Applied Mathematical Finance, Volume 19, Issue 4 (2012)

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Applied Mathematical Finance, Volume 19, Issue 4 (2012)

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Original Articles

Article
Determination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean
Henryk Gzyl & Silvia Mayoral
Pages: 299-312
Published online: 03 Jan 2012
AbstractforDetermination of the Probability Distribution Measures from Market Option Prices Using the Method of Maximum Entropy in the Mean | Full Text | References | PDF (192.4 KB)
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Article
A General Formula for Option Prices in a Stochastic Volatility Model
Stephen Chin & Daniel Dufresne
Pages: 313-340
Published online: 04 Jan 2012
AbstractforA General Formula for Option Prices in a Stochastic Volatility Model | Full Text | References | PDF (275.6 KB)
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Article
On the Spurious Correlation Between Sample Betas and Mean Returns
Moshe Levy
Pages: 341-360
Published online: 09 Nov 2011
AbstractforOn the Spurious Correlation Between Sample Betas and Mean Returns | Full Text | References | PDF (482.5 KB)
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Article
Pricing Fixed-Income Securities in an Information-Based Framework
Lane P. Hughston & Andrea Macrina
Pages: 361-379
Published online: 06 Feb 2012
AbstractforPricing Fixed-Income Securities in an Information-Based Framework | Full Text | References | PDF (169 KB)
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