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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
APPROXIMATING GARCH-JUMP MODELS, JUMP-DIFFUSION PROCESSES, AND OPTION PRICING [0.03%] 近似GARCH-跳跃模型、跳跃扩散过程及期权定价
Jin-Chuan Duan; Peter Ritchken; Zhiqiang Sun Jin-Chuan Duan; Peter Ritchken; Zhiqiang Sun
Mathematical finance. 2006;16(1):21-52. DOI:10.1111/j.1467-9965.2006.00259.x 2006
A SHORT NOTE ON SECOND-ORDER STOCHASTIC DOMINANCE PRESERVING COHERENT RISK MEASURES [0.03%] 关于保持二阶随机占优的一致风险度量的简要说明
Johannes Leitner Johannes Leitner
Mathematical finance. 2005;15(4):649-651. DOI:10.1111/j.1467-9965.2005.00255.x 2005
Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach [0.03%] 带有劳动收入的消费与投资组合选择：一种连续时间方法
Hyeng Keun Koo Hyeng Keun Koo
Mathematical finance. 1998;8(1):49-65. DOI:10.1111/1467-9965.00044 1998
Option Pricing in Discrete-Time Incomplete Market Models [0.03%] 离散时间不完全市场模型中的期权定价
Lukasz Stettner Lukasz Stettner
Mathematical finance. 2000;10(2):305-321. DOI:10.1111/1467-9965.00096 2000
Pricing Stock Options in a Jump-Diffusion Model with Stochastic Volatility and Interest Rates: Applications of Fourier Inversion Methods [0.03%] 基于随机波动率与利率的跳跃扩散模型中股票期权定价：傅里叶反演方法的应用
Louis O. Scott Louis O. Scott
Mathematical finance. 1997;7(4):413-426. DOI:10.1111/1467-9965.00039 1997
On the Existence of Finite-Dimensional Realizations for Nonlinear Forward Rate Models [0.03%] 非线性远期利率模型的有限维实现的存在性
Tomas Björk; Lars Svensson Tomas Björk; Lars Svensson
Mathematical finance. 2001;11(2):205-243. DOI:10.1111/1467-9965.00113 2001
DYNAMIC SPANNING: ARE OPTIONS AN APPROPRIATE INSTRUMENT? [0.03%] 动态跨度：期权是一种合适的工具吗？
Isabelle Bajeux-Besnainou; Jean-Charles Rochet Isabelle Bajeux-Besnainou; Jean-Charles Rochet
Mathematical finance. 1996;6(1):1-16. DOI:10.1111/j.1467-9965.1996.tb00110.x 1996
MINIMIZING TRANSACTION COSTS OF OPTION HEDGING STRATEGIES [0.03%] 最小化期权对冲策略的交易成本
E. R. Grannan; G. H. Swindle E. R. Grannan; G. H. Swindle
Mathematical finance. 1996;6(4):341-364. DOI:10.1111/j.1467-9965.1996.tb00121.x 1996
A Discrete-Time Intertemporal Asset Pricing Model: GE Approach with Recursive Utility [0.03%] 一种离散时间跨期资产定价模型：具有递归效用的GE方法
Chenghu Ma Chenghu Ma
Mathematical finance. 1998;8(3):249-275. DOI:10.1111/1467-9965.00055 1998
ANNOUNCEMENT [0.03%] 公告
Mathematical finance. 1996;6(1):119-120. DOI:10.1111/j.1467-9965.1996.tb00115.x 1996