Is Part Of: Mathematical finance. Volume 30:Number 2(2020) - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Is Part Of Mathematical finance. Volume 30:Number 2(2020)

1. A direct solution method for pricing options in regime‐switching models. (14th July 2019)

Authors:: Egami, Masahiko; Kevkhishvili, Rusudan
Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: 547
Record Type:: Journal Article
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2. Consistency of option prices under bid–ask spreads. (11th November 2019)

Authors:: Gerhold, Stefan; Gülüm, Ismail Cetin
Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: 377
Record Type:: Journal Article
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3. Cover Image, Volume 30, Issue 2. (19th March 2020)

Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: N/A
Record Type:: Journal Article
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4. Existence of a calibrated regime switching local volatility model. (18th November 2019)

Authors:: Jourdain, Benjamin; Zhou, Alexandre
Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: 501
Record Type:: Journal Article
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5. Firm capital dynamics in centrally cleared markets. (6th November 2019)

Authors:: Capponi, Agostino; Cheng, W. Allen; Rajan, Sriram
Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: 664
Record Type:: Journal Article
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6. Issue Information. (19th March 2020)

Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: n/a
Record Type:: Journal Article
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7. Nonlinear price impact and portfolio choice. (11th November 2019)

Authors:: Guasoni, Paolo; Weber, Marko Hans
Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: 341
Record Type:: Journal Article
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8. Optimal consumption and investment with liquid and illiquid assets. (15th July 2019)

Authors:: Choi, Jin Hyuk
Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: 621
Record Type:: Journal Article
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9. Optimal investment and pricing in the presence of defaults. (12th July 2019)

Authors:: Ishikawa, Tetsuya; Robertson, Scott
Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: 577
Record Type:: Journal Article
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10. Pathwise moderate deviations for option pricing. (7th November 2019)

Authors:: Jacquier, Antoine; Spiliopoulos, Konstantinos
Journal:: Mathematical finance
Issue:: Volume 30:Number 2(2020)
Page Start:: 426
Record Type:: Journal Article
View Content:: Available online (eLD content is only available in our Reading Rooms) ↗