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Mathematics and Financial Economics

Mathematics and Financial Economics 3/2020

Issue 3/2020

Table of Contents ( 7 Articles )

05-02-2020 | Issue 3/2020

Optimal retirement and portfolio selection with consumption ratcheting

Junkee Jeon, Kyunghyun Park

17-02-2020 | Issue 3/2020

Consumption-investment optimization problem in a Lévy financial model with transaction costs and làdlàg strategies

E. Lepinette, T. Q. Tran

24-02-2020 | Issue 3/2020

On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration

Julio Backhoff-Veraguas, Ludovic Tangpi

14-03-2020 | Issue 3/2020 Open Access

No arbitrage in continuous financial markets

David Criens

13-03-2020 | Issue 3/2020

Consumption and portfolio decisions with uncertain lifetimes

Shou Chen, Richard Fu, Lei Wedge, Ziran Zou

12-03-2020 | Issue 3/2020

A generalized stochastic differential utility driven by G-Brownian motion

Qian Lin, Dejian Tian, Weidong Tian

02-04-2020 | Issue 3/2020 Open Access

No–arbitrage commodity option pricing with market manipulation

René Aïd, Giorgia Callegaro, Luciano Campi

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