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Mathematics and Financial Economics

IF1
论文数18
被引数
期刊论文 18
发表时间
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Comparative statics of trading boundary in finite-horizon portfolio selection problem with proportional transaction costs有限期投资组合选择问题中交易边界的比较静态分析，考虑比例交易成本
deleteMathematics and Financial Economics
IF1
delete2026-03-01
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PREAI
deleteQian, Shuaijie; Li, Jintao
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Strategic informed trading and the value of private information战略性知情交易与私有信息价值
deleteMathematics and Financial Economics
IF1
delete2026-02-01
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PREAI
deleteRobertson, Scott; Anthropelos, Michail
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The Bismut-Elworthy-Li formula for semi-linear distribution-dependent SDEs driven by fractional Brownian motion and its applications in hedging strategy分数布朗运动驱动的半线性分布依赖型随机微分方程的Bismut-Elworthy-Li公式及其在套期保值策略中的应用
deleteMathematics and Financial Economics
IF1
delete2026-02-01
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PREAI
deleteTahmasebi, Mahdieh
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Fare Game: A Mean Field Model of Stochastic Intensity Control in Dynamic Ticket Pricing费尔游戏：动态票价策略中随机强度控制的平均场模型
deleteMathematics and Financial Economics
IF1
delete2026-01-01
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PREAI
deleteAydin, Burak; Parmaksiz, Emre; Sircar, Ronnie
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Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework多资产最优交易执行与随机交叉效应：一个Obizhaeva-Wang型框架
deleteMathematics and Financial Economics
IF1
delete2026-01-01
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deleteAckermann, Julia; Kruse, Thomas; Urusov, Mikhail
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Characterizing arbitrage-free Choquet pricing刻画无套利Choquet定价
deleteMathematics and Financial Economics
IF1
delete2025-12-01
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PREAI
deleteCornet, Bernard
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Optimal carbon emissions mitigation plan for a company under a transition scenario在转型情景下公司的最优碳排放减排方案
deleteMathematics and Financial Economics
IF1
delete2025-12-01
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PREAI
deleteNdiaye, Elisa; Bezat, Antoine; Gobet, Emmanuel; Guivarch, Celine; Jiao, Ying
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Introduction to the special issue in honor of Professor Elyes Jouini本期专刊的引言，以纪念教授Elyes Jouini
deleteMathematics and Financial Economics
IF1
delete2025-12-01
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deleteAid, Rene; Campi, Luciano; Renault, Jerome
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Adaptive-Robust Portfolio Optimisation自适应鲁棒投资组合优化
deleteMathematics and Financial Economics
IF1
delete2025-12-01
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PREAI
deleteBhudisaksang, Theerawat; Cartea, Alvaro; Sanchez-Betancourt, Leandro
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Terminal perturbation for McKean-Vlasov BSDE with regime switching and application to finance切换模式的 McKean-Vlasov BSDE 的终端扰动及其在金融中的应用
deleteMathematics and Financial Economics
IF1
delete2025-12-01
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PREAI
deleteMei, Binyan; Zhang, Liangquan
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Financial equilibrium with preference updating偏好更新的金融均衡
deleteMathematics and Financial Economics
IF1
delete2025-12-01
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deleteKardaras, Constantinos
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A capital and dividend problem for a general Lévy surplus process一般Lévy盈余过程的资本和红利问题
deleteMathematics and Financial Economics
IF1
delete2025-12-01
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PREAI
deleteRoch, Alexandre
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Robust no-arbitrage under projective determinacy在射影决定性下的稳健无套利
deleteMathematics and Financial Economics
IF1
delete2025-11-01
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PREAI
deleteBoistard, Alexandre; Carassus, Laurence; Issaoui, Safae
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Pricing American options time-capped by a drawdown event基于回撤事件的限时限价美式期权定价
deleteMathematics and Financial Economics
IF1
delete2025-11-01
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deletePalmowski, Zbigniew; Stepniak, Pawel
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Asset pricing with consumption-dividend cointegration
deleteMathematics and Financial Economics
IF1
delete2025-10-01
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deleteGuasoni, Paolo; Piccirilli, Marco; Wang, Gu
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Bubbles and Crashes with Partially Sophisticated Investors
deleteMathematics and Financial Economics
IF1
delete2025-10-01
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PREAI
deleteBianchi, Milo; Jehiel, Philippe
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Alpha-robust investment-reinsurance strategy for a mean-variance insurer under a defaultable market在可违约市场下，面向均值-方差保险公司的Alpha-robust投资-再保险策略
deleteMATHEMATICS AND FINANCIAL ECONOMICS
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delete2025-09-01
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PREAI
deleteZhang, E.; He, Yong; He, Lin; Zhang, Zhuoshi; Zhang, Min; Luoyang, Xueqi
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The design of optimal re-insurance contracts when losses are clustered当损失发生聚集时的最优再保险合同设计
deleteMATHEMATICS AND FINANCIAL ECONOMICS
IF0
delete2025-09-01
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deleteBernis, Guillaume; Girolami, Cristina Di; Scotti, Simone
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