首页 文献索引 SCI期刊 AI助手
期刊目录筛选

期刊名：Mathematical finance

缩写：MATH FINANC

ISSN：0960-1627

e-ISSN：1467-9965

IF/分区：2.4/Q2

文章目录 更多期刊信息

共收录本刊相关文章索引601条
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
STOCK LOANS [0.03%]
Jianming Xia; Xun Yu Zhou Jianming Xia; Xun Yu Zhou
Mathematical finance. 2007;17(2):307-317. DOI:10.1111/j.1467-9965.2006.00305.x 2007
MODELING LIQUIDITY EFFECTS IN DISCRETE TIME [0.03%]
Umut Çetin; L. C. G. Rogers Umut Çetin; L. C. G. Rogers
Mathematical finance. 2007;17(1):15-29. DOI:10.1111/j.1467-9965.2007.00292.x 2007
SELF-DECOMPOSABILITY AND OPTION PRICING [0.03%]
Peter Carr; Hélyette Geman; Dilip B. Madan; Marc Yor Peter Carr; Hélyette Geman; Dilip B. Madan; Marc Yor
Mathematical finance. 2007;17(1):31-57. DOI:10.1111/j.1467-9965.2007.00293.x 2007
HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE-LIFTING [0.03%]
H. Mete Soner; Nizar Touzi H. Mete Soner; Nizar Touzi
Mathematical finance. 2007;17(1):59-79. DOI:10.1111/j.1467-9965.2007.00294.x 2007
THEORY AND CALIBRATION OF SWAP MARKET MODELS [0.03%]
S. Galluccio; J.-M. Ly; Z. Huang; O. Scaillet S. Galluccio; J.-M. Ly; Z. Huang; O. Scaillet
Mathematical finance. 2007;17(1):111-141. DOI:10.1111/j.1467-9965.2007.00296.x 2007
MONOTONICITY PROPERTIES OF OPTIMAL INVESTMENT STRATEGIES FOR LOG-BROWNIAN ASSET PRICES [0.03%]
Christer Borell Christer Borell
Mathematical finance. 2007;17(1):143-153. DOI:10.1111/j.1467-9965.2007.00297.x 2007
CORRELATED DEFAULTS IN INTENSITY-BASED MODELS [0.03%]
Fan Yu Fan Yu
Mathematical finance. 2007;17(2):155-173. DOI:10.1111/j.1467-9965.2007.00298.x 2007
OPTIMAL CONTINUOUS-TIME HEDGING WITH LEPTOKURTIC RETURNS [0.03%]
Aleš Černý Aleš Černý
Mathematical finance. 2007;17(2):175-203. DOI:10.1111/j.1467-9965.2007.00299.x 2007
PORTFOLIO MANAGEMENT WITH CONSTRAINTS [0.03%]
Phelim Boyle; Weidong Tian Phelim Boyle; Weidong Tian
Mathematical finance. 2007;17(3):319-343. DOI:10.1111/j.1467-9965.2007.00306.x 2007
PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPS [0.03%]
Erik Ekström; Johan Tysk Erik Ekström; Johan Tysk
Mathematical finance. 2007;17(3):381-397. DOI:10.1111/j.1467-9965.2007.00308.x 2007