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- 2013 [remove]45
- Mathematical finance [remove]45
- Volume 24:Number 1(2014:Jan.)1
- Volume 24:Number 2(2014:Apr.)2
- Volume 24:Number 3(2014:Jul.)2
- Volume 24:Number 4(2014:Oct.)4
- Volume 25:Number 1(2015:Jan.)2
- Volume 25:Number 2(2015:Apr.)9
- Volume 25:Number 3(2015:Jul.)6
- Volume 25:Number 4(2015:Oct.)5
- Volume 26:Number 1(2016:Jan.)6
- Volume 26:Number 2(2016:Apr.)8
- 332 45
- Business mathematics -- Periodicals 45
- BSDE -- recursive preferences -- translation‐invariant preferences -- team contract -- Pareto optimality -- behavioral contract theory -- optimization 1
- VaR -- CVaR -- stochastic approximation -- Robbins–Monro algorithm -- quantification 1
- exponential Lévy models -- Blumenthal–Getoor index -- short‐dated options -- implied volatility 1
- hedge funds -- high‐water marks -- performance fees -- portfolio choice -- incentives -- risk‐shifting -- competitive equilibrium -- manager's participation 1
- martingale limits -- variance gamma -- generalized gamma convolution -- discounting process -- abnormal earnings 1
- model‐independent arbitrage -- American option -- convex conjugate -- Legendre–Fenchel transformation -- Skorokhod embedding 1
- model‐independent pricing -- fundamental theorem of asset pricing -- super‐replication theorem 1
- multiple priors -- divergence preferences -- relative entropy -- f‐divergence -- Bregman distance -- maximum entropy principle -- convex integral functional -- generalized exponential family 1