Volume 4, Number 1, January 2014 (Special Issue on Option Pricing Research)

Cover Page, Table of Contents and Others: PDF (size: 6921KB)

• Game Russian Options for Double Exponential Jump Diffusion Processes ()
  Atsuo Suzuki, Katsushige Sawaki
  Journal of Mathematical Finance Vol.4 No.1,  January 21, 2014
  DOI: 10.4236/jmf.2014.41005    4,203 Downloads  6,301 Views   Citations
  This article belongs to the Special Issue on
• Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework ()
  B. F. Nteumagné, E. Pindza, E. Maré
  Journal of Mathematical Finance Vol.4 No.1,  January 21, 2014
  DOI: 10.4236/jmf.2014.41004    6,497 Downloads  8,939 Views   Citations
  This article belongs to the Special Issue on
• Catastrophe Risk Derivatives: A New Approach ()
  Mehdi Bekralas Abdessalem, Masamitsu Ohnishi
  Journal of Mathematical Finance Vol.4 No.1,  January 21, 2014
  DOI: 10.4236/jmf.2014.41003    4,264 Downloads  6,995 Views   Citations
  This article belongs to the Special Issue on
• Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model ()
  Ruili Hao, Yonghui Liu, Shoubai Wang
  Journal of Mathematical Finance Vol.4 No.1,  January 10, 2014
  DOI: 10.4236/jmf.2014.41002    4,740 Downloads  7,797 Views   Citations
  This article belongs to the Special Issue on
• Evaluation of Geometric Asian Power Options under Fractional Brownian Motion ()
  Zhijuan Mao, Zhian Liang
  Journal of Mathematical Finance Vol.4 No.1,  December 25, 2013
  DOI: 10.4236/jmf.2014.41001    5,381 Downloads  9,178 Views   Citations
  This article belongs to the Special Issue on