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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

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

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