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Mathematical Finance Letters ISSN 2051-2929

Archives › Volume 2015 (2015)

Volume 2015 (2015)

10 articles

2015 · Vol. 2015 · Article ID 10

American option: an optimal stopping problem

Emeka Helen Oluyemisi, Fadugba Sunday Emmanuel

2015 · Vol. 2015 · Article ID 9

Solutions to some portfolio optimization problems with stochastic income and consumption

Obonye Doctor, Elias Rabson Offen

2015 · Vol. 2015 · Article ID 8

New stochastic model applied in assessment of the financial distress

Jerzy K. Filus, Lidia Z. Filus, Zbigniew Krysiak

2015 · Vol. 2015 · Article ID 7

The Schwartz and Smith (2000) model with state-dependent risk premia

Alessandro Sbuelz

2015 · Vol. 2015 · Article ID 6

The link between asymmetric and symmetric optimal portfolios in fads models

Winston S. Buckley, Hongwei Long, Sandun Perera

2015 · Vol. 2015 · Article ID 5

Pricing and hedging of best of asset options, a Malliavin calculus approach

A.O. Akeju, E.O. Ayoola

2015 · Vol. 2015 · Article ID 4

An elementary linear functional approach to the fundamental theorem of asset pricing

Werner Huerlimann

2015 · Vol. 2015 · Article ID 3

Some statistical properties of the mini flash crashes

Guilherme Demos, Sergio Da Silva, Raul Matsushita

2015 · Vol. 2015 · Article ID 2

Offsetting the disposition effect with a stop-loss rule

Elder Mauricio Silva, Sergio Da Silva

2015 · Vol. 2015 · Article ID 1

Basket option pricing using Mellin transforms

D.J. Manuge, P.T. Kim