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Journal of Mathematical Finance (JMF) aims at presenting the latest developments in pure and applied financial mathematics. It considers important theoretical, empirical and review papers. All manuscripts must be prepared in English and are subject to a rigorous and fair peer-review process. Generally, accepted papers…
Kennedy Munene Ondieki
The thesis seeks to use simulated annealing optimization to minimize the difference between the value of the libor model volatility and the ones quoted in the market for congruent pricing of a Swaption contract. The simulated annealing optimization technique,…
Tatiana A. Maravina, R. Douglas Martin
Robust regression is playing an increasingly important role in fitting time series and cross-section factor models for stock returns. We introduce and study the properties of a Hausman type test for comparing factor model regression coefficients computed with…
Julapa Jagtiani, Raman Quinn Maingi, Erik Dolson
We investigate the shrinking community banking sector and the impact on local small business lending (SBL) in the context of mergers and acquisitions. From all mergers that involved community banks, we examine the varying impact on SBL depending on the local…
Winfrida Mwigilwa, Jane Aduda, Bidima Martin Le Doux Mbele, Ananda Kube
The objective of this article is to use Jacod decomposition to develop different types of semimartingale structure conditions. We make the following contributions to that end: When a continuous semimartingale meets the structure condition (SC), we prove that…
Sulaiman Sani, Petrovious Horton, Thandwa Cebsile Mamba
Suppose the loss-gain path of a stock say m is extended to enter the gain state of another stock n through its loss state. The path for could explain the dynamics of bi-perfect production centers within the Hausdorff topological frame with completeness. We id…
Tapan Kar, Malay Bhattacharyya
In this paper, we investigate if the choice of the reference density could improve the power of M-estimation-based unit root tests. For this investigation, we consider models where the AR-coefficient is very close to one (local-to-unity) in the true data gene…
Zengjing Chen, Yiwei Lin, Zhijie Xiao, Guodong Zhang
In this paper, we study the asymptotic behavior of dynamic coherent risk measures in general settings regardless of specific representations of the risk measures. In particular, we develop three different types laws of large numbers (LLN) for the average valu…
John F. Pinfold
Few of us fail to realize foreign exchange rates are ratios rather than prices, but we almost universally use them as if they were in fact the prices of currencies. This paper converts FX rates into prices by defining the value of each currency as its spendin…
Hideyuki Takagi
This study examined the endogenous nature of negative bubbles forming in meme stocks with the Log-Periodic Power Law (LPPL) Confidence Indicator (CI). A meme stock is a stock that has gained a significant amount of attention on a large social media platform s…
Sijia Chen, Zhenzhong Guan, Xiaoli Li
With the advent of information technology, retailers have easy access to forecast updates to adjust inventory as the selling season approaches. Rather than giving a second ordering chance, this paper takes lateral transshipment as an alternative, and investig…
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Journal of Mathematical Finance (JMF) aims at presenting the latest developments in pure and applied financial mathematics. It considers important theoretical, empirical and review papers. All manuscripts must be prepared in English and are subject to a rigorous and fair peer-review process. Generally, accepted papers… All articles are open access under a CC BY 4.0 licence, with authors retaining copyright.
Authors submit their manuscript, metadata, and declarations through the portal. There is no submission fee.
The editorial office screens the manuscript for scope, completeness, and formatting before assigning a handling editor.
At least two independent reviewers evaluate the manuscript under single-blind review. Where revisions are required, authors respond point by point.
On acceptance the article processing charge is invoiced and the CC BY 4.0 copyright handover is signed.
The article is copyedited, typeset, and given a DOI, then publishes open access with a permanent link.
Manuscripts must be original and not under consideration elsewhere. Submit in Microsoft Word or LaTeX with figures at 300 dpi minimum. Structure research articles as Abstract, Introduction, Methods, Results, Discussion, and References.
Use the journal's numbered (Vancouver) reference style. Cite sources consecutively in the order they appear, and ensure every reference is complete and retrievable.
Declare all funding sources, conflicts of interest, and ethical approvals (including informed consent and animal-care statements where applicable).