Mathematical Finance Letters

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 2018 (2018)

Table of Contents


Zhigang Tong, Allen Liu
Term structure of interest rates with stickiness: a subdiffusion approach
Mathematical Finance Letters, Vol 2018 (2018), Article ID 1

Sylvia Gottschalk
A closed-form formula for pricing bonds between coupon payments
Mathematical Finance Letters, Vol 2018 (2018), Article ID 2

Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye
Optimal investment strategy with debt financing under stochastic interest rates
Mathematical Finance Letters, Vol 2018 (2018), Article ID 3

Mathematical Finance Letters

ISSN 2051-2929

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