Erratum: "Convex Duality in Stochastic Optimization and Mathematical Finance".
- Published in:
- 2016
- Publication type:
- Correction Notice
Works matching Mathematical finance
Results: 3694
1
2
Initial boundary value problem of an equation from mathematical finance.
- Published in:
- Chinese Annals of Mathematics, 2016, v. 37, n. 3, p. 465, doi. 10.1007/s11401-016-0947-7
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- Publication type:
- Article
3
More Mathematical Finance.
- Published in:
- 2013
- By:
- Publication type:
- Book Review
4
Convex Duality in Stochastic Optimization and Mathematical Finance.
- Published in:
- Mathematics of Operations Research, 2011, v. 36, n. 2, p. 340, doi. 10.1287/moor.1110.0485
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- Publication type:
- Article
5
Editorial: A Celebration of the Ties That Bind Us: Connections between Actuarial Science and Mathematical Finance.
- Published in:
- 2018
- By:
- Publication type:
- Editorial
6
Dynamic copula models for the spark spread.
- Published in:
- Quantitative Finance, 2011, v. 11, n. 3, p. 407, doi. 10.1080/14697688.2010.481629
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- Publication type:
- Article
7
Wavelet decomposition for intra-day volume dynamics.
- Published in:
- Quantitative Finance, 2010, v. 10, n. 8, p. 917, doi. 10.1080/14697680903369484
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- Publication type:
- Article
8
Editorial Statement for Mathematical Finance.
- Published in:
- Journal of Risk & Financial Management, 2020, v. 13, n. 2, p. 1, doi. 10.3390/jrfm13020018
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- Publication type:
- Article
9
The space of outcomes of semi-static trading strategies need not be closed.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 3, p. 741, doi. 10.1007/s00780-017-0329-3
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- Publication type:
- Article
10
Mathematical Finance: A Very Short Introduction: by Mark H. A. Davis, Oxford University Press (2019). Paperback. ISBN 978-0198787945.
- Published in:
- 2019
- By:
- Publication type:
- Book Review
11
Recent advances in mathematical methods for finance.
- Published in:
- Annals of Operations Research, 2024, v. 336, n. 1/2, p. 1, doi. 10.1007/s10479-024-05959-w
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- Publication type:
- Article
12
The Platonic Foundations of Finance and the Interpretation of Finance Models.
- Published in:
- Journal of Behavioral Finance, 2006, v. 7, n. 1, p. 43, doi. 10.1207/s15427579jpfm0701_5
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- Publication type:
- Article
13
The 4th Columbia-Jafee Conference on Mathematical Finance and Financial Engineering.
- Published in:
- Asia-Pacific Financial Markets, 2000, v. 7, n. 3, p. 289, doi. 10.1023/A:1017350426245
- Publication type:
- Article
14
Integrability analysis of the partial diffential equation describing the classical bond-pricing model of mathematical finance.
- Published in:
- Open Physics, 2018, v. 16, n. 1, p. 766, doi. 10.1515/phys-2018-0096
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- Publication type:
- Article
15
Finance and Mathematics: Where is the Ethical Malaise?
- Published in:
- Mathematical Intelligencer, 2015, v. 37, n. 4, p. 8, doi. 10.1007/s00283-015-9573-6
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- Publication type:
- Article
16
TEXTES & DOCUMENTS: LOUIS BACHELIER’S 1938 MONOGRAPH ON THE CALCULUS OF SPECULATION: MATHEMATICAL FINANCE AND RANDOMNESS OF ASSET PRICES IN BACHELIER’S LATER WORK.
- Published in:
- Revue d'Histoire des Mathématiques, 2018, v. 24, n. 1, p. 41
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- Publication type:
- Article
17
Elementary Probability Theory, With Stochastic Processes and an Introduction to Mathematical Finance (Book).
- Published in:
- 2004
- By:
- Publication type:
- Book Review
18
The exact Taylor formula of the implied volatility.
- Published in:
- Finance & Stochastics, 2017, v. 21, n. 3, p. 661, doi. 10.1007/s00780-017-0330-x
- By:
- Publication type:
- Article
19
ON THE CORRECTNESS OF ONE CLASS OF FOURTH-ORDER SINGULAR DIFFERENTIAL EQUATIONS.
- Published in:
- Journal of Mathematics, Mechanics & Computer Science, 2024, v. 123, n. 3, p. 21, doi. 10.26577/JMMCS2024-v123-i3-3
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- Publication type:
- Article
20
White noise generalizations of the Clark-Haussmann-Ocone theorem with application to mathematical finance.
- Published in:
- Finance & Stochastics, 2000, v. 4, n. 4, p. 465, doi. 10.1007/PL00013528
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- Publication type:
- Article
21
An Introduction to Mathematical Finance (Book Review).
- Published in:
- 2000
- By:
- Publication type:
- Book Review
22
THE DEVIL IS IN THE TAILS: ACTUARIAL MATHEMATICS AND THE SUBPRIME MORTGAGE CRISIS.
- Published in:
- Astin Bulletin, 2010, v. 40, n. 1, p. 1, doi. 10.2143/AST.40.1.2049222
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- Publication type:
- Article
23
Aspects concerning entropy and utility.
- Published in:
- Theory & Decision, 2012, v. 72, n. 2, p. 273, doi. 10.1007/s11238-010-9232-5
- By:
- Publication type:
- Article
24
Copulæ: Some mathematical aspects.
