Ausgabe 2/2001
Inhalt (6 Artikel)
Original Paper
Applications of Malliavin calculus to Monte-Carlo methods in finance. II
Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions
Original Paper
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Carl Chiarella, Oh Kang Kwon
Original Paper
Utility maximization in incomplete markets with random endowment
Jakša Cvitanić, Walter Schachermayer, Hui Wang