Mathematical Finance Letters
Latest Publications

TOTAL DOCUMENTS

11

(FIVE YEARS 3)

H-INDEX

0

(FIVE YEARS 0)

Published By Scik Publishing Corporation

2051-2929

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A subdiffusive Lévy model for pricing power options in illiquid markets

Mathematical Finance Letters ◽

10.28919/mfl/5851 ◽

2021 ◽

Keyword(s):

Illiquid Markets ◽

Pricing Power

Precise continuous time expected deflator for the G2++ model

Mathematical Finance Letters ◽

10.28919/mfl/5989 ◽

2021 ◽

Keyword(s):

Continuous Time

Portfolio optimization using second order conic programming approach

Mathematical Finance Letters ◽

10.28919/mfl/4435 ◽

2021 ◽

Keyword(s):

Portfolio Optimization ◽

Second Order ◽

Conic Programming ◽

Programming Approach

Evaluation of energy forward curves with jumps under the general Levy process

Mathematical Finance Letters ◽

10.28919/mfl/4707 ◽

2020 ◽

Keyword(s):

Lévy Process ◽

Levy Process

New exact solutions to optimal consumption-investment problems with exponential utility

Mathematical Finance Letters ◽

10.28919/mfl/4547 ◽

2020 ◽

Keyword(s):

Exact Solutions ◽

Exponential Utility ◽

Optimal Consumption ◽

New Exact Solutions

Forecasting sesame price using Kalman filter algorithm

Mathematical Finance Letters ◽

10.28919/mfl/4104 ◽

2019 ◽

Keyword(s):

Kalman Filter ◽

Kalman Filter Algorithm

A spectral approach to pricing of forward starting options

Mathematical Finance Letters ◽

10.28919/mfl/4036 ◽

2019 ◽

Keyword(s):

Spectral Approach

Markovian queueing inventory system with two stage working vacations

Mathematical Finance Letters ◽

10.28919/mfl/3977 ◽

2019 ◽

Keyword(s):

Inventory System ◽

Two Stage ◽

Working Vacations

Term structure of interest rates with stickiness: a subdiffusion approach

Mathematical Finance Letters ◽

10.28919/mfl/3587 ◽

2018 ◽

Keyword(s):

Interest Rates ◽

Term Structure

Optimal investment strategy with debt financing under stochastic interest rates

Mathematical Finance Letters ◽

10.28919/mfl/3278 ◽

2018 ◽

Keyword(s):

Interest Rates ◽

Optimal Investment ◽

Investment Strategy ◽

Debt Financing ◽

Stochastic Interest Rates ◽

Optimal Investment Strategy ◽

Stochastic Interest