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@article{DBLP:journals/fs/BjorkG99,
  author       = {Tomas Bj{\"{o}}rk and
                  Andrea Gombani},
  title        = {Minimal realizations of interest rate models},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {4},
  pages        = {413--432},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050069},
  doi          = {10.1007/S007800050069},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/BjorkG99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/BroadieGK99,
  author       = {Mark Broadie and
                  Paul Glasserman and
                  Shing{-}Gang Kou},
  title        = {Connecting discrete and continuous path-dependent options},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {1},
  pages        = {55--82},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050052},
  doi          = {10.1007/S007800050052},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/BroadieGK99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Browne99,
  author       = {Sid Browne},
  title        = {Beating a moving target: Optimal portfolio strategies for outperforming
                  a stochastic benchmark},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {3},
  pages        = {275--294},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050063},
  doi          = {10.1007/S007800050063},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Browne99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CadenillasP99,
  author       = {Abel Cadenillas and
                  Stanley R. Pliska},
  title        = {Optimal trading of a security when there are taxes and transaction
                  costs},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {2},
  pages        = {137--165},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050055},
  doi          = {10.1007/S007800050055},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CadenillasP99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/ConstantinidesZ99,
  author       = {George M. Constantinides and
                  Thaleia Zariphopoulou},
  title        = {Bounds on prices of contingent claims in an intertemporal economy
                  with proportional transaction costs and general preferences},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {3},
  pages        = {345--369},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050066},
  doi          = {10.1007/S007800050066},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/ConstantinidesZ99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CvitanicK99,
  author       = {Jaksa Cvitanic and
                  Ioannis Karatzas},
  title        = {On dynamic measures of risk},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {4},
  pages        = {451--482},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050071},
  doi          = {10.1007/S007800050071},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CvitanicK99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/CvitanicPT99,
  author       = {Jaksa Cvitanic and
                  Huy{\^{e}}n Pham and
                  Nizar Touzi},
  title        = {A closed-form solution to the problem of super-replication under transaction
                  costs},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {1},
  pages        = {35--54},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050051},
  doi          = {10.1007/S007800050051},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/CvitanicPT99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/DritschelP99,
  author       = {Michael Dritschel and
                  Philip Protter},
  title        = {Complete markets with discontinuous security price},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {2},
  pages        = {203--214},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050058},
  doi          = {10.1007/S007800050058},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/DritschelP99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/FollmerL99,
  author       = {Hans F{\"{o}}llmer and
                  Peter Leukert},
  title        = {Quantile hedging},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {3},
  pages        = {251--273},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050062},
  doi          = {10.1007/S007800050062},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/FollmerL99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/FournieLLLT99,
  author       = {Eric Fourni{\'{e}} and
                  Jean{-}Michel Lasry and
                  J{\'{e}}r{\^{o}}me Lebuchoux and
                  Pierre{-}Louis Lions and
                  Nizar Touzi},
  title        = {Applications of Malliavin calculus to Monte Carlo methods in finance},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {4},
  pages        = {391--412},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050068},
  doi          = {10.1007/S007800050068},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/FournieLLLT99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Gallus99,
  author       = {Christoph Gallus},
  title        = {Exploding hedging errors for digital options},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {2},
  pages        = {187--201},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050057},
  doi          = {10.1007/S007800050057},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Gallus99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/HuangZ99,
  author       = {Chi{-}Fu Huang and
                  Thaleia Zariphopoulou},
  title        = {Turnpike behavior of long-term investments},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {1},
  pages        = {15--34},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050050},
  doi          = {10.1007/S007800050050},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/HuangZ99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/JarrowM99,
  author       = {Robert Jarrow and
                  Dilip B. Madan},
  title        = {Hedging contingent claims on semimartingales},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {1},
  pages        = {111--134},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050054},
  doi          = {10.1007/S007800050054},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/JarrowM99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Kabanov99,
  author       = {Yuri M. Kabanov},
  title        = {Hedging and liquidation under transaction costs in currency markets},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {2},
  pages        = {237--248},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050061},
  doi          = {10.1007/S007800050061},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Kabanov99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/KhannaK99,
  author       = {Ajay Khanna and
                  Martin Kulldorff},
  title        = {A generalization of the mutual fund theorem},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {2},
  pages        = {167--185},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050056},
  doi          = {10.1007/S007800050056},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/KhannaK99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/KnudsenMZ99,
  author       = {Thomas S. Knudsen and
                  Bernhard Meister and
                  Mihail Zervos},
  title        = {On the relationship of the dynamic programming approach and the contingent
                  claim approach to asset valuation},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {4},
  pages        = {433--449},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050070},
  doi          = {10.1007/S007800050070},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/KnudsenMZ99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/LaurentP99,
  author       = {Jean Paul Laurent and
                  Huy{\^{e}}n Pham},
  title        = {Dynamic programming and mean-variance hedging},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {1},
  pages        = {83--110},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050053},
  doi          = {10.1007/S007800050053},
  timestamp    = {Sun, 02 Oct 2022 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/LaurentP99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Mordecki99,
  author       = {Ernesto Mordecki},
  title        = {Optimal stopping for a diffusion with jumps},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {2},
  pages        = {227--236},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050060},
  doi          = {10.1007/S007800050060},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Mordecki99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Norberg99,
  author       = {Ragnar Norberg},
  title        = {A theory of bonus in life insurance},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {4},
  pages        = {373--390},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050067},
  doi          = {10.1007/S007800050067},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Norberg99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Pedersen99,
  author       = {Jan Pedersen},
  title        = {Convergence of strategies: An approach using Clark-Haussmann's formula},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {3},
  pages        = {323--344},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050065},
  doi          = {10.1007/S007800050065},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Pedersen99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Platen99,
  author       = {Eckhard Platen},
  title        = {A short term interest rate model},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {2},
  pages        = {215--225},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050059},
  doi          = {10.1007/S007800050059},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Platen99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Vargiolu99,
  author       = {Tiziano Vargiolu},
  title        = {Invariant measures for the Musiela equation with deterministic diffusion
                  term},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {4},
  pages        = {483--492},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050072},
  doi          = {10.1007/S007800050072},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Vargiolu99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/Villeneuve99,
  author       = {St{\'{e}}phane Villeneuve},
  title        = {Exercise regions of American options on several assets},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {3},
  pages        = {295--322},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050064},
  doi          = {10.1007/S007800050064},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/Villeneuve99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

@article{DBLP:journals/fs/WillingerTT99,
  author       = {Walter Willinger and
                  Murad S. Taqqu and
                  Vadim Teverovsky},
  title        = {Stock market prices and long-range dependence},
  journal      = {Finance Stochastics},
  volume       = {3},
  number       = {1},
  pages        = {1--13},
  year         = {1999},
  url          = {https://doi.org/10.1007/s007800050049},
  doi          = {10.1007/S007800050049},
  timestamp    = {Wed, 22 Jul 2020 01:00:00 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/WillingerTT99.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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