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Mathematics and financial economics

中文名称：数学与金融经济学

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1.Risk-neutral economy and zero price of risk

机译：风险中立的经济和零风险价格
- 作者：Oldrich Alfons Vasicek
- 期刊名称：《Mathematics and financial economics》 | 2014年第3期
2.A simple model for market booms and crashes

机译：市场繁荣和崩溃的简单模型
- 作者：Umut Cretin;Ilya Sheynzon
- 期刊名称：《Mathematics and financial economics》 | 2014年第3期
- Market booms and crashes;
- Boundary crossing probabilities for Brownian motion;
- Point processes;
3.Serendipity

机译：机缘巧合
- 作者：Jean Michel Lasry
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Mathematics economics;
- Hamiltonian systems;
- Economics of family's budget;
4.Market frictions and corporate finance: an overview paper

机译：市场摩擦与公司融资：概述文件
- 作者：Santiago Moreno-Bromberg;Jean-Charles Rochet
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Leverage;
- Liquidity management;
- Equity issuance;
- Singular stochastic control;
- Stochastic impulse control;
5.Convergence to agreement and the role of public information

机译：达成共识和公共信息的作用
- 作者：Jayasri Dutta;Herakles Polemarchakis
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Information;
- Revision of beliefs;
- Common knowledge;
6.Remarks on existence and uniqueness of Cournot-Nash equilibria in the non-potential case

机译：关于非潜在情形下古诺纳什均衡存在和唯一性的评论
- 作者：A. Blanchet;G. Carlier
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Continuum of players;
- Cournot-Nash equilibria;
- Optimal transport;
- Best-reply iteration;
- Congestion;
- Non-symmetric interactions;
7.On managerial risk-taking incentives when compensation may be hedged against

机译：关于可以对冲薪酬的管理风险承担激励措施
- 作者：Jaksa Cvitanic;Vicky Henderson;Ali Lazrak
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Compensation;
- Incentives;
- Hedging;
- Specific and Systematic risk;
8.Mortgage life insurance: a rationale for a time limit in switching rights

机译：抵押人寿保险：转换权时限的理由
- 作者：Bertrand Villeneuve
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Mortgage;
- Life insurance;
- Risk classification;
- Regulation;
9.Foreword to the special issue devoted to Professor Ivar Ekeland's 70th birthday

机译：伊瓦尔·埃克兰教授诞辰70周年专刊的序言
- 作者：Elyes Jouini
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
10.Shock elasticities and impulse responses

机译：冲击弹性和冲激响应
- 作者：Jaroslav Borovicka;Lars Peter Hansen;Jose A. Scheinkman
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Shock elasticities;
- Nonlinear impulse response functions;
- Risk pricing;
- Markov dynamics;
- Malliavin derivative;
11.The super-replication theorem under proportional transaction costs revisited

机译：比例交易成本下的超复制定理
- 作者：Walter Schachermayer
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
12.Entropy methods for identifying hedonic models

机译：识别享乐模型的熵方法
- 作者：Arnaud Dupuy;Alfred Galichon;Marc Henry
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Hedonic equilibrium;
- Generalized entropy;
- Single market identification;
13.Optimal mass transport and symmetric representations of their cost functions

机译：最优质量运输及其成本函数的对称表示
- 作者：Nassif Ghoussoub;Abbas Moameni
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Mass transport;
- Anti-symmetric Hamiltonian;
- Unbounded cost functions;
14.A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities

机译：关于具有电力终端成本函数和随机波动率的随机控制问题的光滑解的评论
- 作者：Yalcin Aktar;Erik Taflin
- 期刊名称：《Mathematics and financial economics》 | 2014年第4期
- Optimal stochastic control;
- Smooth solutions;
- Semilinear parabolic equations;
- Stochastic volatilities;
15.Liquidity-adjusted risk measures

