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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 STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS [0.03%]
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HEATH–JARROW–MORTON INTEREST RATE DYNAMICS AND APPROXIMATELY CONSISTENT FORWARD RATE CURVES [0.03%]
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AN OLD-NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT [0.03%]
Aharon Ben-Tal; Marc Teboulle Aharon Ben-Tal; Marc Teboulle
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CALLABLE PUTS AS COMPOSITE EXOTIC OPTIONS [0.03%]
Christoph Kühn; Andreas E. Kyprianou Christoph Kühn; Andreas E. Kyprianou
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THE EIGENFUNCTION EXPANSION METHOD IN MULTI-FACTOR QUADRATIC TERM STRUCTURE MODELS [0.03%]
Nina Boyarchenko; Sergei Levendorskiǐ Nina Boyarchenko; Sergei Levendorskiǐ
Mathematical finance. 2007;17(4):503-539. DOI:10.1111/j.1467-9965.2007.00314.x 2007
ASSET PRICING WITH NO EXOGENOUS PROBABILITY MEASURE [0.03%]
Gianluca Cassese Gianluca Cassese
Mathematical finance. 2008;18(1):23-54. DOI:10.1111/j.1467-9965.2007.00321.x 2008
TERM STRUCTURES OF IMPLIED VOLATILITIES: ABSENCE OF ARBITRAGE AND EXISTENCE RESULTS [0.03%]
Martin Schweizer; Johannes Wissel Martin Schweizer; Johannes Wissel
Mathematical finance. 2008;18(1):77-114. DOI:10.1111/j.1467-9965.2007.00323.x 2008
SIMULATION-BASED PORTFOLIO OPTIMIZATION FOR LARGE PORTFOLIOS WITH TRANSACTION COSTS [0.03%]
Kumar Muthuraman; Haining Zha Kumar Muthuraman; Haining Zha
Mathematical finance. 2008;18(1):115-134. DOI:10.1111/j.1467-9965.2007.00324.x 2008
SOLVABLE AFFINE TERM STRUCTURE MODELS [0.03%]
Martino Grasselli; Claudio Tebaldi Martino Grasselli; Claudio Tebaldi
Mathematical finance. 2008;18(1):135-153. DOI:10.1111/j.1467-9965.2007.00325.x 2008
HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK–MERTON–SCHOLES? [0.03%]
Walter Schachermayer; Josef Teichmann Walter Schachermayer; Josef Teichmann
Mathematical finance. 2008;18(1):155-170. DOI:10.1111/j.1467-9965.2007.00326.x 2008