Mathematical Finance

Early View Articles

ORIGINAL ARTICLES

Optimal investment and pricing in the presence of defaults

  • Author: Tetsuya Ishikawa, Scott Robertson
  • Pub Online: Jul 12, 2019
  • DOI: 10.1111/mafi.12219 (p )

A direct solution method for pricing options in regime‐switching models

  • Author: Masahiko Egami, Rusudan Kevkhishvili
  • Pub Online: Jul 14, 2019
  • DOI: 10.1111/mafi.12220 (p )

Optimal consumption and investment with liquid and illiquid assets

  • Author: Jin Hyuk Choi
  • Pub Online: Jul 15, 2019
  • DOI: 10.1111/mafi.12221 (p )

Robust martingale selection problem and its connections to the no‐arbitrage theory

  • Author: Matteo Burzoni, Mario Šikić
  • Pub Online: Jul 17, 2019
  • DOI: 10.1111/mafi.12225 (p )

Articles

ON VALUING STOCHASTIC PERPETUITIES USING NEW LONG HORIZON STOCK PRICE MODELS DISTINGUISHING BOOMS, BUSTS, AND BALANCED MARKETS

  • Author: Dilip B. Madan, Marc Yor
  • Pub Online: Dec 02, 2013
  • DOI: 10.1111/mafi.12056 (p )

ORIGINAL ARTICLES

A NEW LOOK AT SHORT‐TERM IMPLIED VOLATILITY IN ASSET PRICE MODELS WITH JUMPS

  • Author: Aleksandar Mijatović, Peter Tankov
  • Pub Online: Oct 09, 2013
  • DOI: 10.1111/mafi.12055 (p )

Articles

MODEL‐INDEPENDENT NO‐ARBITRAGE CONDITIONS ON AMERICAN PUT OPTIONS

  • Author: Alexander M. G. Cox, Christoph Hoeggerl
  • Pub Online: Dec 02, 2013
  • DOI: 10.1111/mafi.12058 (p )

THE INCENTIVES OF HEDGE FUND FEES AND HIGH‐WATER MARKS

  • Author: Paolo Guasoni, Jan Obłój
  • Pub Online: Dec 02, 2013
  • DOI: 10.1111/mafi.12057 (p )

STOCHASTIC LOCAL INTENSITY LOSS MODELS WITH INTERACTING PARTICLE SYSTEMS

  • Author: Aurélien Alfonsi, Céline Labart, Jérôme Lelong
  • Pub Online: Dec 02, 2013
  • DOI: 10.1111/mafi.12059 (p )

ORIGINAL ARTICLES

MEASURING DISTRIBUTION MODEL RISK

  • Author: Thomas Breuer, Imre Csiszár
  • Pub Online: Oct 09, 2013
  • DOI: 10.1111/mafi.12050 (p )

GENERAL INTENSITY SHAPES IN OPTIMAL LIQUIDATION

  • Author: Olivier Guéant, Charles‐Albert Lehalle
  • Pub Online: Oct 09, 2013
  • DOI: 10.1111/mafi.12052 (p )

RESILIENCE TO CONTAGION IN FINANCIAL NETWORKS

  • Author: Hamed Amini, Rama Cont, Andreea Minca
  • Pub Online: Oct 09, 2013
  • DOI: 10.1111/mafi.12051 (p )

COMPARING LOCAL RISKS BY ACCEPTANCE AND REJECTION

  • Author: Amnon Schreiber
  • Pub Online: Oct 09, 2013
  • DOI: 10.1111/mafi.12054 (p )

BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS

  • Author: Christian Reichlin
  • Pub Online: Oct 11, 2013
  • DOI: 10.1111/mafi.12053 (p )

ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL

  • Author: Anis Matoussi, Dylan Possamaï, Chao Zhou
  • Pub Online: Jun 18, 2013
  • DOI: 10.1111/mafi.12031 (p )
Page:   Prev 1 2 3 4 5 6 Next

Related Topics

Related Publications

Related Content

Site Footer

Address:

This website is provided by John Wiley & Sons Limited, The Atrium, Southern Gate, Chichester, West Sussex PO19 8SQ (Company No: 00641132, VAT No: 376766987)

Published features on StatisticsViews.com are checked for statistical accuracy by a panel from the European Network for Business and Industrial Statistics (ENBIS)   to whom Wiley and StatisticsViews.com express their gratitude. This panel are: Ron Kenett, David Steinberg, Shirley Coleman, Irena Ograjenšek, Fabrizio Ruggeri, Rainer Göb, Philippe Castagliola, Xavier Tort-Martorell, Bart De Ketelaere, Antonio Pievatolo, Martina Vandebroek, Lance Mitchell, Gilbert Saporta, Helmut Waldl and Stelios Psarakis.