Journal of banking and finance

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  Año 2005, Vol. 29, Número 11

  • Thirty years of continuous-time finance

    Giovanni Barone-Adesi

    pág. 2699

    

  • From measure changes to time changes in asset pricing

    Hélyette Geman

    págs. 2701-2722

    

  • Unspanned stochastic volatility and fixed income derivatives pricing

    Bob Goldstein, Jaime Casassus, Pierre Collin-Dufresne

    págs. 2723-2749

    

  • Credit risk modeling with affine processes

    Darrell Duffie

    págs. 2751-2802

    

  • Large traders, hidden arbitrage, and complete markets

    Robert A. Jarrow, Philip Protter

    págs. 2803-2820

    

  • Intertemporal asset allocation: A comparison of methods

    Jérôme Detemple, Marcel Rindisbacher, René Garcia

    págs. 2821-2848

    

  • Asset pricing with heterogeneous beliefs

    Suleyman Basak

    págs. 2849-2881

    

  • Risk management implications of time-inconsistency: Model updating and recalibration of no-arbitrage models

    Andrea Buraschi, Francesco Corielli

    págs. 2883-2907

    

  • The saga of the American put

    Giovanni Barone-Adesi

    págs. 2909-2918