Aim & Scope
The journal encourages the confident use of applied mathematics and mathematical modelling in finance. The journal publishes papers on the following: modelling of financial and economic primitives (interest rates, asset prices etc); modelling market behaviour; modelling market imperfections; pricing of financial derivative securities; hedging strategies; numerical methods; financial engineering. The journal encourages communication between finance practitioners, academics and applied mathematicians. Both theoretical and empirical research welcomed, as are papers on emerging areas of mathematical finance and interdisciplinary topics. The journal seeks papers reviewing the development of significant practical tools, algorithms and new products.The modelling or solution of problems should demonstrate the capacity for generalization. Original and substantial pieces of research resulting in open problems are welcome; this will also be a forum for the airing of new problems and new areas of activity. All papers are independently peer-reviewed. [1]
2024
Buy and Hold Golden Strategies in Financial Markets with Frictions and Depth Constraints
No authors listed.
Applied Mathematical Finance , 2024 , pp 1-18.
Monte Carlo Simulation for Trading Under a Lévy-Driven Mean-Reverting Framework
No authors listed.
Applied Mathematical Finance , 2024 , pp 1-24.
On the Implied Volatility of Asian Options Under Stochastic Volatility Models
E Alòs , E Nualart , M Pravosud
Applied Mathematical Finance , 2024 , pp 1-26.
Short-Time Asymptotics for Non-Self-Similar Stochastic Volatility Models
No authors listed.
Applied Mathematical Finance , 2024 , pp 1-30.
Price Impact Without Averaging
No authors listed.
Applied Mathematical Finance , 2024 , pp 1-32.
Weak Approximation for a Black-Scholes Type Regime Switching Model
Applied Mathematical Finance , 2024 , pp 1-36.
Risk Valuation of Quanto Derivatives on Temperature and Electricity
Applied Mathematical Finance , 2024 , pp 1-38.