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Mathematical Finance Letters ISSN 2051-2929

Archives › Volume 2013 (2013)

Volume 2013 (2013)

8 articles

2013 · Vol. 2013 · Article ID 8

Continuous time regime-switching model applied to foreign exchange rate

Stéphane Goutte, Benteng ZOU

2013 · Vol. 2013 · Article ID 7

A proximal point algorithm for zeros of monotone operators

S. Yang

2013 · Vol. 2013 · Article ID 6

On solvability of generalized variational inequalities

H. Zhang

2013 · Vol. 2013 · Article ID 5

Drift term and vertex point in single factor interest rate model

Suresh Ramanathan, Kian-Teng Kwek

2013 · Vol. 2013 · Article ID 4

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

Dennis Llemit

2013 · Vol. 2013 · Article ID 3

Review of stock returns

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

2013 · Vol. 2013 · Article ID 2

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

Charles I. Nkeki

2013 · Vol. 2013 · Article ID 1

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

Werner Huerlimann