ebooks logo journals logo reference works logo abstract databases logo
bullet  SIGN IN Register | Why Register? | Got a Voucher? alerts   marked lists   shopping cart 

informaworld

HOME   |   SEARCH   |   BROWSE
    Issues List       Latest Issue       Forthcoming Articles       Volume 14 Issue 5       Aims & Scope       Editorial Board       Instructions for Authors       Subscribe      
<< earliestearliest   < prevprev   Issue listissues   next >next   latest >>latest
Publisher Logo Publication Cover
Search within this journal

Applied Mathematical Finance, Volume 14 Issue 5 2007

ISSN: 1466-4313 (electronic) 1350-486X (paper)
Publication Frequency: 6 issues per year
Publisher: Routledge
select-down Click for help
PAPERS
A Control Variate Method for Monte Carlo Simulations of Heath–Jarrow–Morton Models with Jumps
Carl Chiarella;  Christina Nikitopoulos Sklibosios; Erik Schlögl
Pages 365 – 399
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles
 buy now buy now
Optimal Financial Portfolios
S. V. Stoyanov;  S. T. Rachev; F. J. Fabozzi
Pages 401 – 436
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles
 buy now buy now
Convex Hedging in Incomplete Markets
Birgit Rudloff
Pages 437 – 452
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles
 buy now buy now
An Improved Binomial Lattice Method for Multi-Dimensional Options
Andrea Gamba; Lenos Trigeorgis
Pages 453 – 475
Abstract | References | Full Text PDF | Full Text HTML | Request Permissions
Related Articles
 buy now buy now
select-up

Privacy Policy | Terms & Conditions | Accessibility | RSS
FAQs in: English . Français . Español . 中文(简体和繁體)
© 2009 Informa plc