Journal Archive

Number of Issues


Article View


PDF Download


View Per Article


PDF Download Per Article


Number of Submissions


Rejected Submissions


Reject Rate


Accepted Submissions


Acceptance Rate


Time to Accept (Days)


Number of Indexing Databases


Number of Reviewers


About Journal

The Journal of Mathematics and Modeling in Finance (JMMF) is a newly established journal of Allameh Tabataba'i University in collaboration with the Center of Excellence (CoE) in Financial Mathematics of Iran.

The Journal of Mathematics and Modeling in Finance is devoted to research articles of the highest quality in computation mathematics and financial Mathematics. Areas covered include numerical analysis, computational finance, mathematical modeling in finance, partial differential equations in finance, stochastic differential equations in finance, numerical methods for quantitative finance, machine learning in finance and related fields such as financial economics and financial engineering.

The articles must be of significant computational interest and contain original and substantial mathematical analysis or development of computational methodology. The papers shall be published biannually in electronic formats.

About Journal of Mathematics and Modeling in Finance (JMMF):

  • Country of Publication: Iran
  • Publisher: Allameh Tabataba’i University Press
  • Format : Online & Print
  • Print ISSN: 2783-0578
  • E-ISSN:2783-056x
  • Available:
  • Impact Factor(ISC):
  • Frequency: 
  • Publication Dates: Winter and Spring
  • Advance Access: Yes
  • Language: English
  • Scope: Mathematics and Modeling in Finance
  • Article Processing Charges:
  • Type of Journal: Academic / Scholarly
  • Open Access: Yes
  • Indexed & Abstracted:
  • Policy: Peer Review
  • Review Time:
  • Contact E-mail:
  • Alternate E-mail:
Current Issue: Volume 1, Issue 1, Winter and Spring 2021, Pages 1-197 

2. Robust Net Present Value With Infinite Lifetime

Pages 9-30

Payam Hanafizadeh; Hadiseh Salmani

3. Using Reinforcement Learning Methods to Price a Perishable Product, Case Study: Orange

Pages 31-48

Abbas Shekari Firouzjaie; Navid Sahebjamnia; Hadi Abdollahzade

4. ‎Comparing ‎the ‎‎different types of ‎Markov ‎switching ‎model for Euro to Iran Rial‎ exchange rate

Pages 49-58

Mahdi Pourrafiee; S. M. Esmaeil Pourmohammad Azizi; Marzieh Mohammadi Larijani; Ali Pahlevannezhad

6. Unusual behavior: Reversed Leverage Effect Bias

Pages 65-76

Saeid Tajdini; Farzad Jafari; Majid Lotfi Ghahroud

11. Economic Models Involving Time Fractal

Pages 159-178

Alireza Khalili Golmankhaneh; Karmina K. Ali; Resat Yilmazer; Mohammed K. A. Kaabar