Mathematical Finance Letters (FML) 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 2014 (2014)
Table of Contents
Articles
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Guoping Zeng, Qi Zhao
A rule of thumb for reject inference in credit scoring
Mathematical Finance Letters, Vol 2014 (2014), Article ID 2 |
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Oded Kafri
Money, information and heat in social networks dynamics
Mathematical Finance Letters, Vol 2014 (2014), Article ID 4 |
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John Dogbey
Currency crises, trade and geography: spatial dimensions of contagion
Mathematical Finance Letters, Vol 2014 (2014), Article ID 6 |
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Anna Battauz, Marzia De Donno, Alessandro Sbuelz
The put-call symmetry for American options in the Heston stochastic volatility model
Mathematical Finance Letters, Vol 2014 (2014), Article ID 7 |
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Behrouz Fathi-Vajargah, Ali.A. L_Zadeh
Reduction error in Asian option pricing based on partition Monte Carlo method
Mathematical Finance Letters, Vol 2014 (2014), Article ID 8 |
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Petar Radkov
Option pricing under two-state Markov chain market model
Mathematical Finance Letters, Vol 2014 (2014), Article ID 9 |
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Mathematical Finance Letters
ISSN 2051-2929
Editorial Office: office@scik.org
Copyright ©2014 Science & Knowledge Publishing Corporation Limited. All rights reserved.
Mathematical Finance Letters
