Mathematical Finance Letters
Table of Contents
| Emeka Helen Oluyemisi, Fadugba Sunday Emmanuel American option: an optimal stopping problem Math. Finance Lett., 2015 (2015), Article ID 10 |
| Obonye Doctor, Elias Rabson Offen Solutions to some portfolio optimization problems with stochastic income and consumption Math. Finance Lett., 2015 (2015), Article ID 9 |
| 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 |
| Alessandro Sbuelz The Schwartz and Smith (2000) model with state-dependent risk premia Math. Finance Lett., 2015 (2015), Article ID 7 |
| 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 |
| 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 |
| Werner Huerlimann An elementary linear functional approach to the fundamental theorem of asset pricing Math. Finance Lett., 2015 (2015), Article ID 4 |
| Guilherme Demos, Sergio Da Silva, Raul Matsushita Some statistical properties of the mini flash crashes Math. Finance Lett., 2015 (2015), Article ID 3 |
| Elder Mauricio Silva, Sergio Da Silva Offsetting the disposition effect with a stop-loss rule Math. Finance Lett., 2015 (2015), Article ID 2 |
| D.J. Manuge, P.T. Kim Basket option pricing using Mellin transforms Math. Finance Lett., 2015 (2015), Article ID 1 |
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