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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
Hedging and Portfolio Optimization in Financial Markets with a Large Trader [0.03%] 大型交易者在金融市场中的套期保值和投资组合优化
Peter Bank; Dietmar Baum Peter Bank; Dietmar Baum
Mathematical finance. 2004;14(1):1-18. DOI:10.1111/j.0960-1627.2004.00179.x 2004
RISK-AVERSION BEHAVIOR IN CONSUMPTION/INVESTMENT PROBLEMS [0.03%] 消费/投资问题中的风险转换行为
E. Presman; S. Sethi E. Presman; S. Sethi
Mathematical finance. 1991;1(1):100-124. DOI:10.1111/j.1467-9965.1991.tb00005.x 1991
A NEW METHOD OF PRICING LOOKBACK OPTIONS [0.03%] 一种新的回溯期权定价方法
Peter Buchen; Otto Konstandatos Peter Buchen; Otto Konstandatos
Mathematical finance. 2005;15(2):245-259. DOI:10.1111/j.0960-1627.2005.00219.x 2005
OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK [0.03%] 大型投资者的最优消费和投资：基于强度的控制框架
Michael Busch; Ralf Korn; Frank Thomas Seifried Michael Busch; Ralf Korn; Frank Thomas Seifried
Mathematical finance. 2012;aop(aop):-. DOI:10.1111/j.1467-9965.2012.00528.x 2012
Cumulative Index, Volumes 8—11 [0.03%] 累积指数，第8-11卷
Mathematical finance. 2001;11(4):495-500. DOI:10.1111/1467-9965.00126 2001
The Fundamental Theorem of Asset Pricing under Proportional Transaction Costs in Finite Discrete Time [0.03%] 有限离散时间内交易成本比例下资产定价的基本定理
Walter Schachermayer Walter Schachermayer
Mathematical finance. 2004;14(1):19-48. DOI:10.1111/j.0960-1627.2004.00180.x 2004
DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME-SWITCHING [0.03%] 具有默认安全性和规则切换的动态投资组合优化
Agostino Capponi; José E. Figueroa-López Agostino Capponi; José E. Figueroa-López
Mathematical finance. 2012;aop(aop):-. DOI:10.1111/j.1467-9965.2012.00522.x 2012
Correction: Pricing Options with Curved Boundaries (Mathematical Finance 1992, 2, 275–297) [0.03%] 更正：具有曲线边界的定价期权（数学金融1992，2275-297）
Naoto Kunitomo; Masayuki Ikeda Naoto Kunitomo; Masayuki Ikeda
Mathematical finance. 2000;10(4):459-459. DOI:10.1111/1467-9965.00104 2000
ON FINITE DIMENSIONAL REALIZATIONS OF TWO-COUNTRY INTEREST RATE MODELS [0.03%]
Irina Slinko Irina Slinko
Mathematical finance. 2010;20(1):117-143. DOI:10.1111/j.1467-9965.2009.00392.x 2010
ON THE LOWER ARBITRAGE BOUND OF AMERICAN CONTINGENT CLAIMS [0.03%]
Beatrice Acciaio; Gregor Svindland Beatrice Acciaio; Gregor Svindland
Mathematical finance. 2012;aop(aop):-. DOI:10.1111/j.1467-9965.2012.00519.x 2012