Mathematical Finance Letters (MFL) is a peer-reviewed open access international journal, which is aimed to provide a publication forum for important research in all aspects of Mathematical Finance including modelling of financial and economic primitives, modelling market behaviour, modelling market imperfections, pricing of financial derivative securities, hedging strategies, multi-objective decision analysis, numerical methods, financial engineering. This journal will accept high quality articles containing original research results and survey articles of exceptional merit.
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Vol 2019 (2019)
Table of Contents
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K. Prasanna Lakshmi, K. Jeganathan, V. Kamal Nasir, M. Abdul Reiya
Markovian queueing inventory system with two stage working vacations
Mathematical Finance Letters, Vol 2019 (2019), Article ID 1 |
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Kevin Z. Tong, Dongping Hou, Jianhua Guan
A spectral approach to pricing of forward starting options
Mathematical Finance Letters, Vol 2019 (2019), Article ID 2 |
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Tesfahun Berhane, Molalign Adam, Nurilign Shibabaw, Aemiro Shibabaw, Abera A. Muhamed
Forecasting sesame price using Kalman filter algorithm
Mathematical Finance Letters, Vol 2019 (2019), Article ID 3 |
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Mathematical Finance Letters
ISSN 2051-2929
Editorial Office: office@scik.org
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Mathematical Finance Letters
