Claudio Bellani, D. Brigo, Mikko S. Pakkanen, Leandro Sánchez-Betancourt
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期刊介绍:
The journal encourages the confident use of applied mathematics and mathematical modelling in finance. The journal publishes papers on the following: •modelling of financial and economic primitives (interest rates, asset prices etc); •modelling market behaviour; •modelling market imperfections; •pricing of financial derivative securities; •hedging strategies; •numerical methods; •financial engineering.