Mathematical Finance

Cover image for Vol. 24 Issue 1

January 2014

Volume 24, Issue 1

Pages 1–206

  1. ARTICLES

    1. Top of page
    2. ARTICLES
    1. MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION (pages 1–24)

      Tomas Björk, Agatha Murgoci and Xun Yu Zhou

      Version of Record online: 3 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00515.x

    2. TIME-CONSISTENT AND MARKET-CONSISTENT EVALUATIONS (pages 25–65)

      Antoon Pelsser and Mitja Stadje

      Version of Record online: 7 FEB 2013 | DOI: 10.1111/mafi.12026

    3. RETHINKING DYNAMIC CAPITAL STRUCTURE MODELS WITH ROLL-OVER DEBT (pages 66–96)

      Jean-Paul Décamps and Stéphane Villeneuve

      Version of Record online: 19 JUN 2012 | DOI: 10.1111/j.1467-9965.2012.00532.x

    4. ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS (pages 125–146)

      Damiano Brigo, Agostino Capponi and Andrea Pallavicini

      Version of Record online: 14 JUN 2012 | DOI: 10.1111/j.1467-9965.2012.00520.x

    5. ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS (pages 147–155)

      Beatrice Acciaio and Gregor Svindland

      Version of Record online: 14 JUN 2012 | DOI: 10.1111/j.1467-9965.2012.00519.x

    6. GAME CALL OPTIONS REVISITED (pages 173–206)

      S. C. P. Yam, S. P. Yung and W. Zhou

      Version of Record online: 2 NOV 2012 | DOI: 10.1111/mafi.12000

SEARCH

SEARCH BY CITATION