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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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CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE [0.03%]
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CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM [0.03%]
Abel Cadenillas; Tahir Choulli; Michael Taksar; Lei Zhang Abel Cadenillas; Tahir Choulli; Michael Taksar; Lei Zhang
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STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA-DAY DATA [0.03%]
G. Yin; Q. Zhang; F. Liu; R. H. Liu; Y. Cheng G. Yin; Q. Zhang; F. Liu; R. H. Liu; Y. Cheng
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VALUATION OF FLOATING RANGE NOTES IN LÉVY TERM-STRUCTURE MODELS [0.03%]
Ernst Eberlein; Wolfgang Kluge Ernst Eberlein; Wolfgang Kluge
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PRICING EQUITY DERIVATIVES SUBJECT TO BANKRUPTCY [0.03%]
Vadim Linetsky Vadim Linetsky
Mathematical finance. 2006;16(2):255-282. DOI:10.1111/j.1467-9965.2006.00271.x 2006
PORTFOLIO OPTIMIZATION WITH DOWNSIDE CONSTRAINTS [0.03%]
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Mathematical finance. 2006;16(2):283-299. DOI:10.1111/j.1467-9965.2006.00272.x 2006
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Mathematical finance. 2006;16(2):301-335. DOI:10.1111/j.1467-9965.2006.00273.x 2006
NONPARAMETRIC KERNEL-BASED SEQUENTIAL INVESTMENT STRATEGIES [0.03%]
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OPTIMAL STATIC–DYNAMIC HEDGES FOR BARRIER OPTIONS [0.03%]
Aytaç İlhan; Ronnie Sircar Aytaç İlhan; Ronnie Sircar
Mathematical finance. 2006;16(2):359-385. DOI:10.1111/j.1467-9965.2006.00275.x 2006