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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…
Du Du
Macroeconomic conditions affect multiple dimensions that are related to the operation of an entrepreneurial firm. Through a multi-regime dynamic stochastic model, we show that this simple observation has a wide range of empirical implications for corporations…
Nicholas Simon Gonchar
A complete description of taxation systems that ensure sustainable economic development is given. These tax systems depend on production technologies and output volumes. Explicit formulas for such dependencies are found. In a sustainable economy, the value ad…
Du Du
While standard models in finance assume that an agent possesses a constant rate of time preferences, there is substantial evidence that people are impatient about choices in the short term but are patient when choosing between long-term alternatives. In this…
Guojun Fang
Benford’s law states that the basic distribution of first digits in naturally produced data is that the frequency of first digits decreases as the digits become larger. This law has been widely used in many areas, such as detecting fraud or manipulation in la…
Enoch J. Dangbe, Andrzej Korzeniowski
We extend the discrete time risk model studied by Korzeniowski [1] [2] via incorporating the effect of dividend payments subject to random discount factor. By applying generating functions technique, effective recursive formulas for the total expected discoun…
Barış Falay
This study investigates the impact of Federal Open Market Committee (FOMC) announcements on cryptocurrency market volatility using high-frequency data. Realized Variance (RV) is used to measure cryptocurrency market volatility, with a focus on Bitcoin (BTC).…
Du Du
Investment risk is a ubiquitous concern among entrepreneurs. In an influential paper, Albuquerque and Wang [1] show that investment risk creates the disutility effect because it is disliked by a risk-averse entrepreneur. In response, the value of installed ca…
Anthony C. Bozza
This paper explores the concept of risk and return in the context of the 2021 “meme stock” phenomenon, where retail investors utilizing social media drove up the prices of highly volatile stocks. Using historical data from 1994 to 2024, this study analyzes th…
Kheiry Hassan M. Ishag
The animal feed business is facing the risk of raw material grain shortage due to global supply chain disruption during the COVID-19 pandemic, the Russia and Ukraine conflict and recently global shipping disruption at the Red Sea. These situations cause high…
Uwaydah Leith
Yield curve modeling is a fundamental concept in finance, playing a crucial role in understanding the relationship between interest rates and time. G2++ is a popular interest rate model used for this purpose, an improved version of the original Hull-White mod…
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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).