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106篇 您的检索式：期刊名="Applied Mathematical Finance"

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	题名	作者	年代	出处	被引量
1	Valuation of European options in the market with daily price limit显示文摘	Ban junhwa Hyeong In Choi and Hyijin Ku	2000	Applied Mathematical Finance2000，，7：	1
2	Stochastic Volatility Effects on Default-able Bonds显示文摘	JeanPF Ronnie S Knut S	2006	Applied Mathematical Finance2006，13，3：	1
3	On Modelling and Pricing Weather Derivatives 显示文摘	Alaton P Djehiche B Stillberger D	2002	Applied Mathematical Finance2002，09，1：	1
4	Option pricing and filtering with hidden Markov modulated pure-jump processes显示文摘	Elliott R J Siu T K	2013	Applied Mathematical Finance2013，20，1：	1
5	Optimal execution with nonlinear impact functions and trading-enhanced risk显示文摘	Almgren R	2003	Applied Mathematical Finance2003，10，1：	1
6	Optimal Execution with Nonlinear Impact Functions and Trading-Enhanced Risk 显示文摘	Almgren RF	2003	Applied Mathematical Finance2003，10，：	1
7	Optimal execution with nonlinear impact functions and trading enhanced risk显示文摘	Almgren R	2003	Applied Mathematical Finance2003，10，1：	1
8	Two extensions to barrier option valuation显示文摘	Carr P	1995	Applied Mathematical Finance1995，2，3：	1
9	Modeling the temperature time- dependent speed of mean reversion in the context of weather derivatives显示文摘	Zapranis A Alexandridis A	2008	Applied Mathematical Finance2008，15，4：	1
10	Statistical bootstrapping methods in VaR calclatuion 显示文摘	Siegal Thomas West Ansgar	2001	Applied Mathematical Finance2001，8，3：	1
11	Markowitz's mean-variance asset-liability management with regime switching: A multi-period model显示文摘	Chen P Yang H L	2011	Applied Mathematical Finance2011，18，：	1
12	Statistical Bootstrapping Methods in VAR Calculation显示文摘	West Ansgar	2001	Applied Mathematical Finance2001，8，3：	1
13	Fuzzy measures and asset prices:accounting for information ambiguity显示文摘	Cherubini U	1997	Applied Mathematical Finance1997，，4：	1
14	A numerical PDE approach for pricing callable bonds显示文摘	D'Halluin Y Forsyth P A Vetzal K R	2001	Applied Mathematical Finance2001，8，1：	1
15	Pricing a european basket option in the presence of proportional transaction costs 显示文摘	Atkinson Alexandropoulos	2006	Applied Mathematical Finance2006，13，3：	1
16	Toward real-time pricing of complex financial derivatives显示文摘	Ninomiya S and Tezuka S	1996	Applied Mathematical Finance1996，3，：	1
17	Bivariate option pricing with copulas显示文摘	Cherubini U Luciano E	2002	Applied Mathematical Finance2002，9，2：	1
18	The use and pricing of convertible bonds显示文摘	Nyborg K G	1996	Applied Mathematical Finance1996，3，3：	1
19	Dynamic programming and mean-variance hedging in discrete time显示文摘	Ales Cerny	2004	Applied Mathematical Finance2004，11，1：	1
20	The Use and Pricing of Convertible Bonds显示文摘	Nyborg K	1996	Applied Mathematical Finance1996，，3：	1

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