Skip to main content


Mathematics and Financial Economics

Mathematics and Financial Economics 2/2020

Issue 2/2020

Table of Contents ( 7 Articles )

25-11-2019 | Issue 2/2020

Quantile hedging in models with dividends and application to equity-linked life insurance contracts

Anna Glazyrina, Alexander Melnikov

01-01-2020 | Issue 2/2020

On the probability of default in a market with price clustering and jump risk

Shiyu Song, Yongjin Wang, Guangli Xu

01-01-2020 | Issue 2/2020

Nash equilibrium strategies and survival portfolio rules in evolutionary models of asset markets

Sergei Belkov, Igor V. Evstigneev, Thorsten Hens, Le Xu

02-01-2020 | Issue 2/2020

Many-player games of optimal consumption and investment under relative performance criteria

Daniel Lacker, Agathe Soret

21-01-2020 | Issue 2/2020 Open Access

Von Neumann–Gale dynamics and capital growth in financial markets with frictions

Esmaeil Babaei, Igor V. Evstigneev, Klaus Reiner Schenk-Hoppé, Mikhail Zhitlukhin

18-01-2020 | Issue 2/2020

Short maturity conditional Asian options in local volatility models

Nian Yao, Zhichao Ling, Jieyu Zhang, Mingqing Xiao

18-01-2020 | Issue 2/2020 Open Access

On the firm’s option values of short-time work policies

Kuno J. M. Huisman, Jacco J. J. Thijssen

Current Publications

Premium Partner

    Image Credits