机译：流动性调整后的风险衡量
- 作者：S. Weber;W. Anderson;A.-M. Hamm;T. Knispel;M. Liese;T. Salfeld
- 期刊名称：《Mathematics and financial economics》 | 2013年第1期
- liquidity;
- supply-demand curves;
- risk measures;
- eligible asset;
- capital requirements;
16.Optimal contracting with effort and misvaluation

机译：通过努力和错误评估获得最佳合同
- 作者：Agostino Capponi;Jaksa Cvitanic;Tuerkay Yolcu
- 期刊名称：《Mathematics and financial economics》 | 2013年第1期
- optimal contracts;
- principal-agent problem;
- variational calculus;
- stochastic filtering;
- moral hazard;
17.Arbitrage and hedging in a non probabilistic framework

机译：在非概率框架中的套利和对冲
- 作者：A. Alvarez;S. Ferrando;P. Olivares
- 期刊名称：《Mathematics and financial economics》 | 2013年第1期
- arbitrage;
- non-probabilistic models;
- quadratic variation;
- skorohod's distance;
- fractional brownian motion;
- counting process;
18.Optimal stopping under ambiguity in continuous time

机译：连续时间下的最佳模糊停止
- 作者：Xue Cheng;Frank Riedel
- 期刊名称：《Mathematics and financial economics》 | 2013年第1期
- optimal stopping;
- ambiguity;
- uncertainty aversion;
- robustness;
- continuous-time;
- optimal control;
19.Special issue dedicated to the 2011 Humboldt-Princeton Workshop on mathematical finance

机译：专为2011年洪堡-普林斯顿数学金融研讨会准备的特刊
- 作者：Ulrich Horst;Ronnie Sircar
- 期刊名称：《Mathematics and financial economics》 | 2013年第2期
20.A tractable LIBOR model with default risk

机译：具有违约风险的易于处理的LIBOR模型
- 作者：Zorana Grbac;Antonis Papapantoleon
- 期刊名称：《Mathematics and financial economics》 | 2013年第2期
- LIBOR rates;
- Default risk;
- Affine processes;
- Affine LIBOR models;
- Analytically tractable models;
- CDS spread;
- Counterparty risk;
21.Control of McKean-Vlasov dynamics versus mean field games

机译：控制McKean-Vlasov动力学与平均场博弈
- 作者：Rene Carmona;Francois Delarue;Aime Lachapelle
- 期刊名称：《Mathematics and financial economics》 | 2013年第2期
22.Electricity price modeling and asset valuation:a multi-fuel structural approach

机译：电价建模和资产评估：一种多燃料结构方法
- 作者：Rene Carmona;Michael Coulon;Daniel Schwarz
- 期刊名称：《Mathematics and financial economics》 | 2013年第2期
- Electricity markets;
- Structural model;
- Forward prices ■ Spread options;
- Power plant valuation;
23.Set-valued average value at risk and its computation

机译：设定值风险中的平均值及其计算
- 作者：Andreas H. Hamel;Birgit Rudloff;Mihaela Yankova
- 期刊名称：《Mathematics and financial economics》 | 2013年第2期
- Average value at risk;
- Set-valued risk measures;
- Coherent risk measures;
- Transaction costs;
- Benson's algorithm;
24.Indifference pricing for CRRA utilities

机译：CRRA公用事业的冷漠定价
- 作者：Semyon Malamud;Eugene Trubowitz;Mario V. Wuethrich
- 期刊名称：《Mathematics and financial economics》 | 2013年第3期
- Indifference pricing;
- Incomplete markets;
- Large risks;
25.Efficient portfolios in financial markets with proportional transaction costs

机译：具有成比例交易成本的金融市场中高效的投资组合
- 作者：Luciano Campi;Elyes Jouini;Vincent Porte
- 期刊名称：《Mathematics and financial economics》 | 2013年第3期
- Efficient portfolios;
- Cyclic anticomonotonicity;
- Utility maximization;
- Proportional transaction costs;
- Duality;
- Utility price;
26.Optimal consumption and investment strategies with partial and private information in a multi-asset setting

