Mathematical Finance

"Singular Perturbation Techniques Applied to Multiasset Option Pricing."
M. Widdicks, D. Newton, P. Duck, C. Yang, Mathematical Finance, (19) 3 457 - 486 2009

"The Black-Scholes equation revisited: asymptotic expansions and singular perturbations."
M. Widdicks, A. Andricopoulos, P. Duck, D. Newton, Mathematical Finance, (15) 373 - 391 2005

"Return Dynamics when Persistence is Unobservable."
T. Johnson, Mathematical Finance, 2001

"Consumption and Portfolio Policies with Incomplete Markets and Short-sale Constraints: The Finite Dimensional Case."
N. Pearson, H. He, Mathematical Finance, (1) 3 1-10 1991

 

     

Journals in which Finance Faculty publish:
1997 Journal of ASFMRA
Accounting Horizons
Actuarial Review
Advances in Futures & Options Research
Advances in International Banking and Finance
Advances in Investment Analysis & Portfolio Management
Advances in Pacific Basin Financial Markets
Agribusiness
Agribusiness: An International Journal
Agricultural Economics
Agricultural Finance Review
Agriculture Economics Research
American Business Review
American Economic Journal: Economic Policy
American Economic Review
American Journal of Agricultural Economics
American Journal of Agriculture Economics
American Law & Economic Review
American Society for Quality
Annals of Finance
Annual Review of Financial Economics
Applied Economics Letters
B.E. Journal of Economic Analysis and Policy
Brookings Papers on Economic Activity
Canadian Journal of Agricultural Economics
Central Bank of Republic of Turkey Discussion Papers
Central Business Review
Chicago-Kent Law Review
Climatic Change
Computer Science in Economics & Management
Computers and Electronics in Agriculture
Concentrated Ownership
Construction Business Review
Contingencies
Contributions to Economic Analysis and Policy
Critical Finance Review
Derivatives Quarterly
Directorship
Econometrica
Economic Journal
Economic Inquiry
Economic Journal
Economic Mailman
Economic Policy Review
Economic Review, Federal Reserve Bank of Cleveland
Economic Theory
Economics Letters
Economists' Voice
Emerging Markets Review
Environmental Economics and Policy Studies
European Economic Review
European Financial Management
Federal Register
Federal Reserve Bank of Atlanta Economic Review
Federal Reserve System Credit Scoring Committee
Federation of Korean Industries Monthly
Finance Research Letters
Financial Analysts Journal
Financial Management
Financial Markets and Portfolio Management
Financial Review
Future Markets
Games and Economics Behavior
Generations: Journal of the American Society of Aging
Global Reinsurance
Government Finance Review
Health Affairs
Hellenic Banking Association Quarterly Review
IEEE Experts
Ill. Business Review
Illinois Agricultural Economics
Illinois Issues
Illinois Real Estate Letter
International Economic Review
International Food and Agribusiness Review
International Journal of Development Banking
INternational Journal of Health Care Finance and Economics
International Journal of Industrial Organization
International Journal of Management Reviews
International Monetary Fund Staff Papers
International Real Estate Review
Journal of Agricultural and Applied Economics
Journal of Agriculture Lending
Journal of American Real Estate and Urban Economics Association
Journal of Applied Corporate Finance
Journal of Applied Finance
Journal of Banking and Finance
Journal of Business
Journal of Business and Economic Statistics
Journal of Business Venturing
Journal of Construction Engineering and Management
Journal of Corporate Finance
Journal Of Corporate Finance: Contracting, Governance, And Orgainzation
Journal of Cultural Economics
Journal of Derivatives
Journal of Economic Behavior and Organization
Journal of Economic Dynamics and Control
Journal of Economic Literature
Journal of Economic Perspectives
Journal of Economic Theory
Journal of Economics and Management Strategy
Journal of Emerging Market
Journal of Empirical Finance
Journal of Environmental Economics and Management
Journal of Environmental Systems
Journal of Euromarketing
Journal of Finance
Journal of Financial and Quantitative Analysis
Journal of Financial Econometrics
Journal of Financial Economics
Journal of Financial Intermediation
Journal of Financial Management
Journal of Financial Markets
Journal of Financial Services Research
Journal of Food Distribution Research
Journal of Fuel Cell Science and Technology
Journal of Futures Markets
Journal of Health Economics
Journal of Housing Economics
Journal of International Economics
Journal of International Money and Finance
Journal of Investment Management
Journal of Labor Economics
Journal of Law, Economics and Organizations
Journal of Leisure Research
Journal of Lending & Credit Risk Management
Journal of Management Information Systems
Journal of Monetary Economics
Journal of Money, Credit, and Banking
Journal of Organizational Computing
Journal of Pension Economics and Finance
Journal of Policy Analysis and Management
Journal of Political Economy
Journal of Power Sources
Journal of Private Portfolio Management
Journal of Property Research
Journal of Public Economics
Journal of Real Estate Finance and Economics
Journal of Real Estate Research
Journal of Regulatory Economics
Journal of Retirement
Journal of Risk
Journal of Risk and Insurance
Journal of Risk and Uncertainty
Journal of Risk Management of Korea
Journal of the American Society of Farm Managers and Rural Appraisers
Journal of the Association of Environmental and Resource Economists
Journal of the Japanese and the International Economies
Journal of Urban Economics
Land Economics
Law and Contemporary Problems
Letter
Management Science
Managerial and Decision Economics
Mathematical Finance
National Tax Journal
National Underwriter Property & Casualty
Nature
NBER Reporter
North American Actuarial Journal
North Central Journal of Agricultural Economics
Pacific Basin Finance Journal
PLoS ONE
Proceedings Of The Casualty Actualrial Society
Public Economics Review
Public Finance Quarterly
Quantitative Marketing and Economics
Quarterly Journal of Economics
Quarterly Review of Economics and Finance
Rand Journal of Economics
Real Estate Economics
Real Estate Economics (Journal of AREUEA)
Real Estate Finance
Real Estate Review
Regulation
Research in Economic History
Research in Finance
Resource and Energy Economics
Review of Derivatives Reseach
Review of Economics and Statistics
Review of Finance
Review of Financial Economics
Review of Financial Studies
Review of Quantitative Finance and Accounting
Review of Regional Studies
Risk
Risk Analysis
Risk Management and Insurance Review
Scandinavian Journal of Economics
Security Analysts Journal
Social Science Computer Review
Southern Economic Journal
Spoudai
State Tax Notes
Strategic Investor Relations
Swedish Economic Policy Review
Tax Notes
Tax Policy and the Economy
The American Economic Journal: Economic Policy
The American Economic Review
The Elder Law Journal
The Equipment Financing Journal
The Fela Reporter
The Forum
The Illinois Budget Policy Toolbox
The Monitor
The National Tax Journal
The State Journal-Register
Western Journal of Agricultural Economics

  
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