An efficient binomial method for pricing¶American options Marcellino GaudenziFlavio Pressacco Pages: 1 - 17
Discrete representations of a continuum economy Carlos Hervés-BelosoEmma Moreno-GarcíaCarmelo Núñez-Sanz Pages: 19 - 38
Single factor models with Markovian spot interest rate: an analytical treatment Carlo Mari Pages: 39 - 52
Optimality conditions¶and bubbles in sequential economies¶and bounded relative risk-aversion Arianna Dal FornoLuigi Montrucchio Pages: 53 - 80