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 INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES [0.03%] 通过凸风险度量进行动态无差异估值

Susanne Klöppel; Martin Schweizer Susanne Klöppel; Martin Schweizer

Mathematical finance. 2007;17(4):599-627. DOI:10.1111/j.1467-9965.2007.00317.x 2007

A COMMENT ON MARKET FREE LUNCH AND FREE LUNCH [0.03%] 关于市场免费午餐与免费午餐的评论

Irene Klein Irene Klein

Mathematical finance. 2006;16(3):583-588. DOI:10.1111/j.1467-9965.2006.00284.x 2006

Bond Market Structure in the Presence of Marked Point Processes [0.03%] 带有标记点过程的债券市场结构

Tomas Björk; Yuri Kabanov; Wolfgang Runggaldier Tomas Björk; Yuri Kabanov; Wolfgang Runggaldier

Mathematical finance. 1997;7(2):211-239. DOI:10.1111/1467-9965.00031 1997

Quantiles of the Euler Scheme for Diffusion Processes and Financial Applications [0.03%] 扩散过程欧拉方案的分位数及其金融应用

Denis Talay; Ziyu Zheng Denis Talay; Ziyu Zheng

Mathematical finance. 2003;13(1):187-199. DOI:10.1111/1467-9965.00013 2003

OPTIMAL PORTFOLIO MANAGEMENT WITH FIXED TRANSACTION COSTS [0.03%] 固定交易成本下的最优投资组合管理

Andrew J. Morton; Stanley R. Pliska Andrew J. Morton; Stanley R. Pliska

Mathematical finance. 1995;5(4):337-356. DOI:10.1111/j.1467-9965.1995.tb00071.x 1995

CONSISTENT MARKET EXTENSIONS UNDER THE BENCHMARK APPROACH [0.03%] 基准方法下的一致市场扩展

Damir Filipović; Eckhard Platen Damir Filipović; Eckhard Platen

Mathematical finance. 2009;19(1):41-52. DOI:10.1111/j.1467-9965.2008.00356.x 2009

TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON-NESTED MONTE CARLO [0.03%] 通过非嵌套蒙特卡罗方法求得百慕大产品的真实上界

Denis Belomestny; Christian Bender; John Schoenmakers Denis Belomestny; Christian Bender; John Schoenmakers

Mathematical finance. 2009;19(1):53-71. DOI:10.1111/j.1467-9965.2008.00357.x 2009

PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL [0.03%] 考虑交易成本的投资组合管理：对莫顿与普利斯卡模型的渐近分析

C. Atkinson; P. Wilmott C. Atkinson; P. Wilmott

Mathematical finance. 1995;5(4):357-367. DOI:10.1111/j.1467-9965.1995.tb00072.x 1995

An Anticipating Calculus Approach to the Utility Maximization of an Insider [0.03%] 一种基于预期微积分方法的内幕人士效用最大化研究

Jorge A. León; Reyla Navarro; David Nualart Jorge A. León; Reyla Navarro; David Nualart

Mathematical finance. 2003;13(1):171-185. DOI:10.1111/1467-9965.00012 2003

MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL [0.03%] 在简化形式模型中模拟恢复率

Xin Guo; Robert A. Jarrow; Yan Zeng Xin Guo; Robert A. Jarrow; Yan Zeng

Mathematical finance. 2009;19(1):73-97. DOI:10.1111/j.1467-9965.2008.00358.x 2009