Table of Contents


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

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

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

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

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

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

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




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