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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
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      MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION (pages 1–24)

      Tomas Björk, Agatha Murgoci and Xun Yu Zhou

      Article first published online: 3 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00515.x

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

      Jean-Paul Décamps and Stéphane Villeneuve

      Article first published online: 19 JUN 2012 | DOI: 10.1111/j.1467-9965.2012.00532.x

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

      Beatrice Acciaio and Gregor Svindland

      Article first published online: 14 JUN 2012 | DOI: 10.1111/j.1467-9965.2012.00519.x

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      GAME CALL OPTIONS REVISITED (pages 173–206)

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

      Article first published online: 2 NOV 2012 | DOI: 10.1111/mafi.12000

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