Table of Contents


Emeka Helen Oluyemisi, Fadugba Sunday Emmanuel
American option: an optimal stopping problem
Math. Finance Lett., 2015 (2015), Article ID 10		 PDF

Obonye Doctor, Elias Rabson Offen
Solutions to some portfolio optimization problems with stochastic income and consumption
Math. Finance Lett., 2015 (2015), Article ID 9		 PDF

Jerzy K. Filus, Lidia Z. Filus, Zbigniew Krysiak
New stochastic model applied in assessment of the financial distress
Math. Finance Lett., 2015 (2015), Article ID 8		 PDF

Alessandro Sbuelz
The Schwartz and Smith (2000) model with state-dependent risk premia
Math. Finance Lett., 2015 (2015), Article ID 7		 PDF

Winston S. Buckley, Hongwei Long, Sandun Perera
The link between asymmetric and symmetric optimal portfolios in fads models
Math. Finance Lett., 2015 (2015), Article ID 6		 PDF

A.O. Akeju, E.O. Ayoola
Pricing and hedging of best of asset options, a Malliavin calculus approach
Math. Finance Lett., 2015 (2015), Article ID 5		 PDF

Werner Huerlimann
An elementary linear functional approach to the fundamental theorem of asset pricing
Math. Finance Lett., 2015 (2015), Article ID 4		 PDF

Guilherme Demos, Sergio Da Silva, Raul Matsushita
Some statistical properties of the mini flash crashes
Math. Finance Lett., 2015 (2015), Article ID 3		 PDF

Elder Mauricio Silva, Sergio Da Silva
Offsetting the disposition effect with a stop-loss rule
Math. Finance Lett., 2015 (2015), Article ID 2		 PDF

D.J. Manuge, P.T. Kim
Basket option pricing using Mellin transforms
Math. Finance Lett., 2015 (2015), Article ID 1		 PDF




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