External Links

    Journal: Finance and Stochastics

    Volume 7, Issue 1

    1 -- 27Paul Glasserman, Nicolas Merener. Numerical solution of jump-diffusion LIBOR market models
    29 -- 46Jürgen Amendinger, Dirk Becherer, Martin Schweizer. A monetary value for initial information in portfolio optimization
    47 -- 71Kyung-Ha Cho. Continuous auctions and insider trading: uniqueness and risk aversion
    73 -- 95Angelos Dassios, Ji-Wook Jang. Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity
    97 -- 121Michael I. Taksar, Charlotte Markussen. Optimal dynamic reinsurance policies for large insurance portfolios
    123 -- 143Konstantin Borovkov, Fima C. Klebaner, Eleanor Virag. Random step functions model for interest rates
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