Mathematical Finance Letters
Table of Contents
| Werner Huerlimann Option pricing in the multidimensional Black-Scholes market with Vasicek interest rates Math. Finance Lett., 2013 (2013), Article ID 1 |
| Charles I. Nkeki Optimal portfolio and wealth valuation strategies with stochastic cash flows dependent on the optimal wealth Math. Finance Lett., 2013 (2013), Article ID 2 |
| Almutairi Aned O., Anton Abdulbasah Kamil, Almutairi Alya O. Review of stock returns Math. Finance Lett., 2013 (2013), Article ID 3 |
| Dennis Llemit Other positions of parameters in the asymptotic expansions of Knock-in barrier option prices Math. Finance Lett., 2013 (2013), Article ID 4 |
| Suresh Ramanathan, Kian-Teng Kwek Drift term and vertex point in single factor interest rate model Math. Finance Lett., 2013 (2013), Article ID 5 |
| H. Zhang On solvability of generalized variational inequalities Math. Finance Lett., 2013 (2013), Article ID 6 |
| S. Yang A proximal point algorithm for zeros of monotone operators Math. Finance Lett., 2013 (2013), Article ID 7 |
| Stéphane Goutte, Benteng ZOU Continuous time regime-switching model applied to foreign exchange rate Math. Finance Lett., 2013 (2013), Article ID 8 |
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