Ausgabe 4/2004
Inhalt (7 Artikel)
Maturity cycles in implied volatility
Jean-Pierre Fouque, George Papanicolaou, Ronnie Sircar, Knut Solna
An approximation pricing algorithm in an incomplete market: A differential geometric approach
Yuan Gao, Kian Guan Lim, Kah Hwa Ng
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain
Jörn Sass, Ulrich G. Haussmann