Mathematical Finance

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Journal description

Title Titel
Mathematical Finance
 
e-ISSN
1467-9965
 
ISSN
0960-1627
 
Publisher Herausgeber
WILEY
 
Publisher's Address Herausgeber Adresse
111 RIVER ST, HOBOKEN, USA, NJ, 07030-5774
 
Listed in SCI Aufgelistet im SCI
 
Peer reviewed Begutachtet
 
 

Publications Publikationen

Results 1-19 of 19 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Acciaio, B. ; Beiglböck, M. ; Penkner, F. ; Schachermayer, W. A Model-free Version of the Fundamental Theorem of Asset Pricing and the Super-Replication TheoremArtikel Article 2016
2Leitner, Johannes A Short Note on Second Order Stochastic Monotonicity Preserving Coherent Risk MeasuresArtikel Article2005
3Gerhold, Stefan ; Gülüm, Ismail Cetin Consistency of option prices under bid-ask spreadsArtikel Article 2020
4Hubalek, Friedrich ; Schachermayer, Walter Convergence of optimal expected utility for a sequence of binomial modelsArtikel Article Oct-2021
5Klöppel, Susanne ; Schweizer, Martin Dynamic Indifference Valuation via Convex Risk MeasuresArtikel Article2007
6Goldammer, Verena ; Schmock, Uwe Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimalityArtikel Article2012
7Schachermayer, Walter ; Teichmann, Josef How close are the Option Pricing Formulas of Bachelier and Black-Merton-Scholes?Artikel Article2008
8Cetin, Umut ; Rogers, Chris Modelling liquidity effects in discrete timeArtikel Article2007
9Keller-Ressel, Martin Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility ModelsArtikel Article2011
10Slinko, Irina On Finite Dimensional Realizations of Two-Country Interest Rate ModelsArtikel Article2010
11Acciaio, Beatrice ; Svindland, Gregor On the Lower Arbitrage Bound of American Contingent Claims Mathematical FinanceArtikel Article2014
12Hugonnier, Julien ; Kramkov, Dmitry ; Schachermayer, Walter On Utility Based Pricing of Contingent Claims in Incomplete MarketsArtikel Article2005
13Filipović, Damir ; Kupper, Michael Optimal Capital And Risk Transfers For Group DiversificationArtikel Article2008
14Leitner, Johannes Optimal portfolios with lower partial moment constraints and LPM-risk optimal martingale measuresArtikel Article2008
15Jouini, Elyes ; Schachermayer, Walter ; Touzi, Nizar Optimal risk sharing for law invariant monetary utility functionsArtikel Article2008
16Friz, Peter ; Gerhold, Stefan ; Pinter, Arpad Option Pricing in the Moderate Deviations RegimeArtikel Article 25-Aug-2017
17Forde, Martin ; Gerhold, Stefan ; Smith, Benjamin Small-time, large-time and H→0 asymptotics for the rough Heston modelArtikel Article 2020
18Keller-Ressel, Martin ; Papapantoleon, Antonis ; Teichmann, Josef The Affine Libor ModelsArtikel Article2013
19Alos, Elisa ; Rheinländer, Thorsten ; Chen, Zhangyu Valuation of barrier options via a general self-dualityArtikel Article 2016