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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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THE WIENER–HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING [0.03%]
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PRICING AND HEDGING OF DERIVATIVES BASED ON NONTRADABLE UNDERLYINGS [0.03%]
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OPTIMAL DIVIDEND PAYMENTS WHEN CASH RESERVES FOLLOW A JUMP-DIFFUSION PROCESS [0.03%]
Mohamed Belhaj Mohamed Belhaj
Mathematical finance. 2010;20(2):313-325. DOI:10.1111/j.1467-9965.2010.00399.x 2010
AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL [0.03%]
Damiano Brigo; Naoufel El-Bachir Damiano Brigo; Naoufel El-Bachir
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OVERLAPPING SETS OF PRIORS AND THE EXISTENCE OF EFFICIENT ALLOCATIONS AND EQUILIBRIA FOR RISK MEASURES [0.03%]
Rose Anne Dana; C. Le Van Rose Anne Dana; C. Le Van
Mathematical finance. 2010;20(3):327-339. DOI:10.1111/j.1467-9965.2010.00402.x 2010
LOCAL WELL-POSEDNESS OF MUSIELA’S SPDE WITH LÉVY NOISE [0.03%]
Carlo Marinelli Carlo Marinelli
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PRICING OF HIGH-DIMENSIONAL AMERICAN OPTIONS BY NEURAL NETWORKS [0.03%]
Michael Kohler; Adam Krzyżak; Nebojsa Todorovic Michael Kohler; Adam Krzyżak; Nebojsa Todorovic
Mathematical finance. 2010;20(3):383-410. DOI:10.1111/j.1467-9965.2010.00404.x 2010
ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS [0.03%]
Michail Anthropelos; Gordan Žitković Michail Anthropelos; Gordan Žitković
Mathematical finance. 2010;20(3):411-446. DOI:10.1111/j.1467-9965.2010.00405.x 2010
ASYMPTOTIC BEHAVIOR OF DISTRIBUTION DENSITIES IN MODELS WITH STOCHASTIC VOLATILITY. I [0.03%]
Archil Gulisashvili; Elias M. Stein Archil Gulisashvili; Elias M. Stein
Mathematical finance. 2010;20(3):447-477. DOI:10.1111/j.1467-9965.2010.00406.x 2010
INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK [0.03%]
Ti Zhou Ti Zhou
Mathematical finance. 2010;20(3):479-507. DOI:10.1111/j.1467-9965.2010.00407.x 2010