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Zeitschrift

Mathematics and Financial Economics

Mathematics and Financial Economics 3/2021

Ausgabe 3/2021

Inhaltsverzeichnis ( 7 Artikel )

25.11.2020 | Ausgabe 3/2021 Open Access

A financial market with singular drift and no arbitrage

Nacira Agram, Bernt Øksendal

11.01.2021 | Original Paper | Ausgabe 3/2021

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

Farshid Mehrdoust, Idin Noorani

09.01.2021 | Ausgabe 3/2021 Open Access

Asymptotics for volatility derivatives in multi-factor rough volatility models

Chloe Lacombe, Aitor Muguruza, Henry Stone

09.01.2021 | Ausgabe 3/2021

Multiple yield curve modelling with CBI processes

Claudio Fontana, Alessandro Gnoatto, Guillaume Szulda

21.01.2021 | Ausgabe 3/2021

Stochastic dynamic utilities and intertemporal preferences

Marco Maggis, Andrea Maran

09.02.2021 | Ausgabe 3/2021 Open Access

Connectedness versus diversification: two sides of the same coin

Maria-Laura Torrente, Pierpaolo Uberti

11.02.2021 | Ausgabe 3/2021

Safety-first portfolio selection

Wan-Yi Chiu

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