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.

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Vol 2014 (2014)

Table of Contents

Articles

Yao Zheng
Closed-form solution for generalized Vasicek dynamic term structure model with time-varying parameters and exponential yield curves
Mathematical Finance Letters, Vol 2014 (2014), Article ID 1
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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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Werner Huerlimann
Option pricing in the multidimensional Black-Scholes-Merton market with Gaussian Heath-Jarrow-Morton interest rates: the parsimonious and consistent Hull-White models of Vasicek and Nelson-Siegel type
Mathematical Finance Letters, Vol 2014 (2014), Article ID 3
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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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Giovanni Bella
Distortionary taxes and global indeterminacy in an endogenous growth model with elastic labor supply
Mathematical Finance Letters, Vol 2014 (2014), Article ID 5
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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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Mathematical Finance Letters

ISSN 2051-2929

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