Mathematical Finance

Cover image for Vol. 23 Issue 3

July 2013

Volume 23, Issue 3

Pages 387–590

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. A STRUCTURAL RISK-NEUTRAL MODEL FOR PRICING AND HEDGING POWER DERIVATIVES (pages 387–438)

      René Aïd, Luciano Campi and Nicolas Langrené

      Article first published online: 13 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00507.x

    2. STOCHASTIC VOLATILITY MODELS AND THE PRICING OF VIX OPTIONS (pages 439–458)

      Joanna Goard and Mathew Mazur

      Article first published online: 9 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00506.x

    3. THE EFFECT OF ESTIMATION IN HIGH-DIMENSIONAL PORTFOLIOS (pages 531–559)

      Axel Gandy and Luitgard A. M. Veraart

      Article first published online: 3 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00505.x

    4. BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (pages 560–578)

      Mihail Zervos, Timothy C. Johnson and Fares Alazemi

      Article first published online: 13 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00508.x

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