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 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
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Elder Mauricio Silva, Sergio Da Silva
Offsetting the disposition effect with a stop-loss rule
Mathematical Finance Letters, Vol 2015 (2015), Article ID 2
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Guilherme Demos, Sergio Da Silva, Raul Matsushita
Some statistical properties of the mini flash crashes
Mathematical Finance Letters, Vol 2015 (2015), Article ID 3
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Werner Huerlimann
An elementary linear functional approach to the fundamental theorem of asset pricing
Mathematical Finance Letters, Vol 2015 (2015), Article ID 4
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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
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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
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Alessandro Sbuelz
The Schwartz and Smith (2000) model with state-dependent risk premia
Mathematical Finance Letters, Vol 2015 (2015), Article ID 7
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Mathematical Finance Letters

ISSN 2051-2929

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