弄混 发表于 2025-3-21 19:18:40
书目名称Mathematical Finance影响因子(影响力)<br> http://impactfactor.cn/if/?ISSN=BK0626088<br><br> <br><br>书目名称Mathematical Finance影响因子(影响力)学科排名<br> http://impactfactor.cn/ifr/?ISSN=BK0626088<br><br> <br><br>书目名称Mathematical Finance网络公开度<br> http://impactfactor.cn/at/?ISSN=BK0626088<br><br> <br><br>书目名称Mathematical Finance网络公开度学科排名<br> http://impactfactor.cn/atr/?ISSN=BK0626088<br><br> <br><br>书目名称Mathematical Finance被引频次<br> http://impactfactor.cn/tc/?ISSN=BK0626088<br><br> <br><br>书目名称Mathematical Finance被引频次学科排名<br> http://impactfactor.cn/tcr/?ISSN=BK0626088<br><br> <br><br>书目名称Mathematical Finance年度引用<br> http://impactfactor.cn/ii/?ISSN=BK0626088<br><br> <br><br>书目名称Mathematical Finance年度引用学科排名<br> http://impactfactor.cn/iir/?ISSN=BK0626088<br><br> <br><br>书目名称Mathematical Finance读者反馈<br> http://impactfactor.cn/5y/?ISSN=BK0626088<br><br> <br><br>书目名称Mathematical Finance读者反馈学科排名<br> http://impactfactor.cn/5yr/?ISSN=BK0626088<br><br> <br><br>四目在模仿 发表于 2025-3-21 23:25:35
Demand Heterogeneity and Price Volatility,tion of heterogeneity is connected to the volatility of aggregate excess demand for the risky asset. We also indicate how heterogeneity and volatility in excess demand can be transmitted to that of the risky asset price, possibly providing another framework for modeling asset price volatility and its statistical estimation.Gossamer 发表于 2025-3-22 03:54:50
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Stochastic Volatility and Epsilon-Martingale Decomposition,olatility and the associated market price of risk. For European derivatives it is given by explicit formulas which involve parsimonous parameters directly calibrated from the implied volatility surface. The method presented here is based on a martingale decomposition result which enables us to treat nonMarkovian models as well.Culpable 发表于 2025-3-22 19:09:34
Mutual Debts Compensation as Graph Theory Problem, the set of vertices V represents the firms and the set of edges E represents the creditor—debtor relationship. Function y assigns positive value of debt to each of the edges. The role of ministry of finance in mutual debts compensation process is discussed in the article.平项山 发表于 2025-3-22 21:34:43
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Passport Options Outside the Black Scholes World,re not sufficient. We first consider equity passport options using a stochastic volatility model and second, provide a new class of hedging strategies for commodity producers, using passport options on forward contracts. Both cases are illustrated with numerical results and these are compared to the Black Scholes style world.Budget 发表于 2025-3-23 07:28:17
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