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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
VOLATILITY AND COVARIATION ESTIMATION WHEN MICROSTRUCTURE NOISE AND TRADING TIMES ARE ENDOGENOUS [0.03%] 当微观结构噪声与交易时间内生时的波动率与协方差估计
Christian Yann Robert; Mathieu Rosenbaum Christian Yann Robert; Mathieu Rosenbaum
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RISK MEASURES FOR NON-INTEGRABLE RANDOM VARIABLES [0.03%] 不可积随机变量的风险度量
Freddy Delbaen Freddy Delbaen
Mathematical finance. 2009;19(2):329-333. DOI:10.1111/j.1467-9965.2009.00370.x 2009
DIFFUSION COEFFICIENT ESTIMATION AND ASSET PRICING WHEN RISK PREMIA AND SENSITIVITIES ARE TIME VARYING: A COMMENT [0.03%] 风险溢价与敏感性随时间变化时的扩散系数估计与资产定价：一则评论
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Mathematical finance. 2010;20(4):733-751. DOI:10.1111/j.1467-9965.2010.00418.x 2010
ON THE DYBVIG-INGERSOLL-ROSS THEOREM [0.03%] 关于迪布维格-英格索尔-罗斯定理
Constantinos Kardaras; Eckhard Platen Constantinos Kardaras; Eckhard Platen
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Michael Kalkbrener Michael Kalkbrener
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Martingale Measures For A Class of Right-Continuous Processes [0.03%] 一类右连续过程的鞅测度
Peter Lakner Peter Lakner
Mathematical finance. 1993;3(1):43-53. DOI:10.1111/j.1467-9965.1993.tb00037.x 1993
PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES [0.03%] 具有单调均值-方差偏好下的投资组合选择
Fabio Maccheroni; Massimo Marinacci; Aldo Rustichini; Marco Taboga Fabio Maccheroni; Massimo Marinacci; Aldo Rustichini; Marco Taboga
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PERPETUAL CANCELLABLE AMERICAN CALL OPTION [0.03%] 可永久取消的美式看涨期权
Thomas J. Emmerling Thomas J. Emmerling
Mathematical finance. 2012;22(4):0-0. DOI:10.1111/j.1467-9965.2011.00479.x 2012
Portfolio Value-at-Risk with Heavy-Tailed Risk Factors [0.03%] 具有重尾风险因子的投资组合风险价值
Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin Paul Glasserman; Philip Heidelberger; Perwez Shahabuddin
Mathematical finance. 2002;12(3):239-269. DOI:10.1111/1467-9965.00141 2002