Continued as Surveys in Operations Research and Management Science;
Volume 15pp. 1 - 1014 • 2007
Financial Engineering
Volume 14pp. 1 - 784 • 2007
Transportation
Volume 13pp. 1 - 678 • 2006
Simulation
Volume 12pp. 1 - 607 • 2005
Discrete Optimization
Volume 11pp. 1 - 765 • 2003
Supply Chain Management: Design Coordination and Operation
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Introduction to the Handbook of Financial Engineering

John R. Birge, Vadim Linetsky
2007
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Chapter 1 An Introduction to Financial Asset Pricing

Robert A. Jarrow, Philip Protter
2007
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Chapter 2 Jump-Diffusion Models for Asset Pricing in Financial Engineering

S.G. Kou
2007
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Chapter 3 Modeling Financial Security Returns Using Lévy Processes

Liuren Wu
2007
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Chapter 4 Pricing with Wishart Risk Factors

Christian Gourieroux, Razvan Sufana
2007
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Chapter 5 Volatility

Federico M. Bandi, Jeffrey R. Russell
2007
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Chapter 6 Spectral Methods in Derivatives Pricing

Vadim Linetsky
2007
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Chapter 7 Variational Methods in Derivatives Pricing

Liming Feng, ... Michael Marcozzi
2007
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