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Mathematical Finance Letters ISSN 2051-2929

Archives › Volume 2014 (2014)

Volume 2014 (2014)

9 articles

2014 · Vol. 2014 · Article ID 9

Option pricing under two-state Markov chain market model

Petar Radkov

2014 · Vol. 2014 · Article ID 8

Reduction error in Asian option pricing based on partition Monte Carlo method

Behrouz Fathi-Vajargah, Ali.A. L_Zadeh

2014 · Vol. 2014 · Article ID 7

The put-call symmetry for American options in the Heston stochastic volatility model

Anna Battauz, Marzia De Donno, Alessandro Sbuelz

2014 · Vol. 2014 · Article ID 6

Currency crises, trade and geography: spatial dimensions of contagion

John Dogbey

2014 · Vol. 2014 · Article ID 5

Distortionary taxes and global indeterminacy in an endogenous growth model with elastic labor supply

Giovanni Bella

2014 · Vol. 2014 · Article ID 4

Money, information and heat in social networks dynamics

Oded Kafri

2014 · Vol. 2014 · Article ID 3

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

Werner Huerlimann

2014 · Vol. 2014 · Article ID 2

A rule of thumb for reject inference in credit scoring

Guoping Zeng, Qi Zhao

2014 · Vol. 2014 · Article ID 1

Closed-form solution for generalized Vasicek dynamic term structure model with time-varying parameters and exponential yield curves

Yao Zheng