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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…
Yizhuang Tian, Dongyang Shi, Handong Li
The impact of successive jumps in price process on volatility is very important. We study the nature of self-motivation in price process using data from China’s stock market. Our empirical results suggest that: 1) Price jumps in China’s stock market are gener…
Obonye Doctor
We consider a problem of maximizing the utility of an agent who invests in a stock, money market account and an index bond incorporating life insurance, deterministic income, and consumption. The stock is assumed to be a generalized geometric It?-Lévy process…
Andrzej Korzeniowski, Niloofar Ghorbani
We derive a Put Option price associated with selling strategy of the underlying security in a random interest rate environment. This extends Put Option pricing under linear investment strategy from the Black-Scholes setting to Hull-White stochastic interest r…
Isamu Ginama, Kazuhiko Hayakawa, Takahiro Kanmei
Common factor panel methodologies are applied to investment and savings rates in the context of the Feldstein-Horioka puzzle to derive idiosyncratic components of the two variables for OECD countries, Japan, and Indonesia. The idiosyncratic components of the…
Haopeng Tong, Zhen Jia, Min Zhang, Jinzhi Qi
From the perspective of equity holdings, this article selects the stock and equity data related to the financial sector in the Shanghai and Shenzhen securities markets in China, uses the bipartite network model to construct stock-shareholders associated netwo…
Paul Kundai Ziwakaya, Edward M. Lungu
We investigate the dynamics of the beef-cattle pricing which is affected by several factors such as beef supply, demand for foreign currency, etc. The model incorporates mean-reversion to give insights into the relationship be-tween supply to a developed regi…
Aifeng Zhang, Jianbiao Ren, Zhenzhong Guan, Usman Farooq
The biggest disadvantage of online shopping is that it is impossible to accurately assess the suitability of goods prior to purchase. Customers usually check “fit” at home, and thus one third of internet sales are returned. We study the pricing and ordering o…
Shengyu Zhang, R. Douglas Martin, Anthony A. Christidis
A new general method for computing standard errors of risk and performance estimators is developed. The method relies on the fact that the influence function of an estimator, the Gateaux derivative of the estimator functional in the direction of point mass di…
Tingya Su
The explosion of traffic brings the challenges for Internet Service Providers (ISPs) to make a profit with the high cost of infrastructure and increased competition. This calls for economic mechanisms that can enable providers to allocate on-demand resources…
Lewis Brew, Belinda Koasiba Ettih, Eric Neebo Wiah
This paper investigates the relationship between prices of crude oil and its petroleum products such as Gasoline, Gas oil, Residual fuel oil (RFO) and premix fuel in Ghana. The monthly data of Brent crude oil and the prices of petroleum products for the perio…
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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).