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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…
Moon Hoe Lee
Mean reversion is a process that influences commodity prices in auction markets. This process captures price dynamics that the traditional static model of demand and supply cannot fully explain. By accounting for periodic shocks to demand and supply, mean rev…
Valentine Wanjiku Mwai, Cyprian Ondieki Omari, Simon Maina Mundia
The global financial landscape is increasingly becoming interconnected, with financial markets exhibiting complex interdependencies. This increases the possibility of market risk spreading from one market to another, as market shocks often propagate across as…
Kheiry Hassan M. Ishag
The dairy business and industry in Oman grapples with complex challenges, from wavering milk prices and escalating input costs to ever-shifting market dynamics; all factors that can significantly impact business profitability and stability. The supply chain d…
Rainsy Sam
Equity markets often react disproportionately to quarterly earnings surprises. Small deviations from analyst expectations—sometimes just a few cents per share—can trigger sharp stock price movements. Traditional valuation tools such as the Price-to-Earnings (…
Koichi Miyazaki
In this study, we adopt Expected SBDA as a forward-looking measure of excess return of PE funds, and attempt to examine the mechanism how expected SBDA is influenced by factors such as drift and volatility of the investee company return, expected time to find…
Rainsy Sam
This article introduces the Potential Payback Period (PPP), a valuation model initiated by the author, as a mathematically rigorous and conceptually richer alternative to traditional ratios. While the Price-to-Earnings ( P / E ) and PEG ratios have long been…
John B. Guerard Jr., Dimitrios Thomakos, Foteini Kyriazi, Bijan Beheshti
The Center for Research in Security Prices (CRSP) database was funded and created to address the premier financial database for the academic and financial communities. At the time that the CRSP was funded in 1960, there were no large sets of databases for fin…
Deodat Emilson Adenutsi
This study develops and empirically calibrates the Community-Social Licence-Insurance Equilibrium (CoSLIE) Model, a dynamic, multi-theoretic framework that reconceptualises corporate-community engagement in resource-dependent economies through a systems-based…
Immaculate Ngina Kyalo, Cyprian O. Omari, Anthony Ngunyi
Since the pioneering work of Markowitz on portfolio theory in 1950s, numerous developments have advanced to improve the original technique of portfolio optimisation. Current research on the topic focuses on integrating models to capture real-world financial c…
Daniel T. Cassidy
Repeated convolution and truncation of a truncated fat-tailed distribution, instead of Monte Carlo simulation, for pricing a discrete, simple barrier option is presented. The parameters for the truncated fat-tailed distribution are obtained by fitting the sum…
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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).