Mathematical Finance

Cover image for Vol. 27 Issue 4

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. Semi-efficient valuations and put-call parity

    Martin Herdegen and Martin Schweizer

    Version of Record online: 6 SEP 2017 | DOI: 10.1111/mafi.12162

  2. Risk management with weighted VaR

    Pengyu Wei

    Version of Record online: 29 AUG 2017 | DOI: 10.1111/mafi.12160

  3. The valuation of American options in a multidimensional exponential Lévy model

    Tomasz Klimsiak and Andrzej Rozkosz

    Version of Record online: 25 AUG 2017 | DOI: 10.1111/mafi.12163

  4. You have full text access to this OnlineOpen article
    Option pricing in the moderate deviations regime

    Peter Friz, Stefan Gerhold and Arpad Pinter

    Version of Record online: 25 AUG 2017 | DOI: 10.1111/mafi.12156