Mathematical finance文章索引

期刊名：Mathematical finance

缩写：MATH FINANC

ISSN：0960-1627

e-ISSN：1467-9965

IF/分区：2.4/Q2

共收录本刊相关文章索引601条

CONVERGENCE OF AMERICAN OPTION VALUES FROM DISCRETE- TO CONTINUOUS-TIME FINANCIAL MODELS [0.03%]

Kaushik Amin; Ajay Khanna Kaushik Amin; Ajay Khanna

Mathematical finance. 1994;4(4):289-304. DOI:10.1111/j.1467-9965.1994.tb00059.x 1994

WHEN IS THE SHORT RATE MARKOVIAN? [0.03%]

Andrew Carverhill Andrew Carverhill

Mathematical finance. 1994;4(4):305-312. DOI:10.1111/j.1467-9965.1994.tb00060.x 1994

THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD [0.03%]

D. P. Kennedy D. P. Kennedy

Mathematical finance. 1994;4(3):247-258. DOI:10.1111/j.1467-9965.1994.tb00094.x 1994

A MULTIFACTOR GAUSS MARKOV IMPLEMENTATION OF HEATH, JARROW, AND MORTON [0.03%]

Alan Brace; Marek Musiela Alan Brace; Marek Musiela

Mathematical finance. 1994;4(3):259-283. DOI:10.1111/j.1467-9965.1994.tb00095.x 1994

ERRATUM [0.03%]

Mathematical finance. 1994;4(3):285-285. DOI:10.1111/j.1467-9965.1994.tb00096.x 1994

ANNOUNCEMENT [0.03%]

Mathematical finance. 1994;4(3):287-287. DOI:10.1111/j.1467-9965.1994.tb00097.x 1994

DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS [0.03%]

Philippe Artzner; Freddy Delbaen Philippe Artzner; Freddy Delbaen

Mathematical finance. 1995;5(3):187-195. DOI:10.1111/j.1467-9965.1995.tb00064.x 1995

ARBITRAGE IN SECURITIES MARKETS WITH SHORT-SALES CONSTRAINTS [0.03%]

Elyégs Jouini; Hédi Kallal Elyégs Jouini; Hédi Kallal

Mathematical finance. 1995;5(3):197-232. DOI:10.1111/j.1467-9965.1995.tb00065.x 1995

EXISTENCE OF A NONNEGATIVE EQUILIBRIUM PRICE VECTOR IN THE MEAN-VARIANCE CAPITAL MARKET [0.03%]

Hiroshi Konno; Hiroshi Shirakawa Hiroshi Konno; Hiroshi Shirakawa

Mathematical finance. 1995;5(3):233-246. DOI:10.1111/j.1467-9965.1995.tb00066.x 1995

OPTIMAL INVESTMENT OF A LIFE INTEREST [0.03%]

S. D. Jacka S. D. Jacka

Mathematical finance. 1995;5(4):279-296. DOI:10.1111/j.1467-9965.1995.tb00068.x 1995