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Mathematical Finance Letters
Latest Publications
TOTAL DOCUMENTS
11
(FIVE YEARS 8)
H-INDEX
0
(FIVE YEARS 0)
Published By Scik Publishing Corporation
2051-2929
Latest Documents
Most Cited Documents
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Related Sources
Related Keywords
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Precise continuous time expected deflator for the G2++ model
Mathematical Finance Letters
◽
10.28919/mfl/5989
◽
2021
◽
Keyword(s):
Continuous Time
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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
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Portfolio optimization using second order conic programming approach
Mathematical Finance Letters
◽
10.28919/mfl/4435
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2021
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Keyword(s):
Portfolio Optimization
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Second Order
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Conic Programming
◽
Programming Approach
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Evaluation of energy forward curves with jumps under the general Levy process
Mathematical Finance Letters
◽
10.28919/mfl/4707
◽
2020
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Keyword(s):
Lévy Process
◽
Levy Process
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New exact solutions to optimal consumption-investment problems with exponential utility
Mathematical Finance Letters
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10.28919/mfl/4547
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2020
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Keyword(s):
Exact Solutions
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Exponential Utility
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Optimal Consumption
◽
New Exact Solutions
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Forecasting sesame price using Kalman filter algorithm
Mathematical Finance Letters
◽
10.28919/mfl/4104
◽
2019
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Keyword(s):
Kalman Filter
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Kalman Filter Algorithm
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A spectral approach to pricing of forward starting options
Mathematical Finance Letters
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10.28919/mfl/4036
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2019
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Keyword(s):
Spectral Approach
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Markovian queueing inventory system with two stage working vacations
Mathematical Finance Letters
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10.28919/mfl/3977
◽
2019
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Keyword(s):
Inventory System
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Two Stage
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Working Vacations
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Term structure of interest rates with stickiness: a subdiffusion approach
Mathematical Finance Letters
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10.28919/mfl/3587
◽
2018
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Keyword(s):
Interest Rates
◽
Term Structure
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Optimal investment strategy with debt financing under stochastic interest rates
Mathematical Finance Letters
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10.28919/mfl/3278
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2018
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Keyword(s):
Interest Rates
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Optimal Investment
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Investment Strategy
◽
Debt Financing
◽
Stochastic Interest Rates
◽
Optimal Investment Strategy
◽
Stochastic Interest
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