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Search: isPartOf:"Applied Mathematical Finance"
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Applied mathematical finance
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Applied Mathematical Finance
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Applied Mathematical Finance, 2004, 11(1), 1-25
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71
A multiple curve Lévy swap market model
Eberlein, Ernst
;
Gerhart, Christoph
;
Lütkebohmert, Eva
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 396-421
Persistent link: https://www.econbiz.de/10012501623
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72
Smart indexing under regime-switching economic states
Edirisinghe, Chanaka
;
Zhao, Yonggan
- In:
Applied mathematical finance
27
(
2020
)
5
,
pp. 422-456
Persistent link: https://www.econbiz.de/10012501624
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73
Optimal asset allocation for retirement saving : deterministic vs. time consistent adaptive strategies
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10012210256
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74
A mathematical analysis of technical analysis
Lorig, Matthew
;
Zhou, Zhou
;
Zou, Bin
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 38-68
Persistent link: https://www.econbiz.de/10012210259
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75
Non-Linear interactions and exchange rate prediction : empirical evidence using support vector regression
Peng, Yaohao
;
Albuquerque, Pedro H.
- In:
Applied mathematical finance
26
(
2019
)
1
,
pp. 69-100
Persistent link: https://www.econbiz.de/10012210260
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76
Hedging the risk of delayed data in defaultable markets
Okhrati, Ramin
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 101-130
Persistent link: https://www.econbiz.de/10012210262
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77
On Carr and Lee's correlation immunization strategy
LIn, Jimin
;
Lorig, Matthew
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 131-152
Persistent link: https://www.econbiz.de/10012210265
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78
Mean-field game strategies for optimal execution
Huang, Xuancheng
;
Jaimungal, Sebastian
;
Nourian, Mojtaba
- In:
Applied mathematical finance
26
(
2019
)
2
,
pp. 153-185
Persistent link: https://www.econbiz.de/10012210268
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79
Short maturity forward start Asian options in local volatility models
Pirjol, Dan
;
Wang, Jing
;
Zhu, Lingjiong
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 187-221
Persistent link: https://www.econbiz.de/10012210271
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80
Dual representation of the cost of designing a portfolio satisfying multiple risk constraints
Bouveret, Géraldine
- In:
Applied mathematical finance
26
(
2019
)
3
,
pp. 222-256
Persistent link: https://www.econbiz.de/10012210285
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