Mathematical Finance v16(1), Oct 2006

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79156.rar (851.83 KB) 本附件包括：

• Mathematical Finance V16(4).pdf

2006-12-20 23:55:00 上传

Mathematical Finance v16(1), Oct 2006

内容：

589 RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES
Marco Frittelli, Giacomo Scandolo

613 A MULTINOMIAL APPROXIMATION FOR AMERICAN OPTION PRICES IN LÉVY PROCESS MODELS
Ross A. Maller, David H. Solomon, Alex Szimayer

635 LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION
Jirô Akahori, Keisuke Hara

647 ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN
Moshe A. Milevsky, Kristen S. Moore, Virginia R. Young

673 PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS
David F. Schrager, Antoon A. J. Pelsser

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关键词：Mathematical mathematica Mathematic Thematic Finance Finance Mathematical Oct