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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
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SCHUR CONVEX FUNCTIONALS: FATOU PROPERTY AND REPRESENTATION [0.03%]
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Mathematical finance. 2012;22(2):411-418. DOI:10.1111/j.1467-9965.2010.00464.x 2012
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THE TRACKING ERROR RATE OF THE DELTA-GAMMA HEDGING STRATEGY [0.03%]
Emmanuel Gobet; Azmi Makhlouf Emmanuel Gobet; Azmi Makhlouf
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NONREPLICATION OF OPTIONS [0.03%]
Christos Kountzakis; Ioannis A. Polyrakis; Foivos Xanthos Christos Kountzakis; Ioannis A. Polyrakis; Foivos Xanthos
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EQUILIBRIUM ASSET AND OPTION PRICING UNDER JUMP DIFFUSION [0.03%]
Jin E. Zhang; Huimin Zhao; Eric C. Chang Jin E. Zhang; Huimin Zhao; Eric C. Chang
Mathematical finance. 2012;22(3):0-0. DOI:10.1111/j.1467-9965.2010.00468.x 2012
VALUATION OF CONTINUOUSLY MONITORED DOUBLE BARRIER OPTIONS AND RELATED SECURITIES [0.03%]
Mitya Boyarchenko; Sergei Levendorskiĭ Mitya Boyarchenko; Sergei Levendorskiĭ
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ON THE EXISTENCE OF THE ENDOGENOUS MORTGAGE RATE PROCESS [0.03%]
Yevgeny Goncharov Yevgeny Goncharov
Mathematical finance. 2012;22(3):0-0. DOI:10.1111/j.1467-9965.2010.00470.x 2012
HAZARD PROCESSES AND MARTINGALE HAZARD PROCESSES [0.03%]
Delia Coculescu; Ashkan Nikeghbali Delia Coculescu; Ashkan Nikeghbali
Mathematical finance. 2012;22(3):0-0. DOI:10.1111/j.1467-9965.2010.00471.x 2012
ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS [0.03%]
Jim Gatheral; Elton P. Hsu; Peter Laurence; Cheng Ouyang; Tai-Ho Wang Jim Gatheral; Elton P. Hsu; Peter Laurence; Cheng Ouyang; Tai-Ho Wang
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ROBUST BOUNDS FOR FORWARD START OPTIONS [0.03%]
David Hobson; Anthony Neuberger David Hobson; Anthony Neuberger
Mathematical finance. 2012;22(1):31-56. DOI:10.1111/j.1467-9965.2010.00473.x 2012