1. A BEHAVIORAL PORTFOLIO DECISION MODEL BASED ON CREDIBILITY OF INTERVAL-VALUED FUZZY NUMBER. (2020) Authors: ZHANG, QIANSHENG Journal: Mathematical finance letters Issue: Volume 2020(2020) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A CLOSED-FORM FORMULA FOR PRICING BONDS BETWEEN COUPON PAYMENTS. (2018) Authors: GOTTSCHALK, SYLVIA Journal: Mathematical finance letters Issue: Volume 2018(2018) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A CONTINUOUS-IN-TIME FINANCIAL MODEL. (2016) Authors: FR´ENOD, EMMANUEL; CHAKKOUR, TARIK Journal: Mathematical finance letters Issue: Volume 2016(2016) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. A PROXIMAL POINT ALGORITHM FOR ZEROS OF MONOTONE OPERATORS. (2013) Authors: YANG, S. Journal: Mathematical finance letters Issue: Volume 2013(2013) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. A RULE OF THUMB FOR REJECT INFERENCE IN CREDIT SCORING. (2014) Authors: ZENG, GUOPING; ZHAO, QI Journal: Mathematical finance letters Issue: Volume 2014(2014) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. A SPECTRAL APPROACH TO PRICING OF FORWARD STARTING OPTIONS. (2019) Authors: TONG, KEVIN Z.; HOU, DONGPING; GUAN, JIANHUA Journal: Mathematical finance letters Issue: Volume 2019(2019) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. A STOCHASTIC ALGORITHM FOR THE VALUATION OF FINANCIAL DERIVATIVES USING THE HYPERBOLIC DISTRIBUTIONAL VARIATES. (2012) Authors: OSU, BRIGHT O.; SOLOMON, OKECUKWU U. Journal: Mathematical finance letters Issue: Volume 2012(2012) Page Start: 43 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. A SUBDIFFUSIVE L ´EVY MODEL FOR PRICING POWER OPTIONS IN ILLIQUID MARKETS. (2021) Authors: TONG, ZHIGANG; LIU, ALLEN Journal: Mathematical finance letters Issue: Volume 2021(2021) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. AMERICAN OPTION: AN OPTIMAL STOPPING PROBLEM. (2015) Authors: OLUYEMISI, EMEKA HELEN; EMMANUEL, FADUGBA SUNDAY Journal: Mathematical finance letters Issue: Volume 2015(2015) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. AN ELEMENTARY LINEAR FUNCTIONAL APPROACH TO THE FUNDAMENTAL THEOREM OF ASSET PRICING. (2015) Authors: HÜRLIMANN, WERNER Journal: Mathematical finance letters Issue: Volume 2015(2015) Page Start: Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