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

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

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