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期刊名：Mathematical finance

缩写：MATH FINANC

ISSN：0960-1627

e-ISSN：1467-9965

IF/分区：2.4/Q2

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共收录本刊相关文章索引601条
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
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A DIFFUSION MODEL FOR ELECTRICITY PRICES [0.03%]
M. T. Barlow M. T. Barlow
Mathematical finance. 2002;12(4):287-298. DOI:10.1111/j.1467-9965.2002.tb00125.x 2002
PASSPORT OPTIONS [0.03%]
Freddy Delbaen; Marc Yor Freddy Delbaen; Marc Yor
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MARKET SELECTION OF FINANCIAL TRADING STRATEGIES: GLOBAL STABILITY [0.03%]
Igor V. Evstigneev; Thorsten Hens; Klaus Reiner Schenk-Hoppé Igor V. Evstigneev; Thorsten Hens; Klaus Reiner Schenk-Hoppé
Mathematical finance. 2002;12(4):329-339. DOI:10.1111/j.1467-9965.2002.tb00127.x 2002
SEPARABLE TERM STRUCTURES AND THE MAXIMAL DEGREE PROBLEM [0.03%]
Damir Filipović Damir Filipović
Mathematical finance. 2002;12(4):341-349. DOI:10.1111/j.1467-9965.2002.tb00128.x 2002
VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION [0.03%]
Vicky Henderson Vicky Henderson
Mathematical finance. 2002;12(4):351-373. DOI:10.1111/j.1467-9965.2002.tb00129.x 2002
PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT [0.03%]
Mattias Jonsson; K. Ronnie Sircar Mattias Jonsson; K. Ronnie Sircar
Mathematical finance. 2002;12(4):375-409. DOI:10.1111/j.1467-9965.2002.tb00130.x 2002
MONOTONICITY AND CONVEXITY OF OPTION PRICES REVISITED [0.03%]
Masaaki Kijima Masaaki Kijima
Mathematical finance. 2002;12(4):411-425. DOI:10.1111/j.1467-9965.2002.tb00131.x 2002
PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS [0.03%]
Kenneth J. Singleton; Len Umantsev Kenneth J. Singleton; Len Umantsev
Mathematical finance. 2002;12(4):427-446. DOI:10.1111/j.1467-9965.2002.tb00132.x 2002
A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL [0.03%]
Friedrich Hubalek; Irene Klein; Josef Teichmayn Friedrich Hubalek; Irene Klein; Josef Teichmayn
Mathematical finance. 2002;12(4):447-451. DOI:10.1111/j.1467-9965.2002.tb00133.x 2002
PSEUDODIFFUSIONS AND QUADRATIC TERM STRUCTURE MODELS [0.03%]
Sergei Levendorskiǐ Sergei Levendorskiǐ
Mathematical finance. 2005;15(3):393-424. DOI:10.1111/j.1467-9965.2005.00226.x 2005