ONE-PARAMETER FAMILIES OF DISTORTION RISK MEASURES
Mathematical Finance
Volume 19, Issue 4, Date: October 2009, Pages: 691-705
Hideatsu Tsukahara
Abstract  |  References  |  Full Text: HTML, PDF (193K)
CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
Mathematical Finance
Volume 19, Issue 3, Date: July 2009, Pages: 379-401
Rama Cont, Peter Tankov
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OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL1
Mathematical Finance
Volume 6, Issue 3, Date: July 1996, Pages: 279-302
Eric Renault, Nizar Touzi
Abstract  |  References  |  Full Text: PDF (1113K)
DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT
Mathematical Finance
Volume 6, Issue 1, Date: January 1996, Pages: 111-117
Sergio Pastorello
Abstract  |  References  |  Full Text: PDF (348K)
The Statistical Properties of the Black–Scholes Option Price
Mathematical Finance
Volume 7, Issue 3, Date: July 1997, Pages: 287-305
Mthuli Ncube, Stephen Satchell
Abstract  |  Full Text: PDF (224K)
A Nonlinear Model of the Term Structure of Interest Rates
Mathematical Finance
Volume 7, Issue 2, Date: April 1997, Pages: 177-209
Julian Tice, Nick Webber