Mathematics and Financial Economics

SSCI-ISI SCIE-ISI SCOPUS (2007-2023)

  1862-9660

  1862-9679

 

Cơ quản chủ quản:  Springer Verlag , Springer Heidelberg

Lĩnh vực:
FinanceStatistics and ProbabilityStatistics, Probability and Uncertainty

Các bài báo tiêu biểu

Electricity price modeling and asset valuation: a multi-fuel structural approach
Tập 7 Số 2 - Trang 167-202 - 2013
René Carmona, Michael Coulon, Daniel Schwarz
Multi-stock portfolio optimization under prospect theory
- 2012
Traian A. Pirvu, Klaas Schulze
The consumption-based determinants of the term structure of discount rates
Tập 1 Số 2 - Trang 81-101 - 2007
Christian Gollier
Convex compactness and its applications
- 2010
Gordan Žitković
Optimal compensation with adverse selection and dynamic actions
Tập 1 Số 1 - Trang 21-55 - 2007
Jakša Cvitanić, Jianfeng Zhang
Lebesgue property for convex risk measures on Orlicz spaces
Tập 6 Số 1 - Trang 15-35 - 2012
J. Orihuela, M. Ruiz Galán
Asymptotic arbitrage and large deviations
- 2008
Walter Schachermayer
Liquidity-adjusted risk measures
- 2013
Stefan Weber, Warwick Anderson, Anna-Maria Hamm, Thomas Knispel, M. Liese, Thomas Salfeld
Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework
- 2019
Fred Espen Benth, Marco Piccirilli, Tiziano Vargiolu