Volume 19, Issue 4, November 2012

ISSN: 1387-2834 (Print) 1573-6946 (Online)

In this issue (5 articles)

  1. No Access

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    Factor Models for Option Pricing

    Peter Carr, Dilip B. Madan Pages 319-329
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    Samuelson Hypothesis & Indian Commodity Derivatives Market

    Saurabh Kumar Gupta, Prabina Rajib Pages 331-352
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    Performance Regularity: A New Class of Executive Compensation Packages

    Carole Bernard, Olivier Le Courtois Pages 353-370
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    A Time Series Analysis of Economical Phenomena in Japan’s Lost Decade (1): Determinacy Property of the Velocity of Money and Equilibrium Solution

    Yuji Nakano, Yasunori Okabe Pages 371-389
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    Unilateral Counterparty Risk Valuation for CDS Under a Regime Switching Interacting Intensities Model

    Yinghui Dong, Xue Liang, Guojing Wang Pages 391-415
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