| 723 | -- | 724 | Matthias Ehrhardt, Lucas Jódar Sánchez, Rafael Company. Novel methods in computational finance |
| 725 | -- | 734 | Sona Kilianová, Mária Trnovská. Robust portfolio optimization via solution to the Hamilton-Jacobi-Bellman equation |
| 735 | -- | 748 | Luis Bayón, Paulino José García Nieto, R. García-Rubio, J. M. Grau, M. M. Ruiz, P. M. Suárez. The operation of infimal/supremal convolution in mathematical economics |
| 749 | -- | 760 | Ljudmila A. Bordag, Ivan P. Yamshchikov, Dmitry Zhelezov. Optimal allocation-consumption problem for a portfolio with an illiquid asset |
| 761 | -- | 780 | María del Carmen Calvo-Garrido, Carlos Vázquez. A new numerical method for pricing fixed-rate mortgages with prepayment and default options |
| 781 | -- | 796 | Miglena N. Koleva, Lubin G. Vulkov. On splitting-based numerical methods for nonlinear models of European options |
| 797 | -- | 806 | María J. Ruá, Natividad Guadalajara. Using the building energy rating software for mathematically modelling operation costs in a simulated home |
| 807 | -- | 820 | Karina Gibert, Dante Conti. On the understanding of profiles by means of post-processing techniques: an application to financial assets |
| 821 | -- | 836 | T. B. Gyulov, Radoslav L. Valkov. American option pricing problem transformed on finite interval |