目次
Influence of mathematical models in finance on practice : past, present and future
Applied mathematics and finance
Stock price fluctuation as a diffusion in a random environment
A note on super-replicating strategies
Worldwide security market anomalies
Making money from mathematical models
Path-dependent options and transaction costs
Stochastic equity volatility and the capital structure of the firm
The general mean-variance portfolio selection problem
On a free boundary problem that arises in portfolio management
Interest rate volatility and the shape of the term structure
Multi-factor term structure models
Dynamic asset allocation : insights from theory
