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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
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
VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS [0.03%]
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OPTIMAL STOCK SELLING/BUYING STRATEGY WITH REFERENCE TO THE ULTIMATE AVERAGE [0.03%]
Min Dai; Yifei Zhong Min Dai; Yifei Zhong
Mathematical finance. 2012;22(1):165-184. DOI:10.1111/j.1467-9965.2010.00456.x 2012
INCORPORATING RISK AND AMBIGUITY AVERSION INTO A HYBRID MODEL OF DEFAULT [0.03%]
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Mathematical finance. 2012;22(1):57-81. DOI:10.1111/j.1467-9965.2010.00457.x 2012
FORECASTING VOLATILITY WITH THE MULTIFRACTAL RANDOM WALK MODEL [0.03%]
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GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY [0.03%]
Verena Goldammer; Uwe Schmock Verena Goldammer; Uwe Schmock
Mathematical finance. 2012;22(1):185-213. DOI:10.1111/j.1467-9965.2010.00459.x 2012
SERIES EXPANSION OF THE SABR JOINT DENSITY [0.03%]
Qi Wu Qi Wu
Mathematical finance. 2012;22(2):310-345. DOI:10.1111/j.1467-9965.2010.00460.x 2012
BETTER THAN DYNAMIC MEAN-VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM [0.03%]
Xiangyu Cui; Duan Li; Shouyang Wang; Shushang Zhu Xiangyu Cui; Duan Li; Shouyang Wang; Shushang Zhu
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LIQUIDITY IN A BINOMIAL MARKET [0.03%]
Selim Gökay; Halil Mete Soner Selim Gökay; Halil Mete Soner
Mathematical finance. 2012;22(2):250-276. DOI:10.1111/j.1467-9965.2010.00462.x 2012
SKEWNESS-AWARE ASSET ALLOCATION: A NEW THEORETICAL FRAMEWORK AND EMPIRICAL EVIDENCE [0.03%]
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Mathematical finance. 2012;22(2):379-410. DOI:10.1111/j.1467-9965.2010.00463.x 2012