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

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

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