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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

Option Pricing When Jump Risk Is Systematic [0.03%] 当跳跃风险具有系统性时的期权定价

Chang Mo Ahn Chang Mo Ahn

Mathematical finance. 1992;2(4):299-308. DOI:10.1111/j.1467-9965.1992.tb00034.x 1992

First-Order Schemes in the Numerical Quantization Method [0.03%] 数值量子化方法中的一阶格式

V. Bally; G. Pagès; J. Printems V. Bally; G. Pagès; J. Printems

Mathematical finance. 2003;13(1):1-16. DOI:10.1111/1467-9965.t01-1-00002 2003

Time Changes for Lévy Processes [0.03%] 勒维过程的时间变换

Hélyette Geman; Dilip B. Madan; Marc Yor Hélyette Geman; Dilip B. Madan; Marc Yor

Mathematical finance. 2001;11(1):79-96. DOI:10.1111/1467-9965.00108 2001

Explicit Representation of the Minimal Variance Portfolio in Markets Driven by Lévy Processes [0.03%] 基于勒维过程驱动市场的最小方差投资组合的显式表示

Fred Espen Benth; Giulia Di Nunno; Arne Løkka; Bernt Øksendal; Frank Proske Fred Espen Benth; Giulia Di Nunno; Arne Løkka; Bernt Øksendal; Frank Proske

Mathematical finance. 2003;13(1):55-72. DOI:10.1111/1467-9965.t01-1-00005 2003

Consols In the Cir Model [0.03%] Cir模型中的Consols

Freddy Delsaen Freddy Delsaen

Mathematical finance. 1993;3(2):125-134. DOI:10.1111/j.1467-9965.1993.tb00082.x 1993

On the Existence of Linear Equilibria in Models of Market Making [0.03%] 关于做市模型中线性均衡的存在性

Mark Bagnoli; S. Viswanathan; Craig Holden Mark Bagnoli; S. Viswanathan; Craig Holden

Mathematical finance. 2001;11(1):1-31. DOI:10.1111/1467-9965.00106 2001

Should Stochastic Volatility Matter to the Cost-Constrained Investor? [0.03%] 随机波动率对成本受限的投资者来说重要吗？

Scott M. Weiner Scott M. Weiner

Mathematical finance. 2004;14(1):131-139. DOI:10.1111/j.0960-1627.2004.00185.x 2004

A Partially Observed Model for Micromovement of Asset Prices with Bayes Estimation via Filtering [0.03%] 基于滤波贝叶斯估计的资产价格微动部分观测模型

Yong Zeng Yong Zeng

Mathematical finance. 2003;13(3):411-444. DOI:10.1111/1467-9965.t01-1-00022 2003

Pricing the Quality Option In Treasury Bond Futures [0.03%] 国债期货中质量期权的定价

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

Mathematical finance. 1992;2(3):197-214. DOI:10.1111/j.1467-9965.1992.tb00029.x 1992

DISCONTINUOUS ASSET PRICES AND NON-ATTAINABLE CONTINGENT CLAIMS [0.03%] 非连续资产价格与不可实现的或有债权

David B. Colwell; Robert J. Elliott David B. Colwell; Robert J. Elliott

Mathematical finance. 1993;3(3):295-308. DOI:10.1111/j.1467-9965.1993.tb00046.x 1993