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~isPartOf:"Journal of mathematical finance"
~subject:"Arbitrage Pricing"
~subject:"Theorie"
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Arbitrage Pricing
Theorie
Martingal
13
Martingale
13
Option pricing theory
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Optionspreistheorie
7
Portfolio selection
5
Portfolio-Management
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Theory
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Control theory
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Baraedi, Onthusitse
1
Efe-Eyefia, E.
1
Eghwerido, J. T.
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1
Iguodala, Edwin
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Iwaki, Hideki
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Obilade, T. O.
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Offen, Elias
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Qi, Jun
1
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Journal of mathematical finance
Finance and stochastics
61
Mathematical finance : an international journal of mathematics, statistics and financial theory
40
International journal of theoretical and applied finance
18
Journal of econometrics
15
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Research paper series / Swiss Finance Institute
13
Swiss Finance Institute Research Paper
13
Annals of finance
11
CREATES research paper
10
Mathematical methods of operations research
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Economic theory : official journal of the Society for the Advancement of Economic Theory
8
Mathematics and financial economics
8
Applied mathematical finance
6
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
6
Journal of economic dynamics & control
6
Asia-Pacific financial markets
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Econometric reviews
5
Mathematics of operations research
5
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
5
Studi e quaderni
5
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
5
Contemporary quantitative finance : essays in honour of Eckhard Platen
4
Cowles Foundation discussion paper
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Discussion paper / B
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of mathematical economics
4
Quantitative economics : QE ; journal of the Econometric Society
4
The review of financial studies
4
CEMMAP working papers / Centre for Microdata Methods and Practice
3
Cowles Foundation Discussion Paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers of interdisciplinary research project 373
3
Finance research letters
3
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1
Multi-period portfolio selection with no-shorting constraints : duality analysis
Qi, Jun
;
Yi, Lan
- In:
Journal of mathematical finance
7
(
2017
)
3
,
pp. 751-768
Persistent link: https://www.econbiz.de/10011752542
Saved in:
2
Measure of investment optimal strategy
Eghwerido, J. T.
;
Ekuma-Okereke, E.
;
Efe-Eyefia, E.
; …
- In:
Journal of mathematical finance
6
(
2016
)
2
,
pp. 269-274
Persistent link: https://www.econbiz.de/10011544457
Saved in:
3
Optimal portfolio strategy with discounted stochastic cash inflows when the stock price is a semimartingale
Baraedi, Onthusitse
;
Offen, Elias
- In:
Journal of mathematical finance
6
(
2016
)
4
,
pp. 660-684
Persistent link: https://www.econbiz.de/10011656991
Saved in:
4
An optimal life insurance policy in the continuous-time investment-consumption problem
Iwaki, Hideki
;
Osaki, Yusuke
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010239565
Saved in:
5
Semimartingale property and its connections to arbitrage
Samura, Sallieu Kabay
;
Mao, Junjun
;
Yao, Dengbao
- In:
Journal of mathematical finance
3
(
2013
)
2
,
pp. 237-241
Persistent link: https://www.econbiz.de/10010239605
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