Mathematical Finance

Cover image for Vol. 23 Issue 1

January 2013

Volume 23, Issue 1

Pages 1–216

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. CONTINUOUSLY MONITORED BARRIER OPTIONS UNDER MARKOV PROCESSES (pages 1–38)

      Aleksandar Mijatović and Martijn Pistorius

      Version of Record online: 5 JUN 2011 | DOI: 10.1111/j.1467-9965.2011.00486.x

    2. POSITIVE ALPHAS, ABNORMAL PERFORMANCE, AND ILLUSORY ARBITRAGE (pages 39–56)

      Robert Jarrow and Philip Protter

      Version of Record online: 15 JUN 2011 | DOI: 10.1111/j.1467-9965.2011.00489.x

    3. RECOVERING PORTFOLIO DEFAULT INTENSITIES IMPLIED BY CDO QUOTES (pages 94–121)

      Rama Cont and Andreea Minca

      Version of Record online: 22 JUN 2011 | DOI: 10.1111/j.1467-9965.2011.00491.x

    4. GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE (pages 122–142)

      Hanqing Jin and Xun Yu Zhou

      Version of Record online: 15 JUN 2011 | DOI: 10.1111/j.1467-9965.2011.00490.x

    5. ON SURRENDER AND DEFAULT RISKS (pages 143–168)

      Olivier Le Courtois and Hidetoshi Nakagawa

      Version of Record online: 15 JUN 2011 | DOI: 10.1111/j.1467-9965.2011.00487.x

    6. GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION (pages 186–197)

      Constantinos Kardaras

      Version of Record online: 5 JUN 2011 | DOI: 10.1111/j.1467-9965.2011.00484.x

    7. SIMPLE PROCESSES AND THE PRICING AND HEDGING OF CLIQUETS (pages 198–216)

      Dilip B. Madan and Wim Schoutens

      Version of Record online: 5 JUN 2011 | DOI: 10.1111/j.1467-9965.2011.00485.x

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