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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
IMF Staff Country Reports
1,896
IMF Working Papers
817
European journal of operational research : EJOR
672
Working paper series / European Central Bank
612
NBER working paper series
579
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509
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495
Discussion paper / Centre for Economic Policy Research
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International journal of theoretical and applied finance
365
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339
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296
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277
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261
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254
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231
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213
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207
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193
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Risks : open access journal
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129
Journal of monetary economics
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ECONIS (ZBW)
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1
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
2
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
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3
Classical and impulse stochastic control of the exchange rate using interest rates and reserves
Cadenillas, Abel
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10002177370
Saved in:
4
On valuing stochastic perpetuities using new long horizon stock price models distinguishing booms, busts, and balanced markets
Madan, Dilip B.
;
Yor, Marc
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 296-328
Persistent link: https://www.econbiz.de/10011577146
Saved in:
5
Stochastic local intensity loss models with interacting particle systems
Alfonsi, Aurélien
;
Labart, Celine
;
Lelong, Jerome
- In:
Mathematical finance : an international journal of …
26
(
2016
)
2
,
pp. 366-394
Persistent link: https://www.econbiz.de/10011577160
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6
On the
martingale
property in stochastic volatility models based on time-homogeneous diffusions
Bernard, Carole
;
Cui, Zhenyu
;
McLeish, Don L.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 194-223
Persistent link: https://www.econbiz.de/10011739452
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7
Stochastic volatility models, correlation, and the q-optimal measure
Hobson, David G.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
4
,
pp. 537-556
Persistent link: https://www.econbiz.de/10002396346
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8
The minimal entropy
martingale
measure and the valuation problem in incomplete markets
Frittelli, Marco
- In:
Mathematical finance : an international journal of …
10
(
2000
)
1
,
pp. 39-52
Persistent link: https://www.econbiz.de/10002177131
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9
Malliavin's calculus in insider models : additional utility and free lunches
Imkeller, Peter
- In:
Mathematical finance : an international journal of …
13
(
2003
)
1
,
pp. 153-169
Persistent link: https://www.econbiz.de/10001765669
Saved in:
10
Exact solution of a
martingale
stochastic volatility option problem and its empirical evaluation
Maghsoodi, Yoosef
- In:
Mathematical finance : an international journal of …
17
(
2007
)
2
,
pp. 249-265
Persistent link: https://www.econbiz.de/10003543128
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