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Mathematics and Financial Economics

Mathematics and Financial Economics 1/2020

Issue 1/2020

Table of Contents ( 7 Articles )

16-05-2019 | Issue 1/2020

A regime switching model for temperature modeling and applications to weather derivatives pricing

Aysun Türkvatan, Azize Hayfavi, Tolga Omay

15-06-2019 | Issue 1/2020

Fractional risk process in insurance

Arun Kumar, Nikolai Leonenko, Alois Pichler

10-01-2020 | Issue 1/2020

Game theoretic valuation of deposit insurance under jump risk: from too small to survive to too big to fail

Tat Wing Wong

07-09-2019 | Issue 1/2020 Open Access

Optimal portfolio choice: a minimum expected loss approach

Andrés Ramírez-Hassan, Rosember Guerra-Urzola

11-09-2019 | Issue 1/2020

Managing inventory with proportional transaction costs

Florent Gallien, Serge Kassibrakis, Semyon Malamud

05-11-2019 | Issue 1/2020

Dual representations for systemic risk measures

Çağın Ararat, Birgit Rudloff

29-11-2019 | Issue 1/2020

The learning premium

Maxim Bichuch, Paolo Guasoni

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