published online: 5 DEC 2010 | DOI: 10.1111/j.1467-9965.2010.00467.x

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