Numerical Methods in Finance

1. Corporate Debt Valuation: The Structural Approach
Pascal François

2. Bessel Processes and Asian Options
Daniel Dufresne

3. Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty
Jean-Pierre Aubin, Dominique Pujal, Patrick Saint-Pierre

4. The Robust Control Approach to Option Pricing and Interval Models: An Overview
Pierre Bernhard

5. A Finite Element Method for Two Factor Convertible Bonds
Javier Frutos

6. On Numerical Methods and the Valuation of American Options
Mondher Bellaiah

7. Valuing American Contingent Claims when Time to Maturity is Uncertain
Tony Berrada

8. Foreign Direct Investment: The Incentive to Expropriate and the Cost of Expropriation Risk
Ephraim Clark

9. Exact Multivariate Tests of Asset Pricing Models with Stable Asymmetric Distributions
Marie-Claude Beaulieu, Jean-Marie Dufour, Lynda Khalaf

10. A Stochastic Discount Factor-Based Approach for Fixed-Income Mutual Fund Performance Evaluation
Mohamed A. Ayadi, Lawrence Kryzanowski

11. Portfolio Selection with Skewness
Phelim Boyle, Brian Ding

12. Continuous Min-Max Approach for Single Period Portfolio Selection Problem
Nalan Gülpmar, Berç Rustem

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Nyckelord: BUSINESS & ECONOMICS / Management Science BUS042000