Mathematics and financial economics

Keyphrases

Publications

volume 17, number 1, 2023

T R Hurd
Systemic cascades on inhomogeneous random financial networks. Mathematics and financial economics 17 (1) (2023)
T R Hurd
Systemic cascades on inhomogeneous random financial networks. Mathematics and financial economics 17 (1) (2023)

volume 17, number 2, 2023

Hamed Amini
Contagion risks and security investment in directed networks. Mathematics and financial economics 17 (2) (2023)

volume 16, number 4, 2022

Luca Bernardinelli, Paolo Guasoni, Eberhard Mayerhofer
Informational efficiency and welfare. Mathematics and financial economics 16 (4) (2022)

volume 16, number 1, 2021

Xiaoqin Wu, Zhijun Hu
Investment timing and capacity choice in duopolistic competition under a jump-diffusion model. Mathematics and financial economics 16 (1) (2021)

volume 15, number 4, 2021

Guillaume Bernis, Riccardo Brignone, Simone Scotti, Carlo Sgarra
A Gamma Ornstein-Uhlenbeck model driven by a Hawkes process. Mathematics and financial economics 15 (4) (2021)

volume 15, number 3, 2020

Nacira Agram, Bernt Øksendal
A financial market with singular drift and no arbitrage. Mathematics and financial economics 15 (3) (2020)