机译：在多资产环境中具有部分和私人信息的最优消费和投资策略
- 作者：Simon Lysbjerg Hansen
- 期刊名称：《Mathematics and financial economics》 | 2013年第3期
- Optimal consumption;
- Optimal investment;
- Partial information;
- Private information;
27.Optimal posting price of limit orders: learning by trading

机译：限价单的最优过帐价格：交易学习
- 作者：Sophie Laruelle;Charles-Albert Lehalle;Gilles Pages
- 期刊名称：《Mathematics and financial economics》 | 2013年第3期
28.A note on super-hedging for investor-producers

机译：有关投资者-生产者超级对冲的注意事项
- 作者：Adrien Nguyen Huu
- 期刊名称：《Mathematics and financial economics》 | 2013年第3期
29.Mathematics and Financial Economics

机译：数学与金融经济学
- 期刊名称：《Mathematics and financial economics》 | 2013年第3期
30.Financial market equilibria with heterogeneous agents: CAPM and market segmentation

机译：具有异构主体的金融市场均衡：CAPM和市场细分
- 作者：Matteo Del Vigna
- 期刊名称：《Mathematics and financial economics》 | 2013年第4期
- Asset pricing;
- Heterogeneous agents;
- Capital asset pricing model;
- Cumulative prospect theory;
31.Acceptability indexes via g-expectations: an application to liquidity risk

机译：通过g期望得出的可接受性指标：应用于流动性风险
- 作者：Emanuela Rosazza Gianin;Carlo Sgarra
- 期刊名称：《Mathematics and financial economics》 | 2013年第4期
- Liquidity risk;
- Acceptability indexes;
- g-Expectations;
- Convex risk measures;
32.Dealing with the inventory risk: a solution to the market making problem

机译：处理库存风险：做市问题的解决方案
- 作者：Olivier Gueant;Charles-Albert Lehalle;Joaquin Fernandez-Tapia
- 期刊名称：《Mathematics and financial economics》 | 2013年第4期
- Stochastic optimal control;
- High-frequency market making;
- Avellaneda-Stoikov problem;
33.Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty

机译：尺度不变的资产定价和消费/投资组合选择，对风险和不确定性具有一般态度
- 作者：Costis Skiadas
- 期刊名称：《Mathematics and financial economics》 | 2013年第4期
- Asset pricing theory;
- Portfolio theory;
- Recursive utility;
- Knightian uncertainty;
- Ambiguity aversion;
34.Optimal investment with two-factor uncertainty

机译：具有两因素不确定性的最优投资
- 作者：Manuel J. Rocha Armada;Paulo J. Pereira;Artur Rodrigues
- 期刊名称：《Mathematics and financial economics》 | 2013年第4期
- Multiple stochastic factors;
- Uncertainty;
- Real options;
35.Utility maximization with a given pricing measure when the utility is not necessarily concave

机译：当效用不一定为凹时，使用给定的定价度量来实现效用最大化
- 作者：Christian Reichlin
- 期刊名称：《Mathematics and financial economics》 | 2013年第4期
- Portfolio selection;
- Non-concave utility;
- Asymptotic elasticity;
- Non-convex optimization;
- Behavioural finance;
36.Utility maximization, risk aversion, and stochastic dominance

机译：效用最大化，风险规避和随机支配
- 作者：Mathias Beiglboeck;Johannes Muhle-Karbe;Johannes Temnie
- 期刊名称：《Mathematics and financial economics》 | 2012年第1期
- utility maximization;
- risk aversion;
- stochastic dominance;
37.Structured products equilibria in conic two price markets

机译：圆锥形两个价格市场中的结构性产品均衡
- 作者：Dilip B. Madan;Wim Schoutens
- 期刊名称：《Mathematics and financial economics》 | 2012年第1期
- bid and ask prices;
- concave distortions;
- acceptable risks;
38.A note on utility based pricing and asymptotic risk diversification

机译：关于基于效用的定价和渐近风险分散的注释
- 作者：Bruno Bouchard;Romuald Elie;Ludovic Moreau
- 期刊名称：《Mathematics and financial economics》 | 2012年第1期
- utility indifference pricing;
- diversification;
- risk aversion;
- entropy;
39.Lebesgue property for convex risk measures on Orlicz spaces

