Stéphane Goutte, Benteng ZOU

Continuous time regime-switching model applied to foreign exchange rate

Math. Finance Lett., 2013 (2013), Article ID 8

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S. Yang

A proximal point algorithm for zeros of monotone operators

Math. Finance Lett., 2013 (2013), Article ID 7

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H. Zhang

On solvability of generalized variational inequalities

Math. Finance Lett., 2013 (2013), Article ID 6

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Suresh Ramanathan, Kian-Teng Kwek

Drift term and vertex point in single factor interest rate model

Math. Finance Lett., 2013 (2013), Article ID 5

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Dennis Llemit

Other positions of parameters in the asymptotic expansions of Knock-in barrier option prices

Math. Finance Lett., 2013 (2013), Article ID 4

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Almutairi Aned O., Anton Abdulbasah Kamil, Almutairi Alya O.

Review of stock returns

Math. Finance Lett., 2013 (2013), Article ID 3

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Charles I. Nkeki

Optimal portfolio and wealth valuation strategies with stochastic cash flows dependent on the optimal wealth

Math. Finance Lett., 2013 (2013), Article ID 2

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Werner Huerlimann

Option pricing in the multidimensional Black-Scholes market with Vasicek interest rates

Math. Finance Lett., 2013 (2013), Article ID 1

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