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Mathematical Finance
Papers / arXiv.org
5,733
Applied mathematical finance
10
Finance and stochastics
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
Finance and Stochastics
4
International journal of theoretical and applied finance
4
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3
Applied Mathematical Finance
2
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Digital finance : smart data analytics, investment innovation, and financial technology
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Econometric Society 2004 North American Winter Meetings
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Indifference pricing : theory and applications
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Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
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Risk : managing risk in the world's financial markets
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Stochastic Processes and their Applications
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Robust XVA
Bichuch, Maxim
;
Capponi, Agostino
;
Sturm, Stephan
- In:
Mathematical Finance
30
(
2020
)
3
,
pp. 738-781
Persistent link: https://www.econbiz.de/10012283197
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2
ACCOUNTING FOR RISK AVERSION, VESTING, JOB TERMINATION RISK AND MULTIPLE EXERCISES IN VALUATION OF EMPLOYEE STOCK OPTIONS
Leung, Tim
;
Sircar, Ronnie
- In:
Mathematical Finance
19
(
2009
)
1
,
pp. 99-128
Persistent link: https://www.econbiz.de/10005023806
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3
OPTIMAL STATIC-DYNAMIC HEDGES FOR BARRIER OPTIONS
Aytaç
;
Idot
;
lhan
;
Sircar, Ronnie
- In:
Mathematical Finance
16
(
2006
)
2
,
pp. 359-385
Persistent link: https://www.econbiz.de/10005193391
Saved in:
4
Stochastic Volatility Corrections for Interest Rate Derivatives
Cotton, Peter
;
Fouque, Jean-Pierre
;
Papanicolaou, George
; …
- In:
Mathematical Finance
14
(
2004
)
2
,
pp. 173-200
Persistent link: https://www.econbiz.de/10005193404
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