Mathematical Finance

Cover image for Vol. 25 Issue 3

Edited By: Jerome Detemple

Impact Factor: 1.774

ISI Journal Citation Reports © Ranking: 2014: 9/46 (Social Sciences Mathematical Methods); 11/88 (Business Finance); 19/99 (Mathematics Interdisciplinary Applications); 53/333 (Economics)

Online ISSN: 1467-9965

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Recently Published Articles

  1. A PRIMAL–DUAL ALGORITHM FOR BSDES

    Christian Bender, Nikolaus Schweizer and Jia Zhuo

    Article first published online: 26 JUN 2015 | DOI: 10.1111/mafi.12100

  2. TRADING WITH SMALL PRICE IMPACT

    Ludovic Moreau, Johannes Muhle-Karbe and H. Mete Soner

    Article first published online: 23 JUN 2015 | DOI: 10.1111/mafi.12098

  3. A FIRST-ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS

    Christian Bender and Nikolai Dokuchaev

    Article first published online: 21 JUN 2015 | DOI: 10.1111/mafi.12096

  4. DYNAMIC TRADING VOLUME

    Paolo Guasoni and Marko Weber

    Article first published online: 19 JUN 2015 | DOI: 10.1111/mafi.12099

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