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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…
Miwaka Yamashita
The ideas from quantum mechanics (QM) have been used as one of problem-solving methods in the field of economics, especially in game theory and decision theory, starting about “coin flip” and “prisoner’s dilemma” and now days “decision paradoxes” . In this pa…
Gretta Saab, Tony Jamhour, Marie-Michelle El-Hayek, Hala Khayr Yaacoub
Financial crises are recurrent events with profound economic and social implications. Accurately predicting these crises is of paramount importance for policymakers, financial institutions, and investors. This abstract provides an overview of a study that exp…
Yirong Huang, Zhonglin Wan, Hongyan Li, Yi Luo
This paper proposes a new combined model accounting for short memory, long memory, heterogeneity, and switching regime to model realized volatility and forecast future volatility. We apply daily realized volatility series of SPX to estimate volatility model p…
Roman Šustek, 1 1
This paper offers a structural interpretation of the “ leading indicator ” properties of the yield curve observed in conventional times of monetary policy. Low levels of nominal interest rates and inflation, but a steeper yield curve, typically precede econom…
Jhen-Siou Liou, Chia-Chi Lee, Jen-Ten Liu
This study explored the impact of ownership structure and board characteristics on executive excessive compensation in Taiwan-listed companies from 2012 to 2021. Regarding ownership structure, the research findings indicate that managerial ownership, institut…
Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando, Lassané Sawadogo, François Xavier Ouedraogo, Pierre Clovis Nitiema, 1 1
This paper is an extension of the compound poisson risk model with a strategy of partial dividend payment to shareholders, constant threshold b and depe ndence between claim amounts and inter-claim times via the Spearman copula. We study the probability of ul…
Simin Wu, Zahayu Md. Yusof, Masnita Misiran, 1 1
The paper selects the daily trading data of three stocks in the agricultural sector of the Chinese stock market from 1 st September 2015 to 31 st August 2021. It uses the DCC-GARCH model to study the correlation between these stocks to examine the volatility…
R. Douglas Martin, Shengyu Zhang
The influence function of parametric t-distribution expected shortfall (ES) estimators has an approximately symmetric shape, for which large positive returns indicate large losses. We avoid this risk estimator’s unacceptable feature by introducing an ES semi-…
Hao Wu, Deqing Tan
Considering that the promotion strategies adopted by the platform can increase consumer expectations, the paper constructs decision models for the platform profits maximisation problem and analyse the optimal advertising volume, optimal pricing and optimal pr…
Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari
Discrepancies between theoretical option pricing models and actual market prices create arbitrage opportunities in financial markets. Despite being widely used in option pricing, the famous Black-Scholes model estimates option values based on the strict assum…
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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).