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

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Subject:  Applied Mathematics

Results 1-8 of 8 (Search time: 0.005 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
2Gerhold, Stefan ; Gülüm, Ismail Cetin Consistency of option prices under bid-ask spreadsArtikel Article 2020
3Hubalek, Friedrich ; Schachermayer, Walter Convergence of optimal expected utility for a sequence of binomial modelsArtikel Article Oct-2021
4Klöppel, Susanne ; Schweizer, Martin Dynamic Indifference Valuation via Convex Risk MeasuresArtikel Article2007
5Slinko, Irina On Finite Dimensional Realizations of Two-Country Interest Rate ModelsArtikel Article2010
6Filipović, Damir ; Kupper, Michael Optimal Capital And Risk Transfers For Group DiversificationArtikel Article2008
7Friz, Peter ; Gerhold, Stefan ; Pinter, Arpad Option Pricing in the Moderate Deviations RegimeArtikel Article 25-Aug-2017
8Forde, Martin ; Gerhold, Stefan ; Smith, Benjamin Small-time, large-time and H→0 asymptotics for the rough Heston modelArtikel Article 2020