Cover Image, Volume 30, Issue 2.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 1, doi. 10.1111/mafi.12263
- Publication type:
- Article
Works matching IS 09601627 AND DT 2020 AND VI 30 AND IP 2
Results: 12
1
2
Firm capital dynamics in centrally cleared markets.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 664, doi. 10.1111/mafi.12236
- By:
- Publication type:
- Article
3
Semistatic and sparse variance‐optimal hedging.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 403, doi. 10.1111/mafi.12235
- By:
- Publication type:
- Article
4
Nonlinear price impact and portfolio choice.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 341, doi. 10.1111/mafi.12234
- By:
- Publication type:
- Article
5
Existence of a calibrated regime switching local volatility model.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 501, doi. 10.1111/mafi.12231
- By:
- Publication type:
- Article
6
Consistency of option prices under bid–ask spreads.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 377, doi. 10.1111/mafi.12230
- By:
- Publication type:
- Article
7
Pathwise moderate deviations for option pricing.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 426, doi. 10.1111/mafi.12228
- By:
- Publication type:
- Article
8
Pricing collateralized derivatives with an arbitrary numeraire.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 464, doi. 10.1111/mafi.12227
- By:
- Publication type:
- Article
9
Optimal consumption and investment with liquid and illiquid assets.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 621, doi. 10.1111/mafi.12221
- By:
- Publication type:
- Article
10
A direct solution method for pricing options in regime‐switching models.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 547, doi. 10.1111/mafi.12220
- By:
- Publication type:
- Article
11
Optimal investment and pricing in the presence of defaults.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 577, doi. 10.1111/mafi.12219
- By:
- Publication type:
- Article
12
Issue Information.
- Published in:
- Mathematical Finance, 2020, v. 30, n. 2, p. 1, doi. 10.1111/mafi.12214
- Publication type:
- Article