机译：Orlicz空间上凸风险度量的Lebesgue性质
- 作者：J. Orihuela;M. Ruiz Galan
- 期刊名称：《Mathematics and financial economics》 | 2012年第1期
- risk measures;
- orlicz spaces;
- compactness;
- lebesgue property;
- perturbed minimization problems;
40.Mathematics and Financlal Economics

机译：数学与金融经济学
- 期刊名称：《Mathematics and financial economics》 | 2012年第1期
41.On admissible strategies in robust utility maximization

机译：鲁棒效用最大化中的容许策略
- 作者：Keita Owari
- 期刊名称：《Mathematics and financial economics》 | 2012年第2期
- robust utility maximization;
- convex duality;
- supermartingale;
- martingale measures;
42.Preface to the special issue Mathematics in Finance

机译：特刊《金融数学》前言
- 作者：David R. Taylor
- 期刊名称：《Mathematics and financial economics》 | 2012年第2期
43.Partially informed noise traders

机译：部分知情的噪音商人
- 作者：Knut K. Aase;Terje Bjuland;Bernt Oksendal
- 期刊名称：《Mathematics and financial economics》 | 2012年第2期
- insider trading;
- asymmetric information;
- strategic trade;
- correlated trade;
- partially informed noise traders;
44.Hedging for the long run

机译：长期对冲
- 作者：Hardy Hulley;Eckhard Platen
- 期刊名称：《Mathematics and financial economics》 | 2012年第2期
45.Simplified mean-variance portfolio optimisation

机译：简化的均方差投资组合优化
- 作者：Claudio Fontana;Martin Schweizer
- 期刊名称：《Mathematics and financial economics》 | 2012年第2期
- mean-variance;
- portfolio choice;
- hedging;
- indifference valuation;
- markowitz problem;
- two-fund separation;
- no approximate profits;
- minimum variance;
- sharpe ratio;
46.Preface to the special issue Mathematics in Finance

机译：特刊《金融数学》前言
- 作者：David R. Taylor
- 期刊名称：《Mathematics and financial economics》 | 2012年第3期
47.A multiple-curve HJM model of interbank risk

机译：银行间风险的多曲线HJM模型
- 作者：Stephane Crepey;Zorana Grbac;Hai-Nam Nguyen
- 期刊名称：《Mathematics and financial economics》 | 2012年第3期
- interest rate derivatives;
- LIBOR;
- HJM;
- multiple curve;
- interbank risk;
- levy processes;
48.An analysis of the Keen model for credit expansion,asset price bubbles and financial fragility

机译：Keen模型的信贷扩张，资产价格泡沫和金融脆弱性分析
- 作者：M. R. Grasselli;B. Costa Lima
- 期刊名称：《Mathematics and financial economics》 | 2012年第3期
- minsky's financial instability hypothesis;
- goodwin model;
- keen model;
- credit cycles;
- dynamical systems;
49.A limit order book model for latency arbitrage

机译：延迟套利的限价单模型
- 作者：Samuel N. Cohen;Lukasz Szpruch
- 期刊名称：《Mathematics and financial economics》 | 2012年第3期
- limit order book;
- latency arbitrage;
- high-frequency trading;
- tobin tax;
50.Insider trading equilibrium in a market with memory

机译：具有记忆的市场内幕交易均衡
- 作者：Francescs Biagini;Yaozhong Hu;Thilo Meyer-Brandis;Bernt øksendal
- 期刊名称：《Mathematics and financial economics》 | 2012年第3期
- insider trading;
- memory;
- fractional brownian motion;
- filtering problem;
- optimal expected wealth;
51.Informational inefficiency in financial markets

机译：金融市场信息效率低下
- 作者：Dorje C. Brody;Bernhard K. Meister;Matthew F. Parry
- 期刊名称：《Mathematics and financial economics》 | 2012年第3期
- information-based asset pricing;
- statistical arbitrage;
- internet-data extraction;
- information pricing;
52.Instructions for authors

