Mathematical Finance

Cover image for Vol. 22 Issue 2

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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  1. 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

  2. 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

  3. 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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