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

RISK-MINIMIZING HEDGING STRATEGIES UNDER RESTRICTED INFORMATION [0.03%] 信息受限下的风险最小化对冲策略

Martin Schweizer Martin Schweizer

Mathematical finance. 1994;4(4):327-342. DOI:10.1111/j.1467-9965.1994.tb00062.x 1994

Option and Futures Evaluation With Deterministic Volatilities [0.03%] 确定性波动率下的期权与期货估值

Farshid Jamshidian Farshid Jamshidian

Mathematical finance. 1993;3(2):149-159. DOI:10.1111/j.1467-9965.1993.tb00084.x 1993

EFFICIENCY GAINS IN BETA-PRICING MODELS [0.03%] 贝塔定价模型中的效率提升

Bent Jesper Christensen Bent Jesper Christensen

Mathematical finance. 1994;4(2):143-154. DOI:10.1111/j.1467-9965.1994.tb00054.x 1994

European-Type Contingent Claims in an Incomplete Market with Constrained Wealth and Portfolio [0.03%] 不完全市场中受财富与投资组合约束的欧式或有权益证券

Jiongmin Yong Jiongmin Yong

Mathematical finance. 1999;9(4):387-412. DOI:10.1111/1467-9965.00076 1999

Controlling Risk Exposure and Dividends Payout Schemes:Insurance Company Example [0.03%] 控制风险敞口与股利支付方案：保险公司案例

Bjarne Hø Jgaard; Michael Taksar Bjarne Hø Jgaard; Michael Taksar

Mathematical finance. 1999;9(2):153-182. DOI:10.1111/1467-9965.00066 1999

The Use of Archimedean Copulas to Model Portfolio Allocations [0.03%] 利用阿基米德Copula对投资组合配置进行建模

David A. Hennessy; Harvey E. Lapan David A. Hennessy; Harvey E. Lapan

Mathematical finance. 2002;12(2):143-154. DOI:10.1111/1467-9965.00136 2002

HEDGING AND PORTFOLIO OPTIMIZATION UNDER TRANSACTION COSTS: A MARTINGALE APPROACH [0.03%] 交易成本下的套期保值与投资组合优化：一种鞅方法

Jakša Cvitanić; Ioannis Karatzas Jakša Cvitanić; Ioannis Karatzas

Mathematical finance. 1996;6(2):133-165. DOI:10.1111/j.1467-9965.1996.tb00075.x 1996

MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT [0.03%] 利用衍生品合约价格数据的极大似然估计

Jin-Chuan Duan Jin-Chuan Duan

Mathematical finance. 1994;4(2):155-167. DOI:10.1111/j.1467-9965.1994.tb00055.x 1994

Robert B. Israel; Jeffrey S. Rosenthal; Jason Z. Wei Robert B. Israel; Jeffrey S. Rosenthal; Jason Z. Wei

Mathematical finance. 2001;11(2):245-265. DOI:10.1111/1467-9965.00114 2001

MODELING STOCHASTIC VOLATILITY: A REVIEW AND COMPARATIVE STUDY [0.03%] 随机波动率建模：综述与比较研究

Stephen J. Taylor Stephen J. Taylor

Mathematical finance. 1994;4(2):183-204. DOI:10.1111/j.1467-9965.1994.tb00057.x 1994