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    Journal: Finance and Stochastics

    Volume 1, Issue 4

    261 -- 291Marek Musiela, Marek Rutkowski. Continuous-time term structure models: Forward measure approach
    293 -- 330Farshid Jamshidian. LIBOR and swap market models and measures
    331 -- 344Sven Rady. Option pricing in the presence of natural boundaries and a quadratic diffusion term
    345 -- 352Beniamin Goldys. A note on pricing interest rate derivatives when forward LIBOR rates are lognormal

    Volume 1, Issue 3

    181 -- 227Freddy Delbaen, Pascale Monat, Walter Schachermayer, Martin Schweizer, Christophe Stricker. Weighted norm inequalities and hedging in incomplete markets
    229 -- 238Robert J. Elliott, John van der Hoek. An application of hidden Markov models to asset allocation problems
    239 -- 250Yuri M. Kabanov, Mher M. Safarian. On Leland's strategy of option pricing with transactions costs
    251 -- 257Tina Hviid Rydberg. A note on the existence of unique equivalent martingale measures in a Markovian setting

    Volume 1, Issue 2

    95 -- 129Dominique M. Guillaume, Michel M. Dacorogna, Rakhal R. Davé, Ulrich A. Müller, Richard B. Olsen, Olivier V. Pictet. From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
    131 -- 140Ernst Eberlein, Jean Jacod. On the range of options prices
    141 -- 174Tomas Björk, Giovanni Di Masi, Yuri Kabanov, Wolfgang J. Runggaldier. Towards a general theory of bond markets

    Volume 1, Issue 1

    3 -- 24Wolfgang M. Schmidt. On a general class of one-factor models for the term structure of interest rates
    25 -- 41Bo Martin Bibby, Michael M. Sørensen. A hyperbolic diffusion model for stock prices
    43 -- 67Farshid Jamshidian, Yu Zhu. Scenario Simulation: Theory and methodology
    69 -- 89Fridrik M. Baldursson, Ioannis Karatzas. Irreversible investment and industry equilibrium
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