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Mathematics and Financial Economics

Mathematics and Financial Economics 3/2021

Issue 3/2021

Table of Contents ( 7 Articles )

25-11-2020 | Issue 3/2021 Open Access

A financial market with singular drift and no arbitrage

Nacira Agram, Bernt Øksendal

11-01-2021 | Original Paper | Issue 3/2021

Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model

Farshid Mehrdoust, Idin Noorani

09-01-2021 | Issue 3/2021 Open Access

Asymptotics for volatility derivatives in multi-factor rough volatility models

Chloe Lacombe, Aitor Muguruza, Henry Stone

09-01-2021 | Issue 3/2021

Multiple yield curve modelling with CBI processes

Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda

21-01-2021 | Issue 3/2021

Stochastic dynamic utilities and intertemporal preferences

Marco Maggis, Andrea Maran

09-02-2021 | Issue 3/2021 Open Access

Connectedness versus diversification: two sides of the same coin

Maria-Laura Torrente, Pierpaolo Uberti

11-02-2021 | Issue 3/2021

Safety-first portfolio selection

Wan-Yi Chiu

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