Table of Contents


Jagdeep Kaur Brar, Warren Hare
Portfolio optimization using second order conic programming approach
Math. Finance Lett., 2021 (2021), Article ID 1		 PDF

Zhigang Tong, Allen Liu
A subdiffusive Lévy model for pricing power options in illiquid markets
Math. Finance Lett., 2021 (2021), Article ID 2		 PDF

Francesco Strati, Luca G. Trussoni
Precise continuous time expected deflator for the G2++ model
Math. Finance Lett., 2021 (2021), Article ID 3		 PDF




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