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Finance and Stochastics

Ausgabe 1/2002

Inhalt (6 Artikel)

Original Paper

Editorial

Dieter Sondermann

Original Paper

Fourier series method for measurement of multivariate volatilities

Paul Malliavin, Maria Elvira Mancino

Original Paper

Stochastic volatility, jumps and hidden time changes

Hélyette Geman, Dilip B. Madan, Marc Yor

Original Paper

Risk minimization under transaction costs

Paolo Guasoni