Mathematical finance文章索引

期刊名：Mathematical finance

缩写：MATH FINANC

ISSN：0960-1627

e-ISSN：1467-9965

IF/分区：2.4/Q2

共收录本刊相关文章索引601条

VOLATILITY STRUCTURES OF FORWARD RATES AND THE DYNAMICS OF THE TERM STRUCTURE [0.03%] 远期利率的波动结构与期限结构的动态特征

Peter Ritchken; L. Sankarasubramanian Peter Ritchken; L. Sankarasubramanian

Mathematical finance. 1995;5(1):55-72. DOI:10.1111/j.1467-9965.1995.tb00101.x 1995

MULTIVARIATE STABLE FUTURES PRICES [0.03%] 多变量稳定期货价格

B. N. Cheng; S. T. Rachev B. N. Cheng; S. T. Rachev

Mathematical finance. 1995;5(2):133-153. DOI:10.1111/j.1467-9965.1995.tb00106.x 1995

TAX BASIS AND NONLINEARITY IN CASH STREAM VALUATION [0.03%] 现金流估值中的税务基础与非线性问题

Jaime Cuevas Dermody; R. Tyrrell Rockafellar Jaime Cuevas Dermody; R. Tyrrell Rockafellar

Mathematical finance. 1995;5(2):97-119. DOI:10.1111/j.1467-9965.1995.tb00104.x 1995

APPROXIMATE COMPLETENESS WITH MULTIPLE MARTINGALE MEASURES [0.03%] 基于多重鞅测度的近似完备性

Philippe Artzner; David Heath Philippe Artzner; David Heath

Mathematical finance. 1995;5(1):1-11. DOI:10.1111/j.1467-9965.1995.tb00098.x 1995

ATTAINABLE CLAIMS IN A MARKOV MARKET [0.03%] 马尔可夫市场中的可实现索赔

Alain Bensoussan; Robert J. Elliott Alain Bensoussan; Robert J. Elliott

Mathematical finance. 1995;5(2):121-131. DOI:10.1111/j.1467-9965.1995.tb00105.x 1995

THE GARCH OPTION PRICING MODEL [0.03%] GARCH期权定价模型

Jin-Chuan Duan Jin-Chuan Duan

Mathematical finance. 1995;5(1):13-32. DOI:10.1111/j.1467-9965.1995.tb00099.x 1995

CRITICAL STOCK PRICE NEAR EXPIRATION [0.03%] 临近到期的关键股价

Guy Barles; Julien Burdeau; Marc Romano; Nicolas Samsoen Guy Barles; Julien Burdeau; Marc Romano; Nicolas Samsoen

Mathematical finance. 1995;5(2):77-95. DOI:10.1111/j.1467-9965.1995.tb00103.x 1995

STOCHASTIC VOLATILITY MODELS, CORRELATION, AND THE q-OPTIMAL MEASURE [0.03%] 随机波动模型、相关性与q-最优测度

David Hobson David Hobson

Mathematical finance. 2004;14(4):537-556. DOI:10.1111/j.0960-1627.2004.00204.x 2004

MONTE CARLO METHODS FOR THE VALUATION OF MULTIPLE-EXERCISE OPTIONS [0.03%] 蒙特卡洛方法用于多重执行期权的定价

N. Meinshausen; B. M. Hambly N. Meinshausen; B. M. Hambly

Mathematical finance. 2004;14(4):557-583. DOI:10.1111/j.0960-1627.2004.00205.x 2004

CHOQUET INSURANCE PRICING: A CAVEAT [0.03%] 肖凯特保险定价：一个警告

Erio Castagnoli; Fabio Maccheroni; Massimo Marinacci Erio Castagnoli; Fabio Maccheroni; Massimo Marinacci

Mathematical finance. 2004;14(3):481-485. DOI:10.1111/j.0960-1627.2004.00201.x 2004