机译：投稿须知
- 期刊名称：《Mathematics and financial economics》 | 2012年第3期
53.Oligopoly games under asymmetric costs and an application to energy production

机译：不对称成本下的寡头博弈及其在能源生产中的应用
- 作者：Andrew Ledvina;Ronnie Sircar
- 期刊名称：《Mathematics and financial economics》 | 2012年第4期
- oligopolies;
- bertrand model;
- cournot model;
- differentiated goods;
- dynamic games;
- exhaustible resources;
54.Mathematics and Financial Economics

机译：数学与金融经济学
- 期刊名称：《Mathematics and financial economics》 | 2012年第4期
55.Robust consumption-investment problems with random market coefficients

机译：具有随机市场系数的稳健的消费投资问题
- 作者：Ulrich Rieder;Christoph Wopperer
- 期刊名称：《Mathematics and financial economics》 | 2012年第4期
56.Asymptotic arbitrage in large financial markets with friction

机译：大型金融市场的渐进套利与摩擦
- 作者：Emmanuel Lepinette;Lavinia Ostafe
- 期刊名称：《Mathematics and financial economics》 | 2012年第4期
- large financial market;
- asymptotic arbitrage;
- transactioncosts;
- contiguity;
- hedging theorem;
57.Multi-stock portfolio optimization under prospect theory

机译：前景理论下的多股票投资组合优化
- 作者：Traian A. Pirvu;Klaas Schulze
- 期刊名称：《Mathematics and financial economics》 | 2012年第4期
- portfolio allocation;
- prospect theory;
- two-fund separation;
- elliptical distributions;
58.Accounting for risk aversion in derivatives purchase timing

机译：计入衍生品购买时机的风险规避
- 作者：Tim Leung;Mike Ludkovski
- 期刊名称：《Mathematics and financial economics》 | 2012年第4期
- sequential purchase timing;
- indifference pricing;
- risk aversion;
- stochastic control with optimal stopping;
59.Set-valued risk measures for conical market models

机译：锥形市场模型的设定值风险度量
- 作者：Andreas H. Hamel;Frank Heyde;Birgit Rudloff
- 期刊名称：《Mathematics and financial economics》 | 2011年第1期
60.On pricing and hedging in financial markets with long-range dependence

机译：长期依赖金融市场中的定价和对冲
- 作者：Alexander Melnikov;Yuliya Mishura
- 期刊名称：《Mathematics and financial economics》 | 2011年第1期
- fractional brownian motion;
- brownian motion;
- financial market;
- efficient hedging;
- minimal martingale measure;
61.Market selection: hungry misers and bloated bankrupts

机译：市场选择：饥饿的人和饥饿的破产者
- 作者：Katsumasa Nishide;L. C. G. Rogers
- 期刊名称：《Mathematics and financial economics》 | 2011年第1期
- market selection;
- asset pricing;
- heterogeneous beliefs;
62.Additive habit formation: consumption in incompletemarkets with random endowments

机译：习惯养成：不完全市场中具有consumption赋的消费
- 作者：Roman Muraviev
- 期刊名称：《Mathematics and financial economics》 | 2011年第2期
- utility maximization;
- habit formation;
- consumption;
- incomplete markets;
- random endowments;
63.An asset return model capturing stylized facts

机译：资产回报模型，可捕捉程式化的事实
- 作者：L. C. G. Rogers;Liang Zhang
- 期刊名称：《Mathematics and financial economics》 | 2011年第2期
64.Taylor series approximations to expected utilityand optimal portfolio choice

机译：泰勒级数逼近预期效用和最优投资组合选择
- 作者：Lorenzo Gariappi;Georgios Skoulakis
- 期刊名称：《Mathematics and financial economics》 | 2011年第2期
- taylor expansion numerical solutionapproximationportfolio choiceexpected utility;
65.Preface to the special issue Stochastic Financial Economics

