Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment Jean-Pierre FouqueGeorge PapanicolaouK. Ronnie Sircar OriginalPaper Pages: 37 - 48
Pricing Options under Stochastic Interest Rates: A New Approach Yong-Jin KimNaoto Kunitomo OriginalPaper Pages: 49 - 70
Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates Teruo NakatsumaHiroki Tsurumi OriginalPaper Pages: 71 - 84
Program of the 3rd Columbia-Jafee Conference on the Mathematics of Finance OriginalPaper Pages: 85 - 86
Special Issue on Financial Econometric Analysis of the Current Asian Financial Crisis OriginalPaper Pages: 89 - 89