No label defined (Q4490682)

The articles of this volume will be reviewed individually. Vol. 1 has been reviewed (see Zbl 0968.91001). Indexed articles: \textit{Aït-Sahalia, Yacine}, Transition densities for interest rate and other nonlinear diffusions, 1-34 [Zbl 1013.91505] \textit{Weigend, Andreas S.; Shi, Shanming}, Hidden Markov experts, 35-70 [Zbl 0976.91055] \textit{Bertsimas, Dimitris; Kogan, Leonid; Lo, Andrew W.}, When is time continuous?, 71-102 [Zbl 0976.91053] \textit{Geman, Helyette; Madan, Dilip B.; Yor, Marc}, Asset prices are Brownian motion: Only in business time, 103-146 [Zbl 1134.91019] \textit{Sircar, K. Ronnie}, Hedging under stochastic volatility, 147-162 [Zbl 0987.91039] \textit{Carr, Peter; Madan, Dilip}, Determining volatility surfaces and option values from an implied volatility smile, 163-191 [Zbl 1012.91017] \textit{Coleman, Thomas F.; Li, Yuying; Verma, Arun}, Reconstructing the unknown local volatility function, 192-215 [Zbl 0976.91019] \textit{Laurent, Jean-Paul; Leisen, Dietmar P. J.}, Building a consistent pricing model from observed option prices, 216-238 [Zbl 0976.91041] \textit{Avellaneda, Marco; Buff, Robert; Friedman, Craig; Grandechamp, Nicolas; Kruk, Lukasz; Newman, Joshua}, Weighted Monte Carlo: A new technique for calibrating asset-pricing models, 239-265 [Zbl 0976.91017] \textit{Levin, Alexander}, One- and multi-factor valuation of mortgages: Computational problems and shortcuts, 266-294 [Zbl 0979.35025] \textit{Carr, Peter; Yang, Guang}, Simulating Bermudan interest rate derivatives, 295-316 [Zbl 0976.91023] \textit{Lipton, Alexander}, How to use self-similarities to discover similarities of path-dependent options, 317-334 [Zbl 0985.91028] \textit{Cárdenas, Juan D.; Fruchard, Emmanuel; Picron, Jean-François; Reyes, Cecilia; Walters, Kristen; Yang, Weiming}, Monte Carlo within a day, 335-345 [Zbl 0976.91054] \textit{Wyatt, Katherine}, Decomposition and search techniques in disjunctive programs for portfolio selection, 346-359 [Zbl 0987.91029]