Mathematical Finance
© Wiley Periodicals, Inc.

Edited By: Dilip B. Madan
Impact Factor: 1.052
ISI Journal Citation Reports © Ranking: 2010: 20/42 (Social Sciences Mathematical Methods); 25/74 (Business Finance); 44/92 (Mathematics Interdisciplinary Applications); 102/304 (Economics)
Online ISSN: 1467-9965
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- PRICING CHAINED OPTIONS WITH CURVED BARRIERS
Doobae Jun and Hyejin Ku
Article first published online: 13 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00513.x
- RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS
Rama Cont and Lakshithe Wagalath
Article first published online: 13 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00510.x
- FAST MONTE CARLO GREEKS FOR FINANCIAL PRODUCTS WITH DISCONTINUOUS PAY-OFFS
Jiun Hong Chan and Mark Joshi
Article first published online: 13 FEB 2012 | DOI: 10.1111/j.1467-9965.2011.00509.x

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