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：3.6/Q1

共收录本刊相关文章索引601条

THRESHOLD AUTOREGRESSIVE MODELING IN FINANCE: THE PRICE DIFFERENCES OF EQUIVALENT ASSETS [0.03%] 金融中的阈值自回归建模：等价资产的价格差异

Pradeep K. Yadav; Peter F. Pope; Krishna Paudyal Pradeep K. Yadav; Peter F. Pope; Krishna Paudyal

Mathematical finance. 1994;4(2):205-221. DOI:10.1111/j.1467-9965.1994.tb00058.x 1994

OPTIONS AND EFFICIENCY IN MULTIDATE SECURITY MARKETS [0.03%] 多日期证券市场中的期权与效率

Alexandre M. Baptista Alexandre M. Baptista

Mathematical finance. 2005;15(4):569-587. DOI:10.1111/j.1467-9965.2005.00251.x 2005

MARTINGALE MEASURES FOR DISCRETE-TIME PROCESSES WITH INFINITE HORIZON [0.03%] 无限时域离散时间过程的鞅测度

W. Schachermayer W. Schachermayer

Mathematical finance. 1994;4(1):25-55. DOI:10.1111/j.1467-9965.1994.tb00048.x 1994

LATTICE OPTION PRICING BY MULTIDIMENSIONAL INTERPOLATION [0.03%] 基于多维插值的格子期权定价

Vladislav Kargin Vladislav Kargin

Mathematical finance. 2005;15(4):635-647. DOI:10.1111/j.1467-9965.2005.00254.x 2005

GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION [0.03%] 有限信息下的广义超鞅定价因子

Constantinos Kardaras Constantinos Kardaras

Mathematical finance. 2012;aop(aop):0-0. DOI:10.1111/j.1467-9965.2011.00484.x 2012

THE TERM STRUCTURE OF INTEREST RATES AS A GAUSSIAN RANDOM FIELD [0.03%] 利率期限结构作为高斯随机场

D. P. Kennedy D. P. Kennedy

Mathematical finance. 1994;4(3):247-258. DOI:10.1111/j.1467-9965.1994.tb00094.x 1994

SERIES EXPANSION OF THE SABR JOINT DENSITY [0.03%] SABR联合密度的系列扩展

Qi Wu Qi Wu

Mathematical finance. 2012;22(2):310-345. DOI:10.1111/j.1467-9965.2010.00460.x 2012

CONVERGENCE OF BARRIER OPTION PRICES IN THE BINOMIAL MODEL [0.03%] 二项式模型中障碍期权价格的收敛性

Jhihrong Lin; Ken Palmer Jhihrong Lin; Ken Palmer

Mathematical finance. 2012;aop(aop):0-0. DOI:10.1111/j.1467-9965.2011.00501.x 2012

MOMENT EXPLOSIONS AND STATIONARY DISTRIBUTIONS IN AFFINE DIFFUSION MODELS [0.03%] 仿射扩散模型中的矩爆炸与平稳分布

Paul Glasserman; Kyoung-Kuk Kim Paul Glasserman; Kyoung-Kuk Kim

Mathematical finance. 2010;20(1):1-33. DOI:10.1111/j.1467-9965.2009.00387.x 2010

Hedging Index Options With Few Assets [0.03%] 用少量资产对冲指数期权

Damien Lamberton; Bernard Lapeyre Damien Lamberton; Bernard Lapeyre

Mathematical finance. 1993;3(1):25-41. DOI:10.1111/j.1467-9965.1993.tb00036.x 1993