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ORIGINAL ARTICLE
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Put–Call Parities, absence of arbitrage opportunities, and nonlinear pricing rules

Lorenzo Bastianello, Alain Chateauneuf, Bernard Cornet, 
  •  23 March 2024
ORIGINAL ARTICLE

The rough Hawkes Heston stochastic volatility model

Alessandro Bondi, Sergio Pulido, Simone Scotti, 
  •  2 March 2024
EDITORIAL

Special issue on machine learning in finance

Christa Cuchiero, Ruimeng Hu, Sara Svaluto-Ferro, Renyuan Xu, 
  •  259-261
  •  13 February 2024
ORIGINAL ARTICLE

Naïve Markowitz policies

Lin Chen, Xun Yu Zhou, 
  •  13 February 2024
ORIGINAL ARTICLE

Mean‐field liquidation games with market drop‐out

Guanxing Fu, Paul P. Hager, Ulrich Horst, 
  •  15 January 2024
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  •  25 December 2001

Backward Stochastic Differential Equations in Finance

N. El Karoui, S. Peng, M. C. Quenez, 
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  •  5 January 2002

Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation

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  •  387-406
  •  25 December 2001

A YIELD‐FACTOR MODEL OF INTEREST RATES

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  •  October 1996

Long memory in continuous‐time stochastic volatility models

Fabienne Comte, Eric Renault, 
  •  291-323
  •  5 January 2002
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Mathematical Finance is an international financial mathematics journal publishing original research articles focused on the development and application of novel mathematical and statistical methods for the analysis of financial problems. The journal provides a forum for mathematical scientists, financial practitioners and financial economists to share advances.

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