Review of Finance

Articles

Brian Huge and David Lando

Swap Pricing with Two-Sided Default Risk in a Rating-Based Model
European Finance Review 1999 3: 239-268; doi:10.1023/A:1009845829179 [PDF] [Request Permissions]  

Georges Hübner

Comment on ‘Swap Pricing with Two-Sided Default Risk in a Rating-Based Model’
European Finance Review 1999 3: 269-272; doi:10.1023/A:1009804813249 [PDF] [Request Permissions]  

George J. Jiang and Pieter J. van der Sluis

Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates
European Finance Review 1999 3: 273-310; doi:10.1023/A:1009860926279 [Abstract] [PDF] [Request Permissions]  

Bent Jesper Christensen

Comment on ‘Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates’
European Finance Review 1999 3: 311-317; doi:10.1023/A:1009868019690 [PDF] [Request Permissions]  

Dietmar P. J. Leisen

Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk
European Finance Review 1999 3: 319-342; doi:10.1023/A:1009837117736 [Abstract] [PDF] [Request Permissions]  

Hans-Peter Bermin

Comment on ‘Valuation of Barrier Options in a Black–Scholes Setup with Jump Risk’
European Finance Review 1999 3: 343-345; doi:10.1023/A:1009865221699 [PDF] [Request Permissions]  

Claus Munk

The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices
European Finance Review 1999 3: 347-388; doi:10.1023/A:1009856830088 [Abstract] [PDF] [Request Permissions]  

Thaleia Zariphopoulou

Comment on ‘The Valuation of Contingent Claims under Portfolio Constraints: Reservation Buying and Selling Prices’
European Finance Review 1999 3: 389-392; doi:10.1023/A:1009808914158 [PDF] [Request Permissions]  

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