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 2021 (2021)

Table of Contents

Jagdeep Kaur Brar, Warren Hare
Portfolio optimization using second order conic programming approach
Math. Finance Lett., 2021 (2021), Article ID 1

Zhigang Tong, Allen Liu
A subdiffusive Lévy model for pricing power options in illiquid markets
Math. Finance Lett., 2021 (2021), Article ID 2

Francesco Strati, Luca G. Trussoni
Precise continuous time expected deflator for the G2++ model
Math. Finance Lett., 2021 (2021), Article ID 3

Mathematical Finance Letters

ISSN 2051-2929

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