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Journal of mathematical finance
Finance and stochastics
92
Mathematical finance : an international journal of mathematics, statistics and financial theory
46
International journal of theoretical and applied finance
37
Journal of econometrics
33
Research paper series / Swiss Finance Institute
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Economics Series Working Papers / Department of Economics, Oxford University
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European journal of operational research : EJOR
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International review of financial analysis
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Mathematics of operations research
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The journal of futures markets
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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1
Contingent claims in incomplete markets : a case study
Mataramvura, Sure
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 426-430
Persistent link: https://www.econbiz.de/10010239520
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2
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
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3
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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4
Is the driving force of a continuous process a Brownian motion or fractional Brownian motion?
Kong, Xinbing
;
Jing, Bingyi
;
Li, Cuixia
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 454-464
Persistent link: https://www.econbiz.de/10010240795
Saved in:
5
Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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6
On local times : application to pricing using bid-ask
Kettler, Paul C.
;
Menoukeu-Pamen, Olivier
;
Proske, Frank
- In:
Journal of mathematical finance
4
(
2014
)
2
,
pp. 84-94
Persistent link: https://www.econbiz.de/10010380910
Saved in:
7
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:
8
Pricing a European option in a black-scholes quanto market when stock price is a
semimartingale
Offen, E. R.
;
Lungu, E. M.
- In:
Journal of mathematical finance
5
(
2015
)
3
,
pp. 286-303
Persistent link: https://www.econbiz.de/10011438535
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9
Equivalent martingale measure in Asian geometric average option pricing
Zhu, Yonggang
- In:
Journal of mathematical finance
4
(
2014
)
4
,
pp. 304-308
Persistent link: https://www.econbiz.de/10011312412
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10
Equilibrium equity premium in a semi martingale market when jump amplitudes follow a binomial distribution
Mukupa, George M.
;
Offen, Elias R.
- In:
Journal of mathematical finance
8
(
2018
)
3
,
pp. 599-612
Persistent link: https://www.econbiz.de/10011968727
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