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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

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

Mean-Variance Hedging for Stochastic Volatility Models [0.03%] 随机波动率模型的均值-方差对冲

Francesca Biagini; Paolo Guasoni; Maurizio Pratelli Francesca Biagini; Paolo Guasoni; Maurizio Pratelli

Mathematical finance. 2000;10(2):109-123. DOI:10.1111/1467-9965.00084 2000

Pricing General Barrier Options: A Numerical Approach Using Sharp Large Deviations [0.03%] 通用障碍期权定价：一种基于尖锐大偏差的数值方法

Paolo Baldi; Lucia Caramellino; Maria Gabriella Iovino Paolo Baldi; Lucia Caramellino; Maria Gabriella Iovino

Mathematical finance. 1999;9(4):293-321. DOI:10.1111/1467-9965.t01-1-00071 1999

Dynamic Optimization of Long-Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility [0.03%] 具有交易成本和对数效用的证券投资组合长期增长率的动态优化

Marianne Akian; Agnès Sulem; Michael I. Taksar Marianne Akian; Agnès Sulem; Michael I. Taksar

Mathematical finance. 2001;11(2):153-188. DOI:10.1111/1467-9965.00111 2001

ARBITRAGE-FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS [0.03%] 担保下的无套利双边交易对手风险估值及其在信用违约互换中的应用

Damiano Brigo; Agostino Capponi; Andrea Pallavicini Damiano Brigo; Agostino Capponi; Andrea Pallavicini

Mathematical finance. 2012;aop(aop):-. DOI:10.1111/j.1467-9965.2012.00520.x 2012

MORE ON MINIMAL ENTROPY–HELLINGER MARTINGALE MEASURE [0.03%] 关于最小熵—海林格鞅测度的更多内容

Tahir Choulli; Christophe Stricker Tahir Choulli; Christophe Stricker

Mathematical finance. 2006;16(1):1-19. DOI:10.1111/j.1467-9965.2006.00258.x 2006

Exponential Hedging and Entropic Penalties [0.03%] 指数对冲与熵罚项

Freddy Delbaen; Peter Grandits; Thorsten Rheinländer; Dominick Samperi; Martin Schweizer; Christophe Stricker Freddy Delbaen; Peter Grandits; Thorsten Rheinländer; Dominick Samperi; Martin Schweizer; Christophe Stricker

Mathematical finance. 2002;12(2):99-123. DOI:10.1111/1467-9965.02001 2002

CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS [0.03%] 通过基于定价和投资来估值并对冲或有权益。

Dilip B. Madan; Frank Milne Dilip B. Madan; Frank Milne

Mathematical finance. 1994;4(3):223-245. DOI:10.1111/j.1467-9965.1994.tb00093.x 1994

MSM Estimators of European Options on Assets with Jumps [0.03%] 具有跳跃资产的欧式期权的MSM估计量

João Amaro de Matos João Amaro de Matos

Mathematical finance. 2001;11(2):189-203. DOI:10.1111/1467-9965.00112 2001

Endogenous Random Asset Prices in Overlapping Generations Economies [0.03%] 重叠世代经济中的内生随机资产价格

Volker Böhm; Nicole Deutscher; Jan Wenzelburger Volker Böhm; Nicole Deutscher; Jan Wenzelburger

Mathematical finance. 2000;10(1):23-38. DOI:10.1111/1467-9965.00078 2000