On the use of optimization models for portfolio selection: A review and some computational results Panos M. PardalosMattias SandströmCostas Zopounidis OriginalPaper Pages: 227 - 244
A fast algorithm for computing integrals in function spaces: Financial applications A. Eydeland OriginalPaper Pages: 277 - 285
Numerical schemes for investment models with singular transactions Agnès TourinThaleia Zariphopoulou OriginalPaper Pages: 287 - 307
Jump-diffusion processes in the foreign exchange markets and the release of macroeconomic news Gordon JohnsonThomas Schneeweis OriginalPaper Pages: 309 - 329