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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
EQUILIBRIUM STATE PRICES IN A STOCHASTIC VOLATILITY MODEL [0.03%] 随机波动率模型中的均衡状态价格
Huyěn Pham; Nizar Touzi Huyěn Pham; Nizar Touzi
Mathematical finance. 1996;6(2):215-236. DOI:10.1111/j.1467-9965.1996.tb00078.x 1996
Risk-Sensitive Control and an Optimal Investment Model [0.03%] 风险敏感控制与最优投资模型
W. H. Fleming; S. J. Sheu W. H. Fleming; S. J. Sheu
Mathematical finance. 2000;10(2):197-213. DOI:10.1111/1467-9965.00089 2000
Impulse Control Method and Exchange Rate [0.03%] 冲动控制方法与汇率
Monique Jeanblanc-Picqué Monique Jeanblanc-Picqué
Mathematical finance. 1993;3(2):161-177. DOI:10.1111/j.1467-9965.1993.tb00085.x 1993
Hedging Options: The Malliavin Calculus Approach versus the Δ-Hedging Approach [0.03%] 对冲期权：马利维安微积分方法与Δ对冲方法的比较
Hans-Peter Bermin Hans-Peter Bermin
Mathematical finance. 2003;13(1):73-84. DOI:10.1111/1467-9965.t01-1-00006 2003
A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements [0.03%] 带有保证金要求的消费选择与对冲成本的鞅表征
Domenico Cuoco; Hong Liu Domenico Cuoco; Hong Liu
Mathematical finance. 2000;10(3):355-385. DOI:10.1111/1467-9965.00099 2000
Optimal Investment With Undiversifiable Income Risk [0.03%] 具有不可分散收入风险的最优投资
Darrell Duffie; Thaleia Zariphopoulou Darrell Duffie; Thaleia Zariphopoulou
Mathematical finance. 1993;3(2):135-148. DOI:10.1111/j.1467-9965.1993.tb00083.x 1993
LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY [0.03%] 以受控强度在限价订单簿中进行清算
Erhan Bayraktar; Michael Ludkovski Erhan Bayraktar; Michael Ludkovski
Mathematical finance. 2012;aop(aop):-. DOI:10.1111/j.1467-9965.2012.00529.x 2012
A Martingale Representation Result and an Application to Incomplete Financial Markets [0.03%] 鞅表示结果及其在不完全金融市场中的应用
S. D. Jacka S. D. Jacka
Mathematical finance. 1992;2(4):239-250. DOI:10.1111/j.1467-9965.1992.tb00031.x 1992
The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims [0.03%] 利率或有 claims 估值的渐近展开方法
Naoto Kunitomo; Akihiko Takahashi Naoto Kunitomo; Akihiko Takahashi
Mathematical finance. 2001;11(1):117-151. DOI:10.1111/1467-9965.00110 2001
A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS [0.03%] 一种用于定价与对冲多维美式期权的量化树方法
Vlad Bally; Gilles Pagès; Jacques Printems Vlad Bally; Gilles Pagès; Jacques Printems
Mathematical finance. 2005;15(1):119-168. DOI:10.1111/j.0960-1627.2005.00213.x 2005