MATHEMATICAL FINANCE,volume 25,issue 2  (04-2015)

Period of time： 2015年2期

Publisher： John Wiley & Sons Inc

Founded in： 1991

Total resources： 13

ISSN： 0960-1627

Subject： O Mathematical Sciences and Chemical

Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

MATHEMATICAL FINANCE,volume 25,issue 2

Menu

OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS

MATHEMATICAL FINANCE,volume 25,issue 2 , Vol. 25, Iss. 2, 2015-04 , pp. 221-257

John Wiley & Sons Inc

Abstract Access to resources Recommend Favorite

ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL

MATHEMATICAL FINANCE,volume 25,issue 2 , Vol. 25, Iss. 2, 2015-04 , pp. 258-287

John Wiley & Sons Inc

Abstract Access to resources Recommend Favorite

AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION

MATHEMATICAL FINANCE,volume 25,issue 2 , Vol. 25, Iss. 2, 2015-04 , pp. 288-310

John Wiley & Sons Inc

Abstract Access to resources Recommend Favorite

THE EFFECT OF TRADING FUTURES ON SHORT SALE CONSTRAINTS

MATHEMATICAL FINANCE,volume 25,issue 2 , Vol. 25, Iss. 2, 2015-04 , pp. 311-338

John Wiley & Sons Inc

Abstract Access to resources Recommend Favorite

DUAL REPRESENTATIONS FOR GENERAL MULTIPLE STOPPING PROBLEMS

MATHEMATICAL FINANCE,volume 25,issue 2 , Vol. 25, Iss. 2, 2015-04 , pp. 339-370

John Wiley & Sons Inc

Abstract Access to resources Recommend Favorite

ON THE CONSISTENCY OF REGRESSION‐BASED MONTE CARLO METHODS FOR PRICING BERMUDAN OPTIONS IN CASE OF ESTIMATED FINANCIAL MODELS

MATHEMATICAL FINANCE,volume 25,issue 2 , Vol. 25, Iss. 2, 2015-04 , pp. 371-399

John Wiley & Sons Inc

Abstract Access to resources Recommend Favorite

FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES

MATHEMATICAL FINANCE,volume 25,issue 2 , Vol. 25, Iss. 2, 2015-04 , pp. 400-425

John Wiley & Sons Inc

Abstract Access to resources Recommend Favorite

CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS

MATHEMATICAL FINANCE,volume 25,issue 2 , Vol. 25, Iss. 2, 2015-04 , pp. 426-456

John Wiley & Sons Inc

Abstract Access to resources Recommend Favorite

Total 8 item(s)