Mathematical Finance

Cover image for Vol. 25 Issue 2

Early View (Online Version of Record published before inclusion in an issue)

Edited By: Jerome Detemple

Impact Factor: 1.348

ISI Journal Citation Reports © Ranking: 2013: 14/45 (Social Sciences Mathematical Methods); 23/91 (Business Finance); 31/95 (Mathematics Interdisciplinary Applications); 91/333 (Economics)

Online ISSN: 1467-9965

VIEW

  1. 1 - 58
  1. Articles

    1. TUG-OF-WAR, MARKET MANIPULATION, AND OPTION PRICING

      Kaj Nyström and Mikko Parviainen

      Article first published online: 18 DEC 2014 | DOI: 10.1111/mafi.12090

    2. REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING

      Alain Bensoussan, SingRu Hoe, ZhongFeng Yan and George Yin

      Article first published online: 18 DEC 2014 | DOI: 10.1111/mafi.12085

    3. ROBUST PORTFOLIOS AND WEAK INCENTIVES IN LONG-RUN INVESTMENTS

      Paolo Guasoni, Johannes Muhle-Karbe and Hao Xing

      Article first published online: 15 DEC 2014 | DOI: 10.1111/mafi.12087

    4. EXPECTATIONS OF FUNCTIONS OF STOCHASTIC TIME WITH APPLICATION TO CREDIT RISK MODELING

      Ovidiu Costin, Michael B. Gordy, Min Huang and Pawel J. Szerszen

      Article first published online: 15 DEC 2014 | DOI: 10.1111/mafi.12082

    5. COHERENCE AND ELICITABILITY

      Johanna F. Ziegel

      Article first published online: 3 SEP 2014 | DOI: 10.1111/mafi.12080

    6. FIRE SALES FORENSICS: MEASURING ENDOGENOUS RISK

      Rama Cont and Lakshithe Wagalath

      Article first published online: 1 SEP 2014 | DOI: 10.1111/mafi.12071

  2. Original Articles

    1. BENCHMARKED RISK MINIMIZATION

      Ke Du and Eckhard Platen

      Article first published online: 20 MAY 2014 | DOI: 10.1111/mafi.12065

  3. ARTICLES

    1. GAMBLING IN CONTESTS WITH REGRET

      Han Feng and David Hobson

      Article first published online: 20 MAY 2014 | DOI: 10.1111/mafi.12069

  4. Original Articles

    1. HIGH-ORDER SHORT-TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS

      José E. Figueroa-López, Ruoting Gong and Christian Houdré

      Article first published online: 20 MAY 2014 | DOI: 10.1111/mafi.12064

  5. ARTICLES

  6. Original Articles

    1. VALUATION OF BARRIER OPTIONS VIA A GENERAL SELF-DUALITY

      Elisa Alòs, Zhanyu Chen and Thorsten Rheinländer

      Article first published online: 20 MAY 2014 | DOI: 10.1111/mafi.12063

    2. A FIRST-ORDER BSPDE FOR SWING OPTION PRICING

      Christian Bender and Nikolai Dokuchaev

      Article first published online: 20 MAY 2014 | DOI: 10.1111/mafi.12067

  7. ARTICLES

    1. STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PARTICLE SYSTEMS

      Aurélien Alfonsi, Céline Labart and Jérôme Lelong

      Article first published online: 2 DEC 2013 | DOI: 10.1111/mafi.12059

    2. MODEL-INDEPENDENT NO-ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS

      Alexander M. G. Cox and Christoph Hoeggerl

      Article first published online: 2 DEC 2013 | DOI: 10.1111/mafi.12058

  8. Original Articles

    1. MEASURING DISTRIBUTION MODEL RISK

      Thomas Breuer and Imre Csiszár

      Article first published online: 9 OCT 2013 | DOI: 10.1111/mafi.12050

    2. RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

      Hamed Amini, Rama Cont and Andreea Minca

      Article first published online: 9 OCT 2013 | DOI: 10.1111/mafi.12051

    3. GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION

      Olivier Guéant and Charles-Albert Lehalle

      Article first published online: 9 OCT 2013 | DOI: 10.1111/mafi.12052

    4. LINKED RECURSIVE PREFERENCES AND OPTIMALITY

      Shlomo Levental, Sumit Sinha and Mark Schroder

      Article first published online: 9 OCT 2013 | DOI: 10.1111/mafi.12047

    5. LONG HORIZONS, HIGH RISK AVERSION, AND ENDOGENOUS SPREADS

      Paolo Guasoni and Johannes Muhle-Karbe

      Article first published online: 9 OCT 2013 | DOI: 10.1111/mafi.12046

    6. OPTIMAL EXECUTION HORIZON

      David Easley, Marcos Lopez de Prado and Maureen O'Hara

      Article first published online: 9 OCT 2013 | DOI: 10.1111/mafi.12045

    7. HOPE, FEAR, AND ASPIRATIONS

      Xue Dong He and Xun Yu Zhou

      Article first published online: 18 JUN 2013 | DOI: 10.1111/mafi.12044

    8. PORTFOLIO LIQUIDATION IN DARK POOLS IN CONTINUOUS TIME

      Peter Kratz and Torsten Schöneborn

      Article first published online: 18 JUN 2013 | DOI: 10.1111/mafi.12037

    9. OPTION PRICING AND HEDGING WITH SMALL TRANSACTION COSTS

      Jan Kallsen and Johannes Muhle-Karbe

      Article first published online: 6 JUN 2013 | DOI: 10.1111/mafi.12035

  9. ARTICLES

    1. STATIC FUND SEPARATION OF LONG-TERM INVESTMENTS

      Paolo Guasoni and Scott Robertson

      Article first published online: 2 NOV 2012 | DOI: 10.1111/mafi.12017

    2. OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS

      Vicky Henderson and David Hobson

      Article first published online: 13 MAY 2011 | DOI: 10.1111/j.1467-9965.2011.00477.x

VIEW

  1. 1 - 58

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