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Mathematical Finance
Papers / arXiv.org
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Science & Finance (CFM) working paper archive
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Quantitative Finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Physica A: Statistical Mechanics and its Applications
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Risk : managing risk in the world's financial markets
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Columbia University Center for Financial Engineering, Financial Engineering Report
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Approaches to monetary policy revisited - lessons from the crisis, 6th ECB Central Banking Conference, 18-19 November 2010
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Approaches to monetary policy revisited : lessons from the crisis ; sixth ECB Central Banking Conference, 18 - 19 November 2010
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Interbank lending with benchmark rates : Pareto optima for a class of singular control games
Cont, Rama
;
Guo, Xin
;
Xu, Renyuan
- In:
Mathematical Finance
31
(
2021
)
4
,
pp. 1357-1393
Persistent link: https://www.econbiz.de/10012636233
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CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICES
Cont, Rama
;
Tankov, Peter
- In:
Mathematical Finance
19
(
2009
)
3
,
pp. 379-401
Persistent link: https://www.econbiz.de/10005023805
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MODEL UNCERTAINTY AND ITS IMPACT ON THE PRICING OF DERIVATIVE INSTRUMENTS
Cont, Rama
- In:
Mathematical Finance
16
(
2006
)
3
,
pp. 519-547
Persistent link: https://www.econbiz.de/10005139665
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