机译：特殊问题的序言随机金融经济学
- 作者：S. D. Flam;K. R. Schenk-Hoppe
- 期刊名称：《Mathematics and financial economics》 | 2011年第3期
66.Local stability analysis of a stochastic evolutionary financial market model with a risk-free asset

机译：无风险资产的随机演化金融市场模型的局部稳定性分析
- 作者：I. V. Evstigneev;T. Hens;K. R. Schenk-Hoppe
- 期刊名称：《Mathematics and financial economics》 | 2011年第3期
- evolutionary finance;
- risk-free asset;
- local stability;
- linearization;
- random dynamical systems;
67.Loss aversion with multiple investment goals

机译：具有多个投资目标的规避损失
- 作者：Enrico G. De Giorgi
- 期刊名称：《Mathematics and financial economics》 | 2011年第3期
- loss aversion;
- risk seeking;
- mental accounting;
- narrow framing;
- portfolio selection;
68.Introduction to the special issue Stochastic Financial Economics, Volume 1

机译：特刊简介随机金融经济学，第1卷
- 作者：S. D. Flam;K. R. Schenk-Hoppe
- 期刊名称：《Mathematics and financial economics》 | 2011年第3期
69.Evolutionary finance and dynamic games

机译：进化金融与动态博弈
- 作者：R. Amir;I. V. Evstigneev;T. Hens;L. Xu
- 期刊名称：《Mathematics and financial economics》 | 2011年第3期
- evolutionary finance;
- dynamic games;
- stochastic games;
- survival strategies;
70.Instructions for authors

机译：投稿须知
- 期刊名称：《Mathematics and financial economics》 | 2011年第3期
71.Preface to the special issue Stochastic Financial Economics

机译：特殊问题的序言随机金融经济学
- 作者：Sjur Didrik Flam;Klaus Reiner Schenk-Hoppe
- 期刊名称：《Mathematics and financial economics》 | 2011年第4期
72.Introduction to the special issue Stochastic Financial Economics, Volume 2

机译：特刊简介随机金融经济学，第2卷
- 作者：Sjur Didrik Flam;Klaus Reiner Schenk-Hoppe
- 期刊名称：《Mathematics and financial economics》 | 2011年第4期
73.Dual representation of superhedging costs in illiquid markets

机译：非流动性市场中对冲成本的双重代表
- 作者：Teemu Pennanen
- 期刊名称：《Mathematics and financial economics》 | 2011年第4期
- illiquidity;
- superhedging;
- convex duality;
74.Exchanges and measures of risks

机译：交流与风险衡量
- 作者：Sjur Didrik Flam
- 期刊名称：《Mathematics and financial economics》 | 2011年第4期
- exchange;
- equilibrium;
- risk measures;
- differential representation;
- supergradients;
- iterated bilateral barters;
- compatible beliefs;
- polyhedral instances;
- linear programming;
75.Efficiency and equilibria in games of optimal derivative design

机译：最优导数设计博弈中的效率和均衡
- 作者：Ulrich Horst;Santiago Moreno-Bromberg
- 期刊名称：《Mathematics and financial economics》 | 2011年第4期
- adverse selection;
- competing mechanisms;
- delegation principle;
- risk sharing;
- pareto optimality;
76.Mathematics and Financial Economics

机译：数学与金融经济学
- 期刊名称：《Mathematics and financial economics》 | 2011年第4期
77.Borrowing constraints, effective flexibility in labor supply, and portfolio selection

机译：借款约束，劳动力供应的有效灵活性以及投资组合的选择
- 作者：Lee Ho-Seok;Shim Gyoocheol;Shin Yong Hyun
- 期刊名称：《Mathematics and financial economics》 | 2019年第2期
- Job choice;
- Consumption;
- investment;
- Borrowing constraints;
- Effective flexibility in labor supply;
78.Turnpike property and convergence rate for an investment and consumption model

