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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…
Calvin Tadmon, Eric Rostand Njike-Tchaptchet
In this paper, by taking into account the rating in a new concept of economic space, we propose a model of the dynamics of an economic particle, a model of price process, an extension of risk measures, and a new approach of option pricing with associated hedg…
Hideki Iwaki
This paper derives a measure that quantifies the degree of ambiguity under expected utility with uncertain probability (EUUP) by [1] . Here, ambiguity means a situation in which the first-order probabilities, i.e., the probabilities of the states of nature, a…
Abeer Faleh H. Almutiri
This study aims to determine if a cause exists between foreign investors BUY and SELL and the Saudi stock market performance. The dependent variable is Saudi stock index represented by INDEX while the independent variables are buying for foreign investors, se…
Liangliang Zhang
In this paper, we outline a general framework of derivatives pricing. The framework consists of two modules. The first is a novel simulation and machine learning based calibration module and the second one is a pricing module, which originates from [1] and [2…
Minjie Ding
China’s bonds market has developed rapidly in recent years. A further study of interest rate term structure is essential. Nelson-Siegel model is widely used to fit interest rate term structure around the world. In this essay, we try to find out whether Nelson…
Rosa Ferrentino, Luca Vota
The current developments in the insurance system and the innovation in the financial sector have highlighted a series of problems connected to the measurement of the risk and the assessment of the global risk has taken on particular importance. The literature…
Shota Tsumurai
It is well known that Malliavin calculus can be applied to a stochastic differential equation with Lipschitz continuous coefficients in order to clarify the existence and the smootheness of the solution. In this paper, we apply Malliavin calculus to the CEV-t…
Jinwu Huang
Motivated by previous papers with conventional models of Geometric Brownian Motion (Hereafter GBM) or Mean-Reverting (Hereafter MR), we discuss the classical investment timing problem in this paper by assuming the output price follows Heston-GBM process. That…
Min Gao, Zhenfeng Wei
We extend the binary options into barrier binary options and discuss the application of the optimal structure without a smooth-fit condition in the option pricing. We first review the existing work for the knock-in options and present the main results from th…
Xiangxi Jiang
Bitcoin is a current popular cryptocurrency with a promising future. It’s like a stock market with time series, the series of indexed data points. We looked at different deep learning networks and methods of improving the accuracy, including min-max normaliza…
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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).