Contents volume 91

• Book ID: 104339448
• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 102 KB
• Volume: 91
• Category: Article
• ISSN: 0377-2217
• DOI: 10.1016/s0377-2217(96)90015-6

✦ Synopsis

211 The virtual reality of financial-economic decision making E. Castagnoli and J. Spronk 214 A lattice approach for pricing of multivariate contingent claims N. Ekvall 229 A class of options with stochastic lives and an extension of the Black-Scholes formula L.P. Jennergren and B. Niislund 235 Fixed income linked life insurance policies with minimum guarantees: Pricing models and numerical results A.IL Bacinello and F. Ortu 250 Transaction costs and efficiency of portfolio strategies A. Pelsser and T. Vorst 264 Robust optimization models for managing callable bond portfolios C. Vassiadou-Zeniou and S.A. Zenios