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	题名	作者	年代	出处	被引量
1	Backward Stochastic Differential Equations in Finance显示文摘	N.El Karoui S.Peng M. C.Quenez	2002	Mathematical Finance2002，，1：	3
2	A YIELD‐FACTOR MODEL OF INTEREST RATES显示文摘	DarrellDuffie RuiKan	2006	Mathematical Finance2006，，4：	3
3	Coherent Measures of Risk显示文摘	PhilippeArtzner FreddyDelbaen Jean‐MarcEber DavidHeath	2001	Mathematical Finance2001，，3：	2
4	Finding generators for Markov chains via empirical transition matrices, with appilication to credit ratings 显示文摘	Israel R Rosenthal J Wei J	2001	Mathematical Finance2001，11，2：	1
5	Valuation of European options in the market with daily price limit显示文摘	Ban junhwa Hyeong In Choi and Hyijin Ku	2000	Applied Mathematical Finance2000，，7：	1
6	Optimal portfolio management with fixed transaction costs显示文摘	Melton A J Pliska S R	1995	Mathematical Finance1995，5，4：	1
7	Backward stochastic differential equation sand applications to optimal control显示文摘	El Karoui N Peng S Quenez M C	1997	Mathematical Finance1997，7，：	1
8	Coherent measures of risk显示文摘	Artzner P Delbaen F Eber J M	1999	Mathematical Finance1999，9，3：	1
9	Default risk and diversification: theory and applications 显示文摘	Jarrow R A Lando D Yu F	2005	Mathematical Finance2005，15，1：	1
10	Pricing and hedging double-barrier options: A probabilistic approach显示文摘	Geman H Yor M	1996	Mathematical Finance1996，6，：	1
11	Mean-variance portfolios optimization with state-dependent risk aversion 显示文摘	BJORK T MURGOCI A ZHOU X Y	2014	Mathematical Finance2014，24，1：	1
12	Portfolio value-at-risk with heavy-tailed risk factors显示文摘	Glasserman P Heidelberger P Shahabuddin P	2002	Mathematical Finance2002，12，3：	1
13	Bond market structure in the presence of marked point processes显示文摘	BjOrk T Yuri K Wolfgang R	1997	Mathematical Finance1997，7，2：	1
14	Asymptotics of the price oscillations of a European call option in a tree model 显示文摘	DIENER F DIENER M	2004	Mathematical Finance2004，14，2：	1
15	Principal component value at risk 显示文摘	I Brummelhuis R Cordoba A Quintanilla M	2002	Mathematical Finance2002，12，1：	1
16	A general fractional white noise theory and applications to finance显示文摘	Robert Elliot J John Van Der Hoek	2003	Mathematical Finance2003，13，2：	1
17	Contingent claims valued and hedged by pricing and investing in a basis显示文摘	Madan D Milne F	1994	Mathematical Finance1994，4，3：	1
18	Stochastic Volatility Effects on Default-able Bonds显示文摘	JeanPF Ronnie S Knut S	2006	Applied Mathematical Finance2006，13，3：	1
19	Coherent Measures of Risk显示文摘	Aryzner P Delbaen F Eber J	1999	Mathematical Finance1999，9，3：	1
20	Coherent measures of risk 显示文摘	ARTZNER P DELBAEN F EBER J M	1999	Mathematical Finance1999，，9：	1

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