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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 NOTE ON THE DAI–SINGLETON CANONICAL REPRESENTATION OF AFFINE TERM STRUCTURE MODELS [0.03%]
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TIME-CHANGED MARKOV PROCESSES IN UNIFIED CREDIT-EQUITY MODELING [0.03%]
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RISK-REWARD OPTIMIZATION WITH DISCRETE-TIME COHERENT RISK [0.03%]
Alexander S. Cherny Alexander S. Cherny
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HEDGING STRATEGIES AND MINIMAL VARIANCE PORTFOLIOS FOR EUROPEAN AND EXOTIC OPTIONS IN A LÉVY MARKET [0.03%]
Wing Yan Yip; David Stephens; Sofia Olhede Wing Yan Yip; David Stephens; Sofia Olhede
Mathematical finance. 2010;20(4):617-646. DOI:10.1111/j.1467-9965.2010.00414.x 2010
DISCRETE TIME HEDGING OF THE AMERICAN OPTION [0.03%]
S. Hussain; M. Shashiashvili S. Hussain; M. Shashiashvili
Mathematical finance. 2010;20(4):647-670. DOI:10.1111/j.1467-9965.2010.00415.x 2010
COMPLEX LOGARITHMS IN HESTON-LIKE MODELS [0.03%]
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Mathematical finance. 2010;20(4):671-694. DOI:10.1111/j.1467-9965.2010.00416.x 2010
TRACTABLE ROBUST EXPECTED UTILITY AND RISK MODELS FOR PORTFOLIO OPTIMIZATION [0.03%]
Karthik Natarajan; Melvyn Sim; Joline Uichanco Karthik Natarajan; Melvyn Sim; Joline Uichanco
Mathematical finance. 2010;20(4):695-731. DOI:10.1111/j.1467-9965.2010.00417.x 2010
MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS: A STOPPING GAME PERSPECTIVE [0.03%]
Luis H. R. Alvarez Luis H. R. Alvarez
Mathematical finance. 2010;20(4):733-751. DOI:10.1111/j.1467-9965.2010.00418.x 2010