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    Journal: Finance and Stochastics

    Volume 3, Issue 4

    373 -- 390Ragnar Norberg. A theory of bonus in life insurance
    391 -- 412Eric Fournié, Jean-Michel Lasry, Jérôme Lebuchoux, Pierre-Louis Lions, Nizar Touzi. Applications of Malliavin calculus to Monte Carlo methods in finance
    413 -- 432Tomas Björk, Andrea Gombani. Minimal realizations of interest rate models
    433 -- 449Thomas S. Knudsen, Bernhard Meister, Mihail Zervos. On the relationship of the dynamic programming approach and the contingent claim approach to asset valuation
    451 -- 482Jaksa Cvitanic, Ioannis Karatzas. On dynamic measures of risk
    483 -- 492Tiziano Vargiolu. Invariant measures for the Musiela equation with deterministic diffusion term

    Volume 3, Issue 3

    251 -- 273Hans Föllmer, Peter Leukert. Quantile hedging
    275 -- 294Sid Browne. Beating a moving target: Optimal portfolio strategies for outperforming a stochastic benchmark
    295 -- 322Stéphane Villeneuve. Exercise regions of American options on several assets
    323 -- 344Jan Pedersen. Convergence of strategies: An approach using Clark-Haussmann's formula
    345 -- 369George M. Constantinides, Thaleia Zariphopoulou. Bounds on prices of contingent claims in an intertemporal economy with proportional transaction costs and general preferences

    Volume 3, Issue 2

    137 -- 165Abel Cadenillas, Stanley R. Pliska. Optimal trading of a security when there are taxes and transaction costs
    167 -- 185Ajay Khanna, Martin Kulldorff. A generalization of the mutual fund theorem
    187 -- 201Christoph Gallus. Exploding hedging errors for digital options
    203 -- 214Michael Dritschel, Philip Protter. Complete markets with discontinuous security price
    215 -- 225Eckhard Platen. A short term interest rate model
    227 -- 236Ernesto Mordecki. Optimal stopping for a diffusion with jumps
    237 -- 248Yuri M. Kabanov. Hedging and liquidation under transaction costs in currency markets

    Volume 3, Issue 1

    1 -- 13Walter Willinger, Murad S. Taqqu, Vadim Teverovsky. Stock market prices and long-range dependence
    15 -- 34Chi-Fu Huang, Thaleia Zariphopoulou. Turnpike behavior of long-term investments
    35 -- 54Jaksa Cvitanic, Huyên Pham, Nizar Touzi. A closed-form solution to the problem of super-replication under transaction costs
    55 -- 82Mark Broadie, Paul Glasserman, Shing-Gang Kou. Connecting discrete and continuous path-dependent options
    83 -- 110Jean Paul Laurent, Huyên Pham. Dynamic programming and mean-variance hedging
    111 -- 134Robert Jarrow, Dilip B. Madan. Hedging contingent claims on semimartingales
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