Mathematical Finance Letters

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.

Journal Homepage Image

Vol 2015 (2015)

Table of Contents

Articles

D.J. Manuge, P.T. Kim
Basket option pricing using Mellin transforms
Mathematical Finance Letters, Vol 2015 (2015), Article ID 1
PDF

Elder Mauricio Silva, Sergio Da Silva
Offsetting the disposition effect with a stop-loss rule
Mathematical Finance Letters, Vol 2015 (2015), Article ID 2
PDF

Guilherme Demos, Sergio Da Silva, Raul Matsushita
Some statistical properties of the mini flash crashes
Mathematical Finance Letters, Vol 2015 (2015), Article ID 3
PDF

Werner Huerlimann
An elementary linear functional approach to the fundamental theorem of asset pricing
Mathematical Finance Letters, Vol 2015 (2015), Article ID 4
PDF

A.O. Akeju, E.O. Ayoola
Pricing and hedging of best of asset options, a Malliavin calculus approach
Mathematical Finance Letters, Vol 2015 (2015), Article ID 5
PDF

Winston S. Buckley, Hongwei Long, Sandun Perera
The link between asymmetric and symmetric optimal portfolios in fads models
Mathematical Finance Letters, Vol 2015 (2015), Article ID 6
PDF

Alessandro Sbuelz
The Schwartz and Smith (2000) model with state-dependent risk premia
Mathematical Finance Letters, Vol 2015 (2015), Article ID 7
PDF

Jerzy K. Filus, Lidia Z. Filus, Zbigniew Krysiak
New stochastic model applied in assessment of the financial distress
Mathematical Finance Letters, Vol 2015 (2015), Article ID 8
PDF

Obonye Doctor, Elias Rabson Offen
Solutions to some portfolio optimization problems with stochastic income and consumption
Mathematical Finance Letters, Vol 2015 (2015), Article ID 9
PDF

Emeka Helen Oluyemisi, Fadugba Sunday Emmanuel
American option: an optimal stopping problem
Mathematical Finance Letters, Vol 2015 (2015), Article ID 10
PDF



Mathematical Finance Letters

ISSN 2051-2929

Editorial Office: office@scik.org

Copyright ©2016 Science & Knowledge Publishing Corporation Limited. All rights reserved.