{"title":"Traditional and digital currencies in over-the-counter markets","authors":"C. Frei, Qianhong Huang","doi":"10.1007/s11579-023-00341-z","DOIUrl":"https://doi.org/10.1007/s11579-023-00341-z","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2020-12-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76738280","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}
Shirley Bromberg-Silverstein, Santiago Moreno-Bromberg, G. Roger
{"title":"Scale effects in dynamic contracting","authors":"Shirley Bromberg-Silverstein, Santiago Moreno-Bromberg, G. Roger","doi":"10.1007/s11579-020-00283-w","DOIUrl":"https://doi.org/10.1007/s11579-020-00283-w","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2020-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81184447","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}
{"title":"A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean","authors":"Xin‐Jiang He, Wenting Chen","doi":"10.1007/s11579-020-00281-y","DOIUrl":"https://doi.org/10.1007/s11579-020-00281-y","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2020-10-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89387754","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}
{"title":"Certainty equivalent and utility indifference pricing for incomplete preferences via convex vector optimization","authors":"Birgit Rudloff, Firdevs Ulus","doi":"10.1007/s11579-020-00282-x","DOIUrl":"https://doi.org/10.1007/s11579-020-00282-x","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2020-10-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76810708","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}
R. Castellano, R. Cerqueti, G. P. Clemente, Rosanna Grassi
{"title":"An optimization model for minimizing systemic risk","authors":"R. Castellano, R. Cerqueti, G. P. Clemente, Rosanna Grassi","doi":"10.1007/s11579-020-00279-6","DOIUrl":"https://doi.org/10.1007/s11579-020-00279-6","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2020-09-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1007/s11579-020-00279-6","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72526484","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}
{"title":"Price formation and optimal trading in intraday electricity markets","authors":"Olivier F'eron, P. Tankov, L. Tinsi","doi":"10.1007/s11579-021-00307-z","DOIUrl":"https://doi.org/10.1007/s11579-021-00307-z","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2020-09-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73523840","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}
{"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}
{"title":"Preferences over rich sets of random variables: on the incompatibility of convexity and semicontinuity in measure","authors":"A. Zimper, H. Assa","doi":"10.1007/s11579-020-00280-z","DOIUrl":"https://doi.org/10.1007/s11579-020-00280-z","url":null,"abstract":"","PeriodicalId":48722,"journal":{"name":"Mathematics and Financial Economics","volume":null,"pages":null},"PeriodicalIF":1.6,"publicationDate":"2020-09-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"72801296","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}
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}