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

OPTION PRICING USING THE TERM STRUCTURE OF INTEREST RATES TO HEDGE SYSTEMATIC DISCONTINUITIES IN ASSET RETURNS [0.03%]

Robert Jarrow; Dilip Madan Robert Jarrow; Dilip Madan

Mathematical finance. 1995;5(4):311-336. DOI:10.1111/j.1467-9965.1995.tb00070.x 1995

INFINITE HORIZON INCOMPLETE MARKETS WITH A CONTINUUM OF STATES [0.03%]

Aloisio Araujo; Paulo K. Monteiro; M´rio Rui P´ascoa Aloisio Araujo; Paulo K. Monteiro; M´rio Rui P´ascoa

Mathematical finance. 1996;6(2):119-132. DOI:10.1111/j.1467-9965.1996.tb00074.x 1996

INCOMPLETE MARKETS IN INFINITE HORIZON: DEBT CONSTRAINTS VERSUS NODE PRICES [0.03%]

Monique Florenzano; Pascal Gourdel Monique Florenzano; Pascal Gourdel

Mathematical finance. 1996;6(2):167-196. DOI:10.1111/j.1467-9965.1996.tb00076.x 1996

WIENER CHAOS: A NEW APPROACH TO OPTION HEDGING [0.03%]

Vincent Lacoste Vincent Lacoste

Mathematical finance. 1996;6(2):197-213. DOI:10.1111/j.1467-9965.1996.tb00077.x 1996

PRICING OF AMERICAN PATH-DEPENDENT CONTINGENT CLAIMS [0.03%]

Jérôme Barraquand; Thierry Pudet Jérôme Barraquand; Thierry Pudet

Mathematical finance. 1996;6(1):17-51. DOI:10.1111/j.1467-9965.1996.tb00111.x 1996

DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT [0.03%]

Sergio Pastorello Sergio Pastorello

Mathematical finance. 1996;6(1):111-117. DOI:10.1111/j.1467-9965.1996.tb00114.x 1996

PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS [0.03%]

Masaaki Kijima; Masamitsu Ohnishi Masaaki Kijima; Masamitsu Ohnishi

Mathematical finance. 1996;6(3):237-277. DOI:10.1111/j.1467-9965.1996.tb00116.x 1996

CHOQUET PRICING FOR FINANCIAL MARKETS WITH FRICTIONS [0.03%]

A. Chateauneuf; R. Kast; A. Lapied A. Chateauneuf; R. Kast; A. Lapied

Mathematical finance. 1996;6(3):323-330. DOI:10.1111/j.1467-9965.1996.tb00119.x 1996

GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES [0.03%]

Robert Goldstein; Fernando Zapatero Robert Goldstein; Fernando Zapatero

Mathematical finance. 1996;6(3):331-340. DOI:10.1111/j.1467-9965.1996.tb00120.x 1996

ERRATUM TO “A STOCHASTIC EXTENSION OF THE MILLER-MODIGLIANI FRAMEWORK” [0.03%]

P. Sethi; N. A. Derzko; L. P. Lehoczky P. Sethi; N. A. Derzko; L. P. Lehoczky

Mathematical finance. 1996;6(4):407-408. DOI:10.1111/j.1467-9965.1996.tb00124.x 1996