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Traditional and digital currencies in over-the-counter markets 传统和数字货币在场外交易市场
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-12-07 DOI: 10.1007/s11579-023-00341-z
C. Frei, Qianhong Huang
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引用次数: 0
Scale effects in dynamic contracting 动态收缩中的尺度效应
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-11-04 DOI: 10.1007/s11579-020-00283-w
Shirley Bromberg-Silverstein, Santiago Moreno-Bromberg, G. Roger
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引用次数: 0
A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean 一种新的具有随机长期均值的随机波动率模型下欧式期权的封闭式定价公式
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-10-23 DOI: 10.1007/s11579-020-00281-y
Xin‐Jiang He, Wenting Chen
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引用次数: 36
Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization 基于凸向量优化的不完全偏好的确定性等价和效用无差别定价
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-10-10 DOI: 10.1007/s11579-020-00282-x
Birgit Rudloff, Firdevs Ulus
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引用次数: 3
An optimization model for minimizing systemic risk 最小化系统风险的优化模型
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-09-12 DOI: 10.1007/s11579-020-00279-6
R. Castellano, R. Cerqueti, G. P. Clemente, Rosanna Grassi
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引用次数: 6
Price formation and optimal trading in intraday electricity markets 日内电力市场的价格形成与最优交易
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-09-10 DOI: 10.1007/s11579-021-00307-z
Olivier F'eron, P. Tankov, L. Tinsi
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引用次数: 29
Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity 趋于均值的不变法泛函:超越凸性
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-09-09 DOI: 10.1007/s11579-022-00313-9
Felix-Benedikt Liebrich, Cosimo Munari
{"title":"Law-Invariant Functionals that Collapse to the Mean: Beyond Convexity","authors":"Felix-Benedikt Liebrich, Cosimo Munari","doi":"10.1007/s11579-022-00313-9","DOIUrl":"https://doi.org/10.1007/s11579-022-00313-9","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2020-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80089793","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 20
Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure 对丰富随机变量集的偏好:关于测度上的凸性和半连续性的不相容
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-09-07 DOI: 10.1007/s11579-020-00280-z
A. Zimper, H. Assa
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引用次数: 3
Capital allocation rules and acceptance sets 资本配置规则和接受设置
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-07-09 DOI: 10.1007/s11579-020-00275-w
G. Canna, F. Centrone, Emanuela Rosazza Gianin
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引用次数: 0
Systemic credit freezes in financial lending networks 金融借贷网络的系统性信贷冻结
IF 1.6 3区 经济学
Mathematics and Financial Economics Pub Date : 2020-07-01 DOI: 10.1007/s11579-020-00272-z
Daron Acemoglu, A. Ozdaglar, James Siderius, A. Tahbaz-Salehi
{"title":"Systemic credit freezes in financial lending networks","authors":"Daron Acemoglu, A. Ozdaglar, James Siderius, A. Tahbaz-Salehi","doi":"10.1007/s11579-020-00272-z","DOIUrl":"https://doi.org/10.1007/s11579-020-00272-z","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2020-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86321534","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 3
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