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
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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
PDF

Almutairi Aned O., Anton Abdulbasah Kamil, Almutairi Alya O.
Review of stock returns
Math. Finance Lett., 2013 (2013), Article ID 3
PDF

Dennis Llemit
Other positions of parameters in the asymptotic expansions of Knock-in barrier option prices
Math. Finance Lett., 2013 (2013), Article ID 4
PDF

Suresh Ramanathan, Kian-Teng Kwek
Drift term and vertex point in single factor interest rate model
Math. Finance Lett., 2013 (2013), Article ID 5
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H. Zhang
On solvability of generalized variational inequalities
Math. Finance Lett., 2013 (2013), Article ID 6
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S. Yang
A proximal point algorithm for zeros of monotone operators
Math. Finance Lett., 2013 (2013), Article ID 7
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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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Mathematical Finance Letters

ISSN 2051-2929

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