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 YIELD-FACTOR MODEL OF INTEREST RATES [0.03%] 利率的收益因子模型

Darrell Duffie; Rui Kan Darrell Duffie; Rui Kan

Mathematical finance. 1996;6(4):379-406. DOI:10.1111/j.1467-9965.1996.tb00123.x 1996

ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN [0.03%] 资产配置与年金购买策略，以最小化财务破产的概率

Moshe A. Milevsky; Kristen S. Moore; Virginia R. Young Moshe A. Milevsky; Kristen S. Moore; Virginia R. Young

Mathematical finance. 2006;16(4):647-671. DOI:10.1111/j.1467-9965.2006.00288.x 2006

OPTIMAL CAPITAL AND RISK TRANSFERS FOR GROUP DIVERSIFICATION [0.03%] 集团多元化下的最优资本与风险转移

Damir Filipović; Michael Kupper Damir Filipović; Michael Kupper

Mathematical finance. 2008;18(1):55-76. DOI:10.1111/j.1467-9965.2007.00322.x 2008

A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures [0.03%] 关于对数正态利率模型的稳定性及欧洲美元期货定价的注记

Klaus Sandmann; Dieter Sondermann Klaus Sandmann; Dieter Sondermann

Mathematical finance. 1997;7(2):119-125. DOI:10.1111/1467-9965.00027 1997

PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS [0.03%] 带有跳跃和不可观测强度过程的投资组合优化

Nicole Bäuerle; Ulrich Rieder Nicole Bäuerle; Ulrich Rieder

Mathematical finance. 2007;17(2):205-224. DOI:10.1111/j.1467-9965.2006.00300.x 2007

PRICING SWAPTIONS AND COUPON BOND OPTIONS IN AFFINE TERM STRUCTURE MODELS [0.03%] 在仿射期限结构模型中对互换期权与票息债券期权的定价

David F. Schrager; Antoon A. J. Pelsser David F. Schrager; Antoon A. J. Pelsser

Mathematical finance. 2006;16(4):673-694. DOI:10.1111/j.1467-9965.2006.00289.x 2006

LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING [0.03%] 大额股票的清仓与制度切换

Moustapha Pemy; Qing Zhang; G. George Yin Moustapha Pemy; Qing Zhang; G. George Yin

Mathematical finance. 2008;18(4):629-648. DOI:10.1111/j.1467-9965.2008.00351.x 2008

LINEAR-QUADRATIC JUMP-DIFFUSION MODELING [0.03%] 线性-二次跳跃扩散建模

Peng Cheng; Olivier Scaillet Peng Cheng; Olivier Scaillet

Mathematical finance. 2007;17(4):575-598. DOI:10.1111/j.1467-9965.2007.00316.x 2007

A UNIVERSAL OPTIMAL CONSUMPTION RATE FOR AN INSIDER [0.03%] 内部人士的通用最优消费率

Bernt Øksendal Bernt Øksendal

Mathematical finance. 2006;16(1):119-129. DOI:10.1111/j.1467-9965.2006.00264.x 2006

Ergodicity, State Prices, and Long Bond Returns [0.03%] 遍历性、状态价格与长期债券收益率

Anthony Tessitore; Nilufer Usmen Anthony Tessitore; Nilufer Usmen

Mathematical finance. 1998;8(1):85-91. DOI:10.1111/1467-9965.00046 1998