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Finance and Stochastics

Issue 1/1997

Content (5 Articles)

Fast accurate binomial pricing

L.C.G. Rogers, E.J. Stapleton

A note on the forward measure

Mark Davis

Processes of normal inverse Gaussian type

Ole E. Barndorff-Nielsen

Arbitrage bounds for the term structure of interest rates

Stefan R. Jaschke

Optional decomposition and Lagrange multipliers

H. Föllmer, Y.M. Kabanov

Sep 97
Issue: 4/1997
Feb 98
Issue: 2/1998

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