Table of Contents


Yao Zheng
Closed-form solution for generalized Vasicek dynamic term structure model with time-varying parameters and exponential yield curves
Math. Finance Lett., 2014 (2014), Article ID 1		 PDF

Guoping Zeng, Qi Zhao
A rule of thumb for reject inference in credit scoring
Math. Finance Lett., 2014 (2014), Article ID 2		 PDF

Werner Huerlimann
Option pricing in the multidimensional Black-Scholes-Merton market with Gaussian Heath-Jarrow-Morton interest rates: the parsimonious and consistent Hull-White models of Vasicek and Nelson-Siegel type
Math. Finance Lett., 2014 (2014), Article ID 3		 PDF

Oded Kafri
Money, information and heat in social networks dynamics
Math. Finance Lett., 2014 (2014), Article ID 4		 PDF

Giovanni Bella
Distortionary taxes and global indeterminacy in an endogenous growth model with elastic labor supply
Math. Finance Lett., 2014 (2014), Article ID 5		 PDF

John Dogbey
Currency crises, trade and geography: spatial dimensions of contagion
Math. Finance Lett., 2014 (2014), Article ID 6		 PDF

Anna Battauz, Marzia De Donno, Alessandro Sbuelz
The put-call symmetry for American options in the Heston stochastic volatility model
Math. Finance Lett., 2014 (2014), Article ID 7		 PDF

Behrouz Fathi-Vajargah, Ali.A. L_Zadeh
Reduction error in Asian option pricing based on partition Monte Carlo method
Math. Finance Lett., 2014 (2014), Article ID 8		 PDF

Petar Radkov
Option pricing under two-state Markov chain market model
Math. Finance Lett., 2014 (2014), Article ID 9		 PDF



Mathematical Finance Letters

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