机译：投资和消费模型的收费公路属性和收敛速度
- 作者：Bian Baojun;Zheng Harry
- 期刊名称：《Mathematics and financial economics》 | 2019年第2期
- Optimal investment and consumption;
- Turnpike property;
- Convergence rate;
- Dual control method;
79.Increasing risk aversion and life-cycle investing

机译：增加风险规避和生命周期投资
- 作者：Back Kerry;Liu Ruomeng;Teguia Alberto
- 期刊名称：《Mathematics and financial economics》 | 2019年第2期
- Risk aversion;
- Portfolio choice;
- Life-cycle investment;
80.Barndorff-Nielsen and Shephard model: oil hedging with variance swap and option

机译：Barndorff-Nielsen和Shephard模型：具有方差互换和期权的石油套期保值
- 作者：SenGupta Indranil;Wilson William;Nganje William
- 期刊名称：《Mathematics and financial economics》 | 2019年第2期
- Oil commodity;
- Barndorff-Nielsen and Shephard model;
- Stochastic volatility;
- Options and swaps;
- Quadratic hedging;
81.Optimal investment with random endowments and transaction costs: duality theory and shadow prices

机译：具有随机end赋和交易成本的最优投资：对偶理论和影子价格
- 作者：Bayraktar Erhan;Yu Xiang
- 期刊名称：《Mathematics and financial economics》 | 2019年第2期
82.Characterizations of risk aversion in cumulative prospect theory

机译：累积前景理论中的风险规避特征
- 作者：Mao Tiantian;Yang Fan
- 期刊名称：《Mathematics and financial economics》 | 2019年第2期
- Monotone risk aversion;
- Left-monotone risk aversion;
- Dispersive order;
- Location-independent risk order;
- Loss aversion;
83.How local in time is the no-arbitrage property under capital gains taxes?

机译：资本利得税下的无套利财产在时间上有多大？
- 作者：Kuehn Christoph
- 期刊名称：《Mathematics and financial economics》 | 2019年第3期
- Arbitrage;
- Capital gains taxes;
- Deferment of taxes;
- Proportional transaction costs;
84.Minskyan classical growth cycles: stability analysis of a stock-flow consistent macrodynamic model

机译：明斯基经典增长周期：股票流一致性宏观动力学模型的稳定性分析
- 作者：Bastidas Daniel;Fabre Adrien;Mc Isaac Florent
- 期刊名称：《Mathematics and financial economics》 | 2019年第3期
- Prey-predator;
- Goodwin model;
- Keen model;
- Minsky's financial instability hypothesis;
- Dynamical systems;
- Speculation;
85.A switching microstructure model for stock prices

机译：股票价格的转换微观结构模型
- 作者：Hainaut Donatien;Goutte Stephane
- 期刊名称：《Mathematics and financial economics》 | 2019年第3期
- Hawkes process;
- Switching process;
- Microstructure;
86.Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs

机译：参数和借贷成本不确定的受限投资组合消费策略
- 作者：Yang Zhou;Liang Gechun;Zhou Chao
- 期刊名称：《Mathematics and financial economics》 | 2019年第3期
87.Bubbles in assets with finite life

机译：有限寿命的资产泡沫
- 作者：Berestycki Henri;Bruggeman Cameron;Monneau Regis;Scheinkman Jose A.
- 期刊名称：《Mathematics and financial economics》 | 2019年第3期
88.A macroscopic portfolio model: from rational agents to bounded rationality

机译：宏观投资组合模型：从理性主体到有限理性
- 作者：Trimborn Torsten
- 期刊名称：《Mathematics and financial economics》 | 2019年第3期
- Portfolio optimization;
- Model predictive control;
- Stock market;
- Bounded rationality;
- Crashes;
- Booms;
89.Consumption-investment problem with pathwise ambiguity under logarithmic utility

机译：对数效用下具有路径歧义的消费-投资问题
- 作者：Liang Zongxia;Ma Ming
- 期刊名称：《Mathematics and financial economics》 | 2019年第4期
90.Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework

