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期刊名：Finance and stochastics

缩写：FINANC STOCH

ISSN：0949-2984

e-ISSN：1432-1122

IF/分区：1.1/Q3

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共收录本刊相关文章索引617条
Optimizing the terminal wealth under partial information: The drift process as a continuous time Markov chain [0.03%] 部分信息下的终端财富优化：连续时间马尔可夫链的漂移过程
Jörn Sass; Ulrich G. Haussmann Jörn Sass; Ulrich G. Haussmann
Q31.12024 Finance and Stochastics. 2004;8(4):553-577. DOI:10.1007/s00780-004-0132-9 2004
Comparison of Option Prices in Semimartingale Models [0.03%] 半鞅模型中期权价格的比较
Jan Bergenthum; Ludger Rüschendorf Jan Bergenthum; Ludger Rüschendorf
Q31.12024 Finance and Stochastics. 2006;10(2):222-249. DOI:10.1007/s00780-006-0001-9 2006
Option Pricing for Pure Jump Processes with Markov Switching Compensators [0.03%] 具有马尔可夫切换补偿器的纯跳跃过程的期权定价
Robert J. Elliott; Carlton-James U. Osakwe Robert J. Elliott; Carlton-James U. Osakwe
Q31.12024 Finance and Stochastics. 2006;10(2):250-275. DOI:10.1007/s00780-006-0004-6 2006
Another look at the integral of exponential Brownian motion and the pricing of Asian options [0.03%] 再看指数布朗运动的积分和亚式期权的定价
Lyasoff, Andrew Lyasoff
Q31.12024 Finance and Stochastics. 2016;20(4):1061-1096. DOI:10.1007/s00780-016-0307-1 2016
A note on invariant measures for HJM models [0.03%] 关于HJM模型不变测度的注记
Michael Tehranchi Michael Tehranchi
Q31.12024 Finance and Stochastics. 2005;9(3):389-398. DOI:10.1007/s00780-004-0143-6 2005
An exact analytical solution for discrete barrier options [0.03%] 离散障碍期权的精确解析解
Gianluca Fusai; I. David Abrahams; Carlo Sgarra Gianluca Fusai; I. David Abrahams; Carlo Sgarra
Q31.12024 Finance and Stochastics. 2006;10(1):1-26. DOI:10.1007/s00780-005-0170-y 2006
Non-implementability of Arrow–Debreu equilibria by continuous trading under volatility uncertainty [0.03%] 波动不确定性下连续交易的Arrow-Debreu均衡的不可实现性
Beissner, Patrick; Riedel, Frank Beissner
Q31.12024 Finance and Stochastics. 2018;():-. DOI:10.1007/s00780-018-0362-x 2018
The Jacobi stochastic volatility model [0.03%] Jacobi随机波动模型
Ackerer, Damien; Filipović, Damir; Pulido et al. Ackerer et al.
Q31.12024 Finance and Stochastics. 2018;():-. DOI:10.1007/s00780-018-0364-8 2018
Inf-convolution of risk measures and optimal risk transfer [0.03%] 风险度量的信息卷积与最优风险转移
Pauline Barrieu; Nicole El Karoui Pauline Barrieu; Nicole El Karoui
Q31.12024 Finance and Stochastics. 2005;9(2):269-298. DOI:10.1007/s00780-005-0152-0 2005
Utility maximization and risk minimization in life and pension insurance [0.03%] 寿险和养老保险中的效用最大化和风险最小化
Peter Holm Nielsen Peter Holm Nielsen
Q31.12024 Finance and Stochastics. 2006;10(1):75-97. DOI:10.1007/s00780-005-0166-7 2006