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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
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
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
Finding Generators for Markov Chains via Empirical Transition Matrices, with Applications to Credit Ratings [0.03%] 通过经验转移矩阵寻找马尔可夫链的生成元，及其在信用评级中的应用
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
THE EARLY EXERCISE PREMIUM REPRESENTATION OF FOREIGN MARKET AMERICAN OPTIONS [0.03%] 外国市场美式期权的早期执行溢价表征
Marek Rutkowski Marek Rutkowski
Mathematical finance. 1994;4(4):313-325. DOI:10.1111/j.1467-9965.1994.tb00061.x 1994
Self-Financing Trading Strategies for Sliding, Rolling-Horizon, and Consol Bonds [0.03%] 针对滑动、滚动期限和永久债券的自融资交易策略
Marek Rutkowski Marek Rutkowski
Mathematical finance. 1999;9(4):361-385. DOI:10.1111/1467-9965.00074 1999
PRICING CALLABLE BONDS BY MEANS OF GREEN'S FUNCTION [0.03%] 利用格林函数对可赎回债券进行定价
Hans-Jürg Büttler; Jorg Waldvogel Hans-Jürg Büttler; Jorg Waldvogel
Mathematical finance. 1996;6(1):53-88. DOI:10.1111/j.1467-9965.1996.tb00112.x 1996
Equilibrium Pricing in the Presence of Cumulative Dividends Following a Diffusion [0.03%] 扩散过程下累积股息情况下的均衡定价
Knut K. Aase Knut K. Aase
Mathematical finance. 2002;12(3):173-198. DOI:10.1111/1467-9965.02006 2002
Bounds on European Option Prices under Stochastic Volatility [0.03%] 随机波动率下欧式期权价格的边界
Rüdiger Frey; Carlos A. Sin Rüdiger Frey; Carlos A. Sin
Mathematical finance. 1999;9(2):97-116. DOI:10.1111/1467-9965.00064 1999
Optimal Stopping and the American Put [0.03%] 最优停止与美式看跌期权
S. D. Jacka S. D. Jacka
Mathematical finance. 1991;1(2):1-14. DOI:10.1111/j.1467-9965.1991.tb00007.x 1991