Mathematics and Financial Economics

Volume 16, issue 2, April 2022

6 articles in this issue

Price formation and optimal trading in intraday electricity markets

Authors
- Olivier Féron
- Peter Tankov
- Laura Tinsi
- Content type: OriginalPaper
- Published: 23 September 2021
- Pages: 205 - 237
Arbitrage-free Nelson–Siegel model for multiple yield curves

Authors
- Riccardo Brignone
- Christoph Gerhart
- Eva Lütkebohmert
- Content type: OriginalPaper
- Open Access
- Published: 06 October 2021
- Pages: 239 - 266
Optimal finite horizon contract with limited commitment

Authors
- Junkee Jeon
- Hyeng Keun Koo
- Kyunghyun Park
- Content type: OriginalPaper
- Published: 30 September 2021
- Pages: 267 - 315
Term structure modeling under volatility uncertainty

Authors
- Julian Hölzermann
- Content type: OriginalPaper
- Open Access
- Published: 04 November 2021
- Pages: 317 - 343
A dynamical model for real economy and finance

Authors
- F. Grassetti
- C. Mammana
- E. Michetti
- Content type: OriginalPaper
- Published: 04 January 2022
- Pages: 345 - 366
Robust utility maximizing strategies under model uncertainty and their convergence

Authors
- Jörn Sass
- Dorothee Westphal
- Content type: OriginalPaper
- Open Access
- Published: 11 March 2022
- Pages: 367 - 397