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

ANNOUNCEMENT [0.03%] 公告

Mathematical finance. 1995;5(2):186-186. DOI:10.1111/j.1467-9965.1995.tb00109.x 1995

Applications of Eigenfunction Expansions in Continuous-Time Finance [0.03%] 特征函数展开在连续时间金融中的应用

Alan L. Lewis Alan L. Lewis

Mathematical finance. 1998;8(4):349-383. DOI:10.1111/1467-9965.00059 1998

Analytical Valuation of American Options on Jump-Diffusion Processes [0.03%] 跳跃扩散过程下美式期权的分析估值

Chandrasekhar Reddy Gukhal Chandrasekhar Reddy Gukhal

Mathematical finance. 2001;11(1):97-115. DOI:10.1111/1467-9965.00109 2001

American options on assets with dividends near expiry [0.03%] 临近到期的含股息资产的美式期权

J. D. Evans; R. Kuske; Joseph B. Keller J. D. Evans; R. Kuske; Joseph B. Keller

Mathematical finance. 2002;12(3):219-237. DOI:10.1111/1467-9965.02008 2002

Risk Minimization with Incomplete Information in a Model for High-Frequency Data [0.03%] 高频数据模型中不完全信息下的风险最小化

Rüdiger Frey Rüdiger Frey

Mathematical finance. 2000;10(2):215-225. DOI:10.1111/1467-9965.00090 2000

A Stochastic Control Approach to Risk Management Under Restricted Information [0.03%] 受限信息下的风险管理的随机控制方法

Wolfgang J. Runggaldier; Anna Zaccaria Wolfgang J. Runggaldier; Anna Zaccaria

Mathematical finance. 2000;10(2):277-288. DOI:10.1111/1467-9965.00094 2000

PRICING AND HEDGING DOUBLE-BARRIER OPTIONS: A PROBABILISTIC APPROACH [0.03%] 双障碍期权的定价与对冲：一种概率方法

Hélyette Geman; Marc Yor Hélyette Geman; Marc Yor

Mathematical finance. 1996;6(4):365-378. DOI:10.1111/j.1467-9965.1996.tb00122.x 1996

On-Line Portfolio Selection Using Multiplicative Updates [0.03%] 基于乘法更新的在线投资组合选择

David P. Helmbold; Robert E. Schapire; Yoram Singer; Manfred K. Warmuth David P. Helmbold; Robert E. Schapire; Yoram Singer; Manfred K. Warmuth

Mathematical finance. 1998;8(4):325-347. DOI:10.1111/1467-9965.00058 1998

When Does Convergence of Asset Price Processes Imply Convergence of Option Prices? [0.03%] 资产价格过程的收敛何时意味着期权价格的收敛？

Friedrich Hubalek; Walter Schachermayer Friedrich Hubalek; Walter Schachermayer

Mathematical finance. 1998;8(4):385-403. DOI:10.1111/1467-9965.00060 1998

Equilibrium with Default and Endogenous Collateral [0.03%] 违约与内生担保品的均衡

Aloisio Araújo; Jaime Orrillo; Mario R. Páscoa Aloisio Araújo; Jaime Orrillo; Mario R. Páscoa

Mathematical finance. 2000;10(1):1-21. DOI:10.1111/1467-9965.00077 2000