Mathematical Finance Letters
Table of Contents
| Petar Radkov Option pricing under two-state Markov chain market model Math. Finance Lett., 2014 (2014), Article ID 9 |
| Behrouz Fathi-Vajargah, Ali.A. L_Zadeh Reduction error in Asian option pricing based on partition Monte Carlo method Math. Finance Lett., 2014 (2014), Article ID 8 |
| Anna Battauz, Marzia De Donno, Alessandro Sbuelz The put-call symmetry for American options in the Heston stochastic volatility model Math. Finance Lett., 2014 (2014), Article ID 7 |
| John Dogbey Currency crises, trade and geography: spatial dimensions of contagion Math. Finance Lett., 2014 (2014), Article ID 6 |
| Giovanni Bella Distortionary taxes and global indeterminacy in an endogenous growth model with elastic labor supply Math. Finance Lett., 2014 (2014), Article ID 5 |
| Oded Kafri Money, information and heat in social networks dynamics Math. Finance Lett., 2014 (2014), Article ID 4 |
| Werner Huerlimann Option pricing in the multidimensional Black-Scholes-Merton market with Gaussian Heath-Jarrow-Morton interest rates: the parsimonious and consistent Hull-White models of Vasicek and Nelson-Siegel type Math. Finance Lett., 2014 (2014), Article ID 3 |
| Guoping Zeng, Qi Zhao A rule of thumb for reject inference in credit scoring Math. Finance Lett., 2014 (2014), Article ID 2 |
| Yao Zheng Closed-form solution for generalized Vasicek dynamic term structure model with time-varying parameters and exponential yield curves Math. Finance Lett., 2014 (2014), Article ID 1 |
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