Narrow search
Showing 1 - 7 of 7
Cover Image
On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter; Ngare, Philip; Nkansah-Gyekye, Yaw - In: Journal of mathematical finance 6 (2016) 3, pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
Cover Image
Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.; Osu, Bright O.; Akpanibah, Edikan E.; … - In: Journal of mathematical finance 7 (2017) 4, pp. 821-833
Persistent link: https://www.econbiz.de/10011789083
Cover Image
The analysis of real data using a stochastic dynamical system able to model spiky prices
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: Journal of mathematical finance 2 (2012) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10009668291
Cover Image
The analysis of real data using a multiscale stochastic volatility model
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: European financial management : the journal of the … 19 (2013) 1, pp. 153-179
Persistent link: https://www.econbiz.de/10009706264
Cover Image
Some explicitly solvable SABR and multiscale SABR models : option pricing and calibration
Fatone, Lorella; Mariani, Francesca; Recchioni, Maria … - In: Journal of mathematical finance 3 (2013) 1, pp. 10-32
Persistent link: https://www.econbiz.de/10010240231
Cover Image
Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun; Chen, Xinfu; Zeng, Xudong - In: Journal of mathematical finance 9 (2019) 3, pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
Cover Image
Optimal investment strategy under stochastic interest rates
Mtunya, Adeline Peter; Ngare, Philip; Nkansah-Gyekye, Yaw - In: Journal of mathematical finance 7 (2017) 2, pp. 319-332
Persistent link: https://www.econbiz.de/10011673904