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. The optimal method for pricing Bermudan options by simulation

    Alfredo Ibáñez and Carlos Velasco

    Version of Record online: 18 AUG 2017 | DOI: 10.1111/mafi.12158

  2. Consistent recalibration of yield curve models

    Philipp Harms, David Stefanovits, Josef Teichmann and Mario V. Wüthrich

    Version of Record online: 18 AUG 2017 | DOI: 10.1111/mafi.12159

  3. Liquidity effects of trading frequency

    Roman Gayduk and Sergey Nadtochiy

    Version of Record online: 18 AUG 2017 | DOI: 10.1111/mafi.12157

  4. On the market viability under proportional transaction costs

    Erhan Bayraktar and Xiang Yu

    Version of Record online: 10 AUG 2017 | DOI: 10.1111/mafi.12155