Mathematical finance (journal)\October 2004 Volume 14

有以下6篇文章：

Dynamic Minimization of Worst Conditional Expectation of Shortfall

MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE-EXERCISE OPTIONS

QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATE

STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q-OPTIMAL MEASURE

THE SQUARED ORNSTEIN-UHLENBECK MARKET

vasicek beyond the normal