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

PREFACE [0.03%] 前言

Xun Yu Zhou; Shuguang Zhang Xun Yu Zhou; Shuguang Zhang

Mathematical finance. 2006;16(1):0-0. DOI:10.1111/j.1467-9965.2006.00257.x 2006

Market Volatility and Feedback Effects from Dynamic Hedging [0.03%] 市场波动与动态对冲的反馈效应

Rüdiger Frey; Alexander Stremme Rüdiger Frey; Alexander Stremme

Mathematical finance. 1997;7(4):351-374. DOI:10.1111/1467-9965.00036 1997

A General Approach to Hedging Options: Applications to Barrier and Partial Barrier Options [0.03%] 对冲期权的一般方法：应用于障碍期权与部分障碍期权

Hans-Peter Bermin Hans-Peter Bermin

Mathematical finance. 2002;12(3):199-218. DOI:10.1111/1467-9965.02007 2002

MARTINGALE APPROACH TO PRICING PERPETUAL AMERICAN OPTIONS ON TWO STOCKS [0.03%] 两种股票上永久美式期权定价的鞅方法

Hans U. Gerber; Hlias S. W. Shiu Hans U. Gerber; Hlias S. W. Shiu

Mathematical finance. 1996;6(3):303-322. DOI:10.1111/j.1467-9965.1996.tb00118.x 1996

Mean-Variance Hedging and Numéraire [0.03%] 均值-方差对冲与计价单位

Christian Gourieroux; Jean Paul Laurent; Huyên Pham Christian Gourieroux; Jean Paul Laurent; Huyên Pham

Mathematical finance. 1998;8(3):179-200. DOI:10.1111/1467-9965.00052 1998

BOOK REVIEW [0.03%] 书籍评论

Mathematical finance. 1995;5(4):369-371. DOI:10.1111/j.1467-9965.1995.tb00073.x 1995

Mathematical Finance Cumulative Index, Volume 16 [0.03%] 〈span class=\"smallCaps\">数学金融〈span class=\"smallCaps\">累计索引，第16卷

Mathematical finance. 2006;16(4):0-0. DOI:10.1111/j.1467-9965.2006.00290.x 2006

LARGE DEVIATIONS IN MULTIFACTOR PORTFOLIO CREDIT RISK [0.03%] 多因素投资组合信用风险的大幅偏离

Paul Glasserman; Wanmo Kang; Perwez Shahabuddin Paul Glasserman; Wanmo Kang; Perwez Shahabuddin

Mathematical finance. 2007;17(3):345-379. DOI:10.1111/j.1467-9965.2006.00307.x 2007

DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE [0.03%] 目标区内汇率的扩散模型

Kristian Stegenborg Larsen; Michael Sørensen Kristian Stegenborg Larsen; Michael Sørensen

Mathematical finance. 2007;17(2):285-306. DOI:10.1111/j.1467-9965.2006.00304.x 2007

Generic Existence and Robust Nonexistence of Numéraires in Finite Dimensional Securities Markets [0.03%] 有限维证券市场中名义货币的普遍存在与稳健不存在性

Bruno Girotto; Fulvio Ortu Bruno Girotto; Fulvio Ortu

Mathematical finance. 2000;10(4):429-442. DOI:10.1111/1467-9965.00102 2000