- Published in:
- Applied Stochastic Models in Business & Industry, 2011, v. 27, n. 1, p. 37, doi. 10.1002/asmb.835
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- Publication type:
- Article
25
The Mathematical Theory of Finance (Book).
- Published in:
- 1936
- By:
- Publication type:
- Book Review
26
Introduction to the Mathematical Theory of Finance (Book).
- Published in:
- 1929
- By:
- Publication type:
- Book Review
27
Mathematical Principles of Finance (Book).
- Published in:
- 1928
- By:
- Publication type:
- Book Review
28
An elementary introduction to mathematical finance.
- Published in:
- 2012
- By:
- Publication type:
- Book Review
29
Mathematical Methods in Investment and Finance.
- Published in:
- 1974
- By:
- Publication type:
- Book Review
30
AN INTRODUCTION TO MATHEMATICAL FINANCE (Book).
- Published in:
- 2002
- By:
- Publication type:
- Book Review
31
ON CHANGES OF MEASURE IN STOCHASTIC VOLATILITY MODELS.
- Published in:
- Journal of Applied Mathematics & Stochastic Analysis, 2006, p. 1, doi. 10.1155/JAMSA/2006/18130
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- Publication type:
- Article
32
Mathematical finance.
- Published in:
- Current Science (00113891), 2007, v. 92, n. 3, p. 277
- By:
- Publication type:
- Article
33
Optimal control of ultradiffusion processes with application to mathematical finance.
- Published in:
- International Journal of Computer Mathematics, 2015, v. 92, n. 2, p. 296, doi. 10.1080/00207160.2014.890714
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- Publication type:
- Article
34
Mathematical Modeling and Computation in Finance: With Exercises and Python and Matlab Computer Codes: by Cornelis W. Oosterlee and Lech A. Grzelak, World Scientific Pub Co Inc (2019). Hardback. ISBN 978-1786348050.
- Published in:
- Quantitative Finance, 2022, v. 22, n. 11, p. 1971, doi. 10.1080/14697688.2022.2117641
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- Publication type:
- Article
35
Calendar.
- Published in:
- 2015
- Publication type:
- Calendar
36
Calendar.
- Published in:
- 2015
- Publication type:
- Calendar
37
Calendar.
- Published in:
- Quantitative Finance, 2014, v. 14, n. 12, p. 2075, doi. 10.1080/14697688.2014.955301
- Publication type:
- Article
38
Semi-parametric modelling in finance: theoretical foundations.
- Published in:
- Quantitative Finance, 2002, v. 2, n. 4, p. 241, doi. 10.1088/1469-7688/2/4/201
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- Publication type:
- Article
39
An Introduction to Mathematical Finance.
- Published in:
- Quantitative Finance, 2001, v. 1, n. 3, p. 302, doi. 10.1080/13670059908666243a
- By:
- Publication type:
- Article
40
On the Mittag-Leffler Stability of Impulsive Fractional Solow-Type Models.
- Published in:
- International Journal of Nonlinear Sciences & Numerical Simulation, 2017, v. 18, n. 5, p. 315, doi. 10.1515/ijnsns-2016-0027
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- Publication type:
- Article
41
Elementary Probability Theory With Stochastic Processes and an Introduction to Mathematical Finance (4th ed.) (Book).
- Published in:
- 2004
- Publication type:
- Book Review
42
APPLICATIONS OF MATHEMATICAL CONTROL THEORY TO FINANCE: MODELING SIMPLE DYNAMIC CASH BALANCE PROBLEMS.
- Published in:
- Journal of Financial & Quantitative Analysis, 1970, v. 5, n. 4/5, p. 381, doi. 10.2307/2330038
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- Publication type:
- Article
43
The Capital Asset Pricing Model ( CAPM): The History of a Failed Revolutionary Idea in Finance? Comments and Extensions.
- Published in:
- 2013
- By:
- Publication type:
- Opinion
44
A GENERALIZED NORMAL MEAN-VARIANCE MIXTURE FOR RETURN PROCESSES IN FINANCE.
- Published in:
- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 3, p. 415, doi. 10.1142/S0219024910005838
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- Publication type:
- Article
45
Optional decompositions under constraints.
- Published in:
- Probability Theory & Related Fields, 1997, v. 109, n. 1, p. 1
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- Publication type:
- Article
46
Cubature on Wiener Space: Pathwise Convergence.
- Published in:
- Applied Mathematics & Optimization, 2013, v. 67, n. 2, p. 261, doi. 10.1007/s00245-012-9187-8
- By:
- Publication type:
- Article
47
On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution.
- Published in:
- Soft Computing - A Fusion of Foundations, Methodologies & Applications, 2019, v. 23, n. 11, p. 3803, doi. 10.1007/s00500-018-3043-y
- By:
- Publication type:
- Article
48
An introduction to excursion risk through discrete-time excursions.
- Published in:
- JSIAM Letters (Online), 2023, v. 15, p. 97, doi. 10.14495/jsiaml.15.97
- By:
- Publication type:
- Article
49
The Decision to Establish a Foreign Bank Branch or Subsidiary: An Application of Binary Classification Procedures.
- Published in:
- Journal of Financial & Quantitative Analysis, 1982, v. 17, n. 3, p. 411, doi. 10.2307/2330837
- By:
- Publication type:
- Article
50
Models.
- Published in:
- Financial Analysts Journal, 2009, v. 65, n. 1, p. 28, doi. 10.2469/faj.v65.n1.5
- By:
- Publication type:
- Article