Keywords: مالی ریاضی; D85; Z13; Mathematical finance; Network analysis; Authors' collaboration; Structure of academic networks;
مقالات ISI مالی ریاضی (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: مالی ریاضی; Splitting methods; Complex coefficients; Mathematical finance; Convection-dominated problems; Interest rate theory
Keywords: مالی ریاضی; Free boundary problem; Variational inequality; Mathematical finance; Equity valuation; Debt–equity swap
Schauder a priori estimates and regularity of solutions to boundary-degenerate elliptic linear second-order partial differential equations
Keywords: مالی ریاضی; primary, 35J70; secondary, 60J60Boundary-degenerate elliptic partial differential operator; Degenerate diffusion process; Hölder regularity; Mathematical finance; A priori Schauder estimate
A coercive James’s weak compactness theorem and nonlinear variational problems
Keywords: مالی ریاضی; 46B10; 49J52; 47J20; 46N10; 91B30James’s theorem; Weak compactness; Coercive functions; Subdifferential; Nonlinear variational problems; Mathematical finance
Insuring against loss of evidence in game-theoretic probability
Keywords: مالی ریاضی; Evidence; Game-theoretic probability; Martingales; Mathematical finance
The continuous behavior of the numéraire portfolio under small changes in information structure, probabilistic views and investment constraints
Keywords: مالی ریاضی; 60H99; 60G44; 91B28; 91B70Information; Investment constraints; Log-utility maximization; Mathematical finance; Numéraire portfolio; Semimartingales; Stability; Well-posed problems
Lie Theory: Applications to problems in Mathematical Finance and Economics
Keywords: مالی ریاضی; Mathematical Finance; Multidimensional screening problem; Technical progress; Holotheticity; Lie groups; Lie algebras
Calibration of options on a reduced basis
Keywords: مالی ریاضی; Mathematical finance; Reduced basis method; Option pricing; Proper Orhogonal decomposition
The early exercise region for Bermudan options on two underlyings
Keywords: مالی ریاضی; Financial options; Mathematical finance; Bermudan options; Optimal exercise regions
A note on the Malliavin derivative operator under change of variable
Keywords: مالی ریاضی; 60H07; 60H40; 91B28; Malliavin calculus; Analysis on Wiener space; Mathematical Finance;
A note on portfolios with risk-free internal gains
Keywords: مالی ریاضی; primary 91B28; secondary 60H30; Mathematical finance; Black-Scholes formula; Wiener process; Self-financing portfolio;
Stability of utility-maximization in incomplete markets
Keywords: مالی ریاضی; 91B16; 91B28Appropriate topologies; Continuous semimartingales; Convex duality; Market price of risk process; Mathematical finance; Utility-maximization; VV-relative compactness; Well-posedness
Malliavin Monte Carlo Greeks for jump diffusions
Keywords: مالی ریاضی; Jump process; Lévy process; Monte Carlo estimation; Mathematical finance
Minimal entropy preserves the Lévy property: how and why
Keywords: مالی ریاضی; 60G51; 91B28; 60G48; Lévy processes; Martingale measures; Relative entropy; Minimal entropy martingale measure; Mathematical finance; Incomplete markets;