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Applied Mathematical Finance, Volume 10 Issue 3 2003

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Paper
Interest rate model calibration using semidefinite Programming
A. D'Aspremont
Pages 183 – 213
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On parabolic equations with gauge function term and applications to the multidimensional Leland equation
Jörg Kampen; Marco Avellaneda
Pages 215 – 228
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A valuation model for firms with stochastic earnings
Steven Li
Pages 229 – 243
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Multi-asset barrier options and occupation time derivatives
Hoi Ying Wong; Yue-Kuen Kwok
Pages 245 – 266
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