Mathematical Finance

Cover image for Vol. 23 Issue 2

Edited By: Dilip B. Madan

Impact Factor: 1.246

ISI Journal Citation Reports © Ranking: 2011: 17/45 (Social Sciences Mathematical Methods); 22/86 (Business Finance); 33/92 (Mathematics Interdisciplinary Applications); 90/321 (Economics)

Online ISSN: 1467-9965

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    Christian Bender, John Schoenmakers and Jianing Zhang

    Article first published online: 18 FEB 2013 | DOI: 10.1111/mafi.12030

  2. CORRELATION UNDER STRESS IN NORMAL VARIANCE MIXTURE MODELS

    Michael Kalkbrener and Natalie Packham

    Article first published online: 18 FEB 2013 | DOI: 10.1111/mafi.12029

  3. RISK MEASURES ON inline image AND VALUE AT RISK WITH PROBABILITY/LOSS FUNCTION

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    Article first published online: 18 FEB 2013 | DOI: 10.1111/mafi.12027

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