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Mathematics and Financial Economics

Mathematics and Financial Economics 4/2019

Issue 4/2019

Table of Contents ( 6 Articles )

07-03-2019 | Issue 4/2019

Consumption–investment problem with pathwise ambiguity under logarithmic utility

Zongxia Liang, Ming Ma

13-02-2019 | Issue 4/2019

Mean-reverting additive energy forward curves in a Heath–Jarrow–Morton framework

Fred Espen Benth, Marco Piccirilli, Tiziano Vargiolu

28-02-2019 | Issue 4/2019

Irreversible investment with fixed adjustment costs: a stochastic impulse control approach

Salvatore Federico, Mauro Rosestolato, Elisa Tacconi

18-02-2019 | Issue 4/2019

Impact of contingent payments on systemic risk in financial networks

Tathagata Banerjee, Zachary Feinstein

13-03-2019 | Issue 4/2019

Golden options in financial mathematics

Alejandro Balbás, Beatriz Balbás, Raquel Balbás

04-04-2019 | Issue 4/2019

Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty

Alexis Bismuth, Olivier Guéant, Jiang Pu

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