ArticlesArchiveAboutEditorial BoardAuthor Guidelines
Call for papersThe 2026 special issue on Climate & Health is open for submissions.Learn more
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…
Tommaso Pellegrino
The aim of the paper is to incorporate a stochastic correlation structure when pricing quanto options under the assumption that both the underlying asset and the foreign exchange (FX) rate follow a stochastic volatility model. This is reached not only assumin…
Ilaria Colivicchi, Riccardo Vignaroli
This paper wants to analyse the cyber-risk impact on economy in particular on the returns of the companies suffering information braches. The problem has become very interesting in recent years in the literature for the large dependence of the business with c…
Vince Hooper, John Pointon
This paper models the value of callable Eurobonds, using stochastic calculus, by assuming that the exchange rate follows a geometric Brownian motion process and the arrival time of an early redemption of the bond by the issuer conforms to a negative exponenti…
Vince Hooper, John Pointon
In this paper, a valuation framework is developed for the variable rate demand obligation (VRDO). The VRDO is a class of floating rate note whose coupon rate changes on a regular basis and is “puttable” by the bondholder, given a notice of one week to the iss…
Shuo Song, Rui Li
Every investor in the market has access to the stock names, making it the most popular information. However, this piece of information is often ignored by people and considered insignificant in the decision process. In fact, it is almost always the stock name…
Baojun Bian, Xinfu Chen, Xudong Zeng
We solve the optimal portfolio choice problem for an investor who can trade a risk-free asset and a risky asset. The investor faces both Brownian and jump risks and the jump is modeled by a Hawkes process so that occurrence of a jump in the risky asset price…
Y. M. Dib, N. Roumieh, G. Saab, M. Maroun
Effects of price, sold items, negative feedbacks, positive feedbacks, or no feedbacks are studied for online market engines mainly through eBay. Random walk type model is established to measure the duration that sellers with business effected negatively in or…
Mario Pucci
The Treasury lock is a common pre-hedging derivative strategy the Street offers to their corporate clients. The paper provides a justification of the common practice of booking a short position in the Treasury lock as a forward contract on the underlying benc…
Vince Hooper, John Pointon
The purpose of this paper is to develop a valuation model for projects, explicitly taking into account the combined effects of taxation and the risk of obsolescence. In the modelling process it is assumed that a project’s pre-tax net operating cash flows foll…
Osama Yaseen M. Al-Rawi, Taniya Mukherjee
Employee or labor scheduling is associated with assigning an appropriate number of workers to the jobs during each day of work. It requires determining when staff members will work and when part-time, full-time workers will be needed to work. It is obvious th…
No articles in this issue.
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).