Communications in Mathematical Finance
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Volume 2, Issue 2
- Optimal Option Pricing via Esscher Transforms with the Meixner Process Bright O. Osu
- Immunization Theory Revisited: Convex Hedges and Immunization Bounds between Bonds and Swaps Werner Hürlimann
- Stability Analysis of Heston Characteristic Function with Optimal Volatility Parameters Kodwo Annan, Alidu Salifu and Daniel Ngugi
