Mathematical Finance

Cover image for Vol. 27 Issue 3

Edited By: Jerome Detemple

Impact Factor: 2.414

ISI Journal Citation Reports © Ranking: 2016: 8/49 (Social Sciences Mathematical Methods); 9/96 (Business Finance); 18/100 (Mathematics Interdisciplinary Applications); 47/347 (Economics)

Online ISSN: 1467-9965

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Recently Published Articles

  1. On American VIX options under the generalized 3/2 and 1/2 models

    Jérôme Detemple and Yerkin Kitapbayev

    Version of Record online: 4 MAY 2017 | DOI: 10.1111/mafi.12153

  2. Small-cost asymptotics for long-term growth rates in incomplete markets

    Yaroslav Melnyk and Frank Thomas Seifried

    Version of Record online: 4 MAY 2017 | DOI: 10.1111/mafi.12152

  3. On the C-property and w∗-representations of risk measures

    Niushan Gao and Foivos Xanthos

    Version of Record online: 2 MAY 2017 | DOI: 10.1111/mafi.12150

  4. Optimal cash holdings under heterogeneous beliefs

    Robert Jarrow, Andrey Krishenik and Andreea Minca

    Version of Record online: 18 APR 2017 | DOI: 10.1111/mafi.12148