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

INTENSITY-BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL [0.03%] 基于强度的住宅抵押贷款估值：一种可解析的模型

Vyacheslav Gorovoy; Vadim Linetsky Vyacheslav Gorovoy; Vadim Linetsky

Mathematical finance. 2007;17(4):541-573. DOI:10.1111/j.1467-9965.2007.00315.x 2007

EXACT SOLUTION OF A MARTINGALE STOCHASTIC VOLATILITY OPTION PROBLEM AND ITS EMPIRICAL EVALUATION [0.03%] 鞅随机波动率期权问题的精确解及其经验评估

Y. Maghsoodi Y. Maghsoodi

Mathematical finance. 2007;17(2):249-265. DOI:10.1111/j.1467-9965.2006.00302.x 2007

Error Calculus and Path Sensitivity in Financial Models [0.03%] 金融模型中的误差计算与路径敏感性

Nicolas Bouleau Nicolas Bouleau

Mathematical finance. 2003;13(1):115-134. DOI:10.1111/1467-9965.00009 2003

Double Lookbacks [0.03%] 双重回溯

Hua He; William P. Keirstead; Joachim Rebholz Hua He; William P. Keirstead; Joachim Rebholz

Mathematical finance. 1998;8(3):201-228. DOI:10.1111/1467-9965.00053 1998

A BENCHMARK APPROACH TO FINANCE [0.03%] 金融的基准方法

Eckhard Platen Eckhard Platen

Mathematical finance. 2006;16(1):131-151. DOI:10.1111/j.1467-9965.2006.00265.x 2006

REGULAR VARIATION AND SMILE ASYMPTOTICS [0.03%] 正则变化与微笑渐近性

S. Benaim; P. Friz S. Benaim; P. Friz

Mathematical finance. 2009;19(1):1-12. DOI:10.1111/j.1467-9965.2008.00354.x 2009

A Microeconomic Approach to Diffusion Models For Stock Prices [0.03%] 股票价格扩散模型的微观经济学方法

Hans Föllmer; Martin Schweizer Hans Föllmer; Martin Schweizer

Mathematical finance. 1993;3(1):1-23. DOI:10.1111/j.1467-9965.1993.tb00035.x 1993

MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET [0.03%] 不完全市场中的马科维茨投资组合优化

Jianming Xia; Jia-An Yan Jianming Xia; Jia-An Yan

Mathematical finance. 2006;16(1):203-216. DOI:10.1111/j.1467-9965.2006.00268.x 2006

CHARACTERIZATION OF OPTIMAL STOPPING REGIONS OF AMERICAN ASIAN AND LOOKBACK OPTIONS [0.03%] 美式、亚式和回溯期权最优停止区域的特征分析

Min Dai; Yue Kuen Kwok Min Dai; Yue Kuen Kwok

Mathematical finance. 2006;16(1):63-82. DOI:10.1111/j.1467-9965.2006.00261.x 2006

The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates [0.03%] 利率与汇率期限结构的潜在方法

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

Mathematical finance. 1997;7(2):157-176. DOI:10.1111/1467-9965.00029 1997