机译：Heath-Jarrow-Morton框架中的均值回复加性能正向曲线
- 作者：Benth Fred Espen;Piccirilli Marco;Vargiolu Tiziano
- 期刊名称：《Mathematics and financial economics》 | 2019年第4期
- Energy markets;
- Mean-reversion;
- Heath-Jarrow-Morton approach;
- Forwards;
- Martingale property;
91.Golden options in financial mathematics

机译：金融数学的黄金选择
- 作者：Balbas Alejandro;Balbas Beatriz;Balbas Raquel
- 期刊名称：《Mathematics and financial economics》 | 2019年第4期
- Golden option;
- Risk measure;
- Smooth good deal;
- Dual approach;
92.Irreversible investment with fixed adjustment costs: a stochastic impulse control approach

机译：具有固定调整成本的不可逆投资：随机脉冲控制方法
- 作者：Federico Salvatore;Rosestolato Mauro;Tacconi Elisa
- 期刊名称：《Mathematics and financial economics》 | 2019年第4期
- Impulse stochastic optimal control;
- Quasi-variational inequality;
- Viscosity solution;
- Irreversible investment;
- Fixed cost;
93.Impact of contingent payments on systemic risk in financial networks

机译：或有付款对金融网络系统性风险的影响
- 作者：Banerjee Tathagata;Feinstein Zachary
- 期刊名称：《Mathematics and financial economics》 | 2019年第4期
- Systemic risk;
- Financial contagion;
- Insurance;
- Credit default swaps;
94.Portfolio choice, portfolio liquidation, and portfolio transition under drift uncertainty

机译：漂移不确定性下的投资组合选择，投资组合清算和投资组合转换
- 作者：Bismuth Alexis;Gueant Olivier;Pu Jiang
- 期刊名称：《Mathematics and financial economics》 | 2019年第4期
95.Foreign exchange markets with Last Look

机译：带有最后一眼的外汇市场
- 作者：Cartea Alvaro;Jaimungal Sebastian;Walton Jamie
- 期刊名称：《Mathematics and financial economics》 | 2019年第1期
- Last Look;
- Foreign exchange;
- Latency arbitrage;
- Spamming;
- Spraying;
- Stale quotes;
- Algorithmic trading;
- Low latency traders;
- High-frequency trading;
96.Nonlinear equity valuation using conic finance and its regulatory implications

机译：使用圆锥融资的非线性股权估值及其监管意义
- 作者：Madan Dilip B.
- 期刊名称：《Mathematics and financial economics》 | 2019年第1期
- Bilateral gamma process;
- Measure distortion;
- Nonlinear expectation;
- Value at risk;
97.The financial market: not as big as you think

机译：金融市场：没有您想象的那么大
- 作者：Tian Weidong
- 期刊名称：《Mathematics and financial economics》 | 2019年第1期
- Dynamic spanning;
- Index option;
- Compound option;
98.Cointegration in continuous time for factor models

机译：因子模型连续时间的协整
- 作者：Benth Fred Espen;Suss Andre
- 期刊名称：《Mathematics and financial economics》 | 2019年第1期
- Cointegration;
- Infinite dimensional stochastic processes;
- Polynomial processes;
- Forward prices;
- Commodity markets;
99.Capital asset market equilibrium with liquidity risk, portfolio constraints, and asset price bubbles

机译：具有流动性风险，投资组合约束和资产价格泡沫的资本资产市场均衡
- 作者：Jarrow Robert
- 期刊名称：《Mathematics and financial economics》 | 2019年第1期
- Liquidity risk;
- Portfolio constraints;
- Asset price bubbles;
- Asset market equilibrium;
- Systematic risk;
- ICAPM;
- CCAPM;
100.Optimal credit investment and risk control for an insurer with regime-switching

机译：进行制度转换的保险公司的最佳信贷投资和风险控制
- 作者：Bo Lijun;Liao Huafu;Wang Yongjin
- 期刊名称：《Mathematics and financial economics》 | 2019年第1期
- Optimal investment;
- Default contagion;
- Regime-switching;
- Recursive dynamical system;

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