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Portait, R., 321, 667Potters, M., 508, 668Pozo, R., 607, 668Praetz, P. D., 19, 84, 679Prakasa Rao, B. L. S., 473, 493, 679Pratt, J. W., 408, 679Protter, P., 125, 127, 174, 176, 184,
Rachev, S. T., 82, 674Randall, C., 600, 680Rao, C. R., 80, 679Rapisarda, F., 509, 669Raviart, P. A., 611, 679Rebolledo, R., 143, 569, 678Renault, E., 441, 672Revuz, D., 147, 184, 263, 304, 306, 308,
328, 348, 486, 679Richtmeyer, R., 600, 605, 679Ripley, B. D., 577, 679Rochet, J. C., 350, 352, 672
Rogers, L. C. G., 186, 273, 679Rogers, L. C. G., 339, 679Romine, C., 607, 668Rosenfeld, E. R., 144, 676Ross, S. A., 103, 112, 144, 319, 337,
444, 446, 456, 457, 591, 592, 596,670, 679
Ross, S. M., 576, 679Rubinstein, M., 103, 386, 442, 591, 592,
596, 670, 679Runggaldier, W., 260, 569, 668Rutkowski, M., 381, 384, 542, 677
174, 674, 680Shiu, E. S. W., 131, 672Shreve, S. E., 106, 172, 175, 189, 195,
229, 271, 304, 306, 322, 338, 344,
Author Index 687
348, 387, 422, 425, 433, 445, 452,675
Singleton, K., 569, 671Sklar, A., 51, 680Smith, G. D., 600, 680Sondermann, D., 145, 337, 672, 680Sørensen, M., 20, 84, 493, 675Stahl, G., 68, 335, 391, 394, 496, 526,
678Staunton, M., 344, 490, 671Stegun, I. A., 14, 16, 18, 639, 657, 659,
667Stein, E. M., 473, 475, 680Stein, J. C., 473, 475, 680Straumann, D., 68, 69, 671Streller, A., 20, 84, 675Stricker, C., 520, 667Stroock, D. W., 160, 364, 680Stuart, A., 85, 680Stutzer, M. J., 386, 680Sun, T. S., 144, 677
Talay, D., 583, 680Tan, K. S., 577, 674Tanaka, H., 263, 680Tankov, P., 183, 441, 481, 670Tavella, D., 600, 680Taylor, H. M., 82, 676Taylor, S. J., 442, 680Thomas, J. M., 611, 679Thorp, E. O., 372, 386, 403, 408, 680Tobin, J., 403, 408, 412, 680, 681Toy, W., 144, 668Traub, J., 577, 677Tubaro, L., 583, 680Turnbull, S., 473, 475, 676
Usmen, N., 85, 88, 494, 676
van der Hoek, J., 199, 591, 596, 671,681
van der Vorst, H., 607, 668Varadhan, S. R. S., 160, 364, 680Vasicek, O. A., 107, 144, 241, 243, 681Vassalou, M., 408, 677von Neumann, J., 419, 681
674, 680, 681Wei, L., 131, 681Whaley, R., 444, 671White, A., 145, 473, 475, 674Wiggins, J. B., 473, 475, 681Willard, G. A., 376, 377, 455, 676Williams, D., 186, 273, 679Williams, J. B., 372, 681Wilmott, P., 600, 681Wolf, M., 444, 675Wu, L., 509, 669Wu, R., 131, 681