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

A Simple Counterexample to Several Problems in the Theory of Asset Pricing [0.03%] 资产定价理论中若干问题的一个简单反例

Freddy Delbaen; Walter Schachermayer Freddy Delbaen; Walter Schachermayer

Mathematical finance. 1998;8(1):1-11. DOI:10.1111/1467-9965.00041 1998

Pricing Via Utility Maximization and Entropy [0.03%] 基于效用最大化与熵的定价

Richard Rouge; Nicole El Karoui Richard Rouge; Nicole El Karoui

Mathematical finance. 2000;10(2):259-276. DOI:10.1111/1467-9965.00093 2000

Step Options [0.03%] 步骤选项

Vadim Linetsky Vadim Linetsky

Mathematical finance. 1999;9(1):55-96. DOI:10.1111/1467-9965.00063 1999

LIFTING QUADRATIC TERM STRUCTURE MODELS TO INFINITE DIMENSION [0.03%] 将二次项结构模型提升至无限维

Jirô Akahori; Keisuke Hara Jirô Akahori; Keisuke Hara

Mathematical finance. 2006;16(4):635-645. DOI:10.1111/j.1467-9965.2006.00287.x 2006

DUALITY IN OPTIMAL INVESTMENT AND CONSUMPTION PROBLEMS WITH MARKET FRICTIONS [0.03%] 带有市场摩擦的最优投资与消费问题中的对偶性

I. Klein; L. C. G. Rogers I. Klein; L. C. G. Rogers

Mathematical finance. 2007;17(2):225-247. DOI:10.1111/j.1467-9965.2006.00301.x 2007

THE RANGE OF TRADED OPTION PRICES [0.03%] 交易期权价格的范围

Mark H. A. Davis; David G. Hobson Mark H. A. Davis; David G. Hobson

Mathematical finance. 2007;17(1):1-14. DOI:10.1111/j.1467-9965.2007.00291.x 2007

NO ARBITRAGE UNDER TRANSACTION COSTS, WITH FRACTIONAL BROWNIAN MOTION AND BEYOND [0.03%] 在交易成本下，无套利机会，基于分数布朗运动及更广泛情形

Paolo Guasoni Paolo Guasoni

Mathematical finance. 2006;16(3):569-582. DOI:10.1111/j.1467-9965.2006.00283.x 2006

Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves [0.03%] 基于利率与储备的汇率经典与脉冲随机控制

Abel Cadenillas; Fernando Zapatero Abel Cadenillas; Fernando Zapatero

Mathematical finance. 2000;10(2):141-156. DOI:10.1111/1467-9965.00086 2000

RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES [0.03%] 流程的风险度量与资本要求

Marco Frittelli; Giacomo Scandolo Marco Frittelli; Giacomo Scandolo

Mathematical finance. 2006;16(4):589-612. DOI:10.1111/j.1467-9965.2006.00285.x 2006

Monte Carlo valuation of American options [0.03%] 美式期权的蒙特卡洛估值

L. C. G. Rogers L. C. G. Rogers

Mathematical finance. 2002;12(3):271-286. DOI:10.1111/1467-9965.02010 2002