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

Dynamic Arbitrage-Free Asset Pricing with Proportional Transaction Costs [0.03%] 具有比例交易成本的动态无套利资产定价

SHUNMING ZHANG; CHUNLEI XU; XIAOTIE DENG SHUNMING ZHANG; CHUNLEI XU; XIAOTIE DENG

Mathematical finance. 2002;12(1):89-97. DOI:10.1111/1467-9965.00006 2002

OPTION HEDGING AND IMPLIED VOLATILITIES IN A STOCHASTIC VOLATILITY MODEL [0.03%] 随机波动率模型中的期权对冲与隐含波动率

Eric Renault; Nizar Touzi Eric Renault; Nizar Touzi

Mathematical finance. 1996;6(3):279-302. DOI:10.1111/j.1467-9965.1996.tb00117.x 1996

Complete Models with Stochastic Volatility [0.03%] 带有随机波动率的完整模型

David G. Hobson; L. C. G. Rogers David G. Hobson; L. C. G. Rogers

Mathematical finance. 1998;8(1):27-48. DOI:10.1111/1467-9965.00043 1998

ON THE TIMING OPTION IN A FUTURES CONTRACT [0.03%] 关于期货合约中的时间选择权

Francesca Biagini; Tomas Björk Francesca Biagini; Tomas Björk

Mathematical finance. 2007;17(2):267-283. DOI:10.1111/j.1467-9965.2006.00303.x 2007

A NOTE ON SEMIVARIANCE [0.03%] 关于半方差的一则说明

Hanqing Jin; Harry Markowitz; Xun Yu Zhou Hanqing Jin; Harry Markowitz; Xun Yu Zhou

Mathematical finance. 2006;16(1):53-61. DOI:10.1111/j.1467-9965.2006.00260.x 2006

Monotonicities in a Markov Chain Model for Valuing Corporate Bonds Subject to Credit Risk [0.03%] 信用风险下企业债券估值的马尔可夫链模型中的单调性

Masaaki Kijima Masaaki Kijima

Mathematical finance. 1998;8(3):229-247. DOI:10.1111/1467-9965.00054 1998

Market Participation and Share Prices [0.03%] 市场参与与股价

Gerhard O. Orosel Gerhard O. Orosel

Mathematical finance. 1997;7(4):375-398. DOI:10.1111/1467-9965.00037 1997

Viability and Equilibrium in Securities Markets with Frictions [0.03%] 带有摩擦的证券市场中的可行性和均衡

Elyès Jouini; Hédi Kallal Elyès Jouini; Hédi Kallal

Mathematical finance. 1999;9(3):275-292. DOI:10.1111/1467-9965.00071 1999

Put Option Premiums and Coherent Risk Measures [0.03%] 看跌期权溢价与一致风险度量

Robert Jarrow Robert Jarrow

Mathematical finance. 2002;12(2):135-142. DOI:10.1111/1467-9965.02003 2002

Contingent Claims and Market Completeness in a Stochastic Volatility Model [0.03%] 随机波动模型中的或有 claims 与市场完备性

Marc Romano; Nizar Touzi Marc Romano; Nizar Touzi

Mathematical finance. 1997;7(4):399-412. DOI:10.1111/1467-9965.00038 1997