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期刊名：Mathematical finance

缩写：MATH FINANC

ISSN：0960-1627

e-ISSN：1467-9965

IF/分区：3.6/Q1

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共收录本刊相关文章索引601条
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
CLOSED-FORM SOLUTIONS FOR OPTIMAL PORTFOLIO SELECTION WITH STOCHASTIC INTEREST RATE AND INVESTMENT CONSTRAINTS [0.03%] 具有随机利率和投资约束的最优投资组合选择的封闭形式解法
Jér^me Detemple; Marcel Rindisbacher Jér^me Detemple; Marcel Rindisbacher
Mathematical finance. 2005;15(4):539-568. DOI:10.1111/j.1467-9965.2005.00250.x 2005
ON THE EXISTENCE OF THE ENDOGENOUS MORTGAGE RATE PROCESS [0.03%] 关于内生抵押贷款利率过程的存在性
Yevgeny Goncharov Yevgeny Goncharov
Mathematical finance. 2012;22(3):0-0. DOI:10.1111/j.1467-9965.2010.00470.x 2012
On the Rate of Convergence of Discrete-Time Contingent Claims [0.03%] 离散时间或有权益的收敛速度
Steve Heston; Guofu Zhou Steve Heston; Guofu Zhou
Mathematical finance. 2000;10(1):53-75. DOI:10.1111/1467-9965.00080 2000
DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS [0.03%] 违约风险保险与不完全市场
Philippe Artzner; Freddy Delbaen Philippe Artzner; Freddy Delbaen
Mathematical finance. 1995;5(3):187-195. DOI:10.1111/j.1467-9965.1995.tb00064.x 1995
PRICING COUPON-BOND OPTIONS AND SWAPTIONS IN AFFINE TERM STRUCTURE MODELS [0.03%] 在仿射期限结构模型中定价零息债券期权与互换期权
Kenneth J. Singleton; Len Umantsev Kenneth J. Singleton; Len Umantsev
Mathematical finance. 2002;12(4):427-446. DOI:10.1111/j.1467-9965.2002.tb00132.x 2002
ONE-PARAMETER FAMILIES OF DISTORTION RISK MEASURES [0.03%] 单参数扭曲风险度量族
Hideatsu Tsukahara Hideatsu Tsukahara
Mathematical finance. 2009;19(4):691-705. DOI:10.1111/j.1467-9965.2009.00385.x 2009
MCMC ESTIMATION OF LÉVY JUMP MODELS USING STOCK AND OPTION PRICES [0.03%] 利用股票与期权价格对莱维跳跃模型的MCMC估计
Cindy L. Yu; Haitao Li; Martin T. Wells Cindy L. Yu; Haitao Li; Martin T. Wells
Mathematical finance. 2011;21(3):383-422. DOI:10.1111/j.1467-9965.2010.00439.x 2011
THE EXPECTED SHORTFALL OF QUADRATIC PORTFOLIOS WITH HEAVY-TAILED RISK FACTORS [0.03%] 具有厚尾风险因子的二次投资组合的预期缺口
Simon A. Broda Simon A. Broda
Mathematical finance. 2012;22(4):0-0. DOI:10.1111/j.1467-9965.2011.00482.x 2012
The Pricing of Options With an Uncertain Interest Rate: A Discrete-Time Approach [0.03%] 利率不确定时的期权定价：一种离散时间方法
Klaus Sandmann Klaus Sandmann
Mathematical finance. 1993;3(2):201-216. DOI:10.1111/j.1467-9965.1993.tb00088.x 1993
Correction: Maximum Likelihood Estimation Using Price Data of the Derivative Contract (Mathematical Finance 1994, 4/2, 155–167) [0.03%] 更正：利用衍生品合约价格数据的极大似然估计（数学金融学，1994年，第4卷第2期，第155–167页）
Jin-Chuan Duan Jin-Chuan Duan
Mathematical finance. 2000;10(4):461-462. DOI:10.1111/1467-9965.00105 2000