Mathematical Finance v.21 n.2 2011

ISSN 0960-1627

Volume 21, Issue 2

Pages 169–363

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   OPTIMAL DEMAND FOR CONTINGENT CLAIMS WHEN AGENTS HAVE LAW INVARIANT UTILITIES (pages 169–201)

   G. Carlier and R.-A. Dana

   Article first published online: 14 SEP 2010 | DOI: 10.1111/j.1467-9965.2010.00431.x

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   PORTFOLIO CHOICE VIA QUANTILES (pages 203–231)

   Xue Dong He and Xun Yu Zhou

   Article first published online: 22 SEP 2010 | DOI: 10.1111/j.1467-9965.2010.00432.x

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   A CLOSED-FORM EXACT SOLUTION FOR PRICING VARIANCE SWAPS WITH STOCHASTIC VOLATILITY (pages 233–256)

   Song-Ping Zhu and Guang-Hua Lian

   Article first published online: 19 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00436.x

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   BAYESIAN ANALYSIS OF AGGREGATE LOSS MODELS (pages 257–279)

   M. C. Ausín, J. M. Vilar, R. Cao and C. González-Fragueiro

   Article first published online: 22 SEP 2010 | DOI: 10.1111/j.1467-9965.2010.00428.x

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   DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (pages 281–291)

   C. Gourieroux and A. Monfort

   Article first published online: 22 SEP 2010 | DOI: 10.1111/j.1467-9965.2010.00429.x

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   UNIVERSAL SEMICONSTANT REBALANCED PORTFOLIOS (pages 293–311)

   Suleyman S. Kozat and Andrew C. Singer

   Article first published online: 13 OCT 2010 | DOI: 10.1111/j.1467-9965.2010.00430.x

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   STABILITY OF THE UTILITY MAXIMIZATION PROBLEM WITH RANDOM ENDOWMENT IN INCOMPLETE MARKETS (pages 313–333)

   Constantinos Kardaras and Gordan Žitković

   Article first published online: 22 SEP 2010 | DOI: 10.1111/j.1467-9965.2010.00433.x

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   THE EARLY EXERCISE PREMIUM FOR THE AMERICAN PUT UNDER DISCRETE DIVIDENDS (pages 335–354)

   O. E. Göttsche and M. H. Vellekoop

   Article first published online: 22 SEP 2010 | DOI: 10.1111/j.1467-9965.2010.00427.x

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   THE DOTHAN PRICING MODEL REVISITED (pages 355–363)

   Caroline Pintoux and Nicolas Privault

   Article first published online: 14 SEP 2010 | DOI: 10.1111/j.1467-9965.2010.00434.x

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