Ausgabe 4/2006
Inhalt (6 Artikel)
What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?
Jirô Akahori, Takahiro Tsuchiya
On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs
Hitoshi Imai, Naoyuki Ishimura, Ikumi Mottate, Masaaki Nakamura
Portfolio Optimization in Discontinuous Markets under Incomplete Information
Giorgia Callegaro, Giovanni B. Di Masi, Wolfgang J. Runggaldier