Volume 2, Issue 1 | Finance and Stochastics

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Volume 2, Issue 1

November 1997

5 articles in this issue

Fast accurate binomial pricing
L.C.G. Rogers
E.J. Stapleton
Pages: 3 - 17
A note on the forward measure
Mark Davis
Pages: 19 - 28
Arbitrage bounds for the term structure of interest rates
Stefan R. Jaschke
Pages: 29 - 40
Processes of normal inverse Gaussian type
Ole E. Barndorff-Nielsen
Pages: 41 - 68
Optional decomposition and Lagrange multipliers
H. Föllmer
Y.M. Kabanov
Pages: 69 - 81