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

A Nonstandard Approach to Option Pricing [0.03%] 一种非标准的期权定价方法

Nigel Cutland; Ekkehard Kopp; Walter Willinger Nigel Cutland; Ekkehard Kopp; Walter Willinger

Mathematical finance. 1991;1(4):1-38. DOI:10.1111/j.1467-9965.1991.tb00017.x 1991

Option Pricing With V. G. Martingale Components [0.03%] 带有V.G.鞅成分的期权定价

Dilip B. Madan; Frank Milne Dilip B. Madan; Frank Milne

Mathematical finance. 1991;1(4):39-55. DOI:10.1111/j.1467-9965.1991.tb00018.x 1991

ANAYTICAL SOLUTIONS FOR THE PRICING OF AMERICAN BOND AND YIELD OPTIONS [0.03%] 美式债券与收益率期权定价的解析解

Marc Chesney; Robert J. Elliott; Rajna Gibson Marc Chesney; Robert J. Elliott; Rajna Gibson

Mathematical finance. 1993;3(3):277-294. DOI:10.1111/j.1467-9965.1993.tb00045.x 1993

Equilibrium Models With Singular Asset Prices [0.03%] 带有奇异资产价格的均衡模型

Ioannis Karatzas; John P. Lehoczky; Steven E. Shreve Ioannis Karatzas; John P. Lehoczky; Steven E. Shreve

Mathematical finance. 1991;1(3):11-29. DOI:10.1111/j.1467-9965.1991.tb00013.x 1991

Pricing of New Securities in an Incomplete Market: the Catch 22 of No-Arbitrage Pricing [0.03%] 不完全市场中新股定价：无套利定价的两难困境

Phelim Boyle; Tan Wang Phelim Boyle; Tan Wang

Mathematical finance. 2001;11(3):267-284. DOI:10.1111/1467-9965.00115 2001

Optimal Consumption-Portfolio Policies With Habit Formation [0.03%] 考虑习惯形成的最优消费-投资组合策略

Jerome B. Detemple; Fernando Zapatero Jerome B. Detemple; Fernando Zapatero

Mathematical finance. 1992;2(4):251-274. DOI:10.1111/j.1467-9965.1992.tb00032.x 1992

A Jump/Diffusion Consumption-Based Capital Asset Pricing Model and the Equity Premium Puzzle [0.03%] 基于跳跃/扩散的消费型资本资产定价模型与股权溢价之谜

Knut K. Aase Knut K. Aase

Mathematical finance. 1993;3(2):65-84. DOI:10.1111/j.1467-9965.1993.tb00079.x 1993

Preface [0.03%] 前言

D. Lamberton; B. Lapeyre; A. Sulem D. Lamberton; B. Lapeyre; A. Sulem

Mathematical finance. 2003;13(1):0-0. DOI:10.1111/1467-9965.t01-1-00001 2003

Consumption and Portfolio Policies With Incomplete Markets and Short-Sale Constraints: the Finite-Dimensional Case [0.03%] 不完全市场与卖空约束下的消费与投资组合策略：有限维情形

Hua He; Neil D. Pearson Hua He; Neil D. Pearson

Mathematical finance. 1991;1(3):1-10. DOI:10.1111/j.1467-9965.1991.tb00012.x 1991

Pricing Discrete European Barrier Options Using Lattice Random Walks [0.03%] 利用格子随机游走定价离散式欧洲障碍期权

Per Hörfelt Per Hörfelt

Mathematical finance. 2003;13(4):503-524. DOI:10.1111/1467-9965.t01-1-00178 2003