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Applied Mathematical Finance, Volume 4 Issue 1 1997

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
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Fast numerical valuation of American, exotic and complex options
M. A. H. Dempster; J. P. Hutton
Pages 1 – 20
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Misspecified asset price models and robust hedging strategies
Hyungsok Ahn Adviti Muni; Glen Swindle
Pages 21 – 36
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Calibrating volatility surfaces via relative-entropy minimization
Marco Avellaneda;  Craig Friedman;  Richard Holmes; Dominick Samperi
Pages 37 – 64
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Some applications of L2-hedging with a non-negative wealth process
Ralf Korn
Pages 65 – 79
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