Mathematical Finance

Cover image for Vol. 23 Issue 4

October 2013

Volume 23, Issue 4

Pages 591–776

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. RATING BASED LÉVY LIBOR MODEL (pages 591–626)

      Ernst Eberlein and Zorana Grbac

      Article first published online: 3 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00514.x

    2. THE AFFINE LIBOR MODELS (pages 627–658)

      Martin Keller-Ressel, Antonis Papapantoleon and Josef Teichmann

      Article first published online: 14 JUN 2012 | DOI: 10.1111/j.1467-9965.2012.00531.x

    3. PRICING CHAINED OPTIONS WITH CURVED BARRIERS (pages 763–776)

      Doobae Jun and Hyejin Ku

      Article first published online: 13 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00513.x

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