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The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps
Kevin Z. Tong, Dongping Hou, Jianhua Guan
Abstract | References Full-Text HTML XML Pub. Date: January 29, 2019
DOI: 10.4236/jmf.2019.91003 115 Downloads 282 Views Citations
Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures
Yuxia Huang, Chuancun Yin
Abstract | References Full-Text HTML XML Pub. Date: January 17, 2019
DOI: 10.4236/jmf.2019.91002 143 Downloads 300 Views Citations
Bayesian Item Response Analysis of Method-of-Payment Habits in Banking Surveys
Saman Muthukumarana, Kyle Vincent, Jenna G. Tichon
Abstract | References Full-Text HTML XML Pub. Date: December 28, 2018
DOI: 10.4236/jmf.2019.91001 139 Downloads 303 Views Citations
Option Portfolio Management in a Risk-Neutral World
Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov
Abstract | References Full-Text HTML XML Pub. Date: November 28, 2018
DOI: 10.4236/jmf.2018.84044 246 Downloads 479 Views Citations
Constrained Wiener Processes and Their Financial Applications
Andrew Leung
Abstract | References Full-Text HTML XML Pub. Date: November 26, 2018
DOI: 10.4236/jmf.2018.84043 129 Downloads 268 Views Citations
Referenda and the Provision of a Binary Public Good
Rajat Deb, Indranil K. Ghosh, Tae Kun Seo
DOI: 10.4236/jmf.2018.84042 110 Downloads 206 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market
Thomas Chinwe Urama, Patrick Oseloka Ezepue
Abstract | References Full-Text HTML XML Pub. Date: November 12, 2018
DOI: 10.4236/jmf.2018.84041 205 Downloads 397 Views Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs
Foad Shokrollahi
Abstract | References Full-Text HTML XML Pub. Date: November 7, 2018
DOI: 10.4236/jmf.2018.84040 167 Downloads 322 Views Citations
Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model
Chidi U. Okonkwo, Bright O. Osu, Silas A. Ihedioha, Chigozie Chibuisi
Abstract | References Full-Text HTML XML Pub. Date: September 30, 2018
DOI: 10.4236/jmf.2018.84039 426 Downloads 1,177 Views Citations
Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution
George M. Mukupa, Elias R. Offen
Abstract | References Full-Text HTML XML Pub. Date: August 20, 2018
DOI: 10.4236/jmf.2018.83038 210 Downloads 421 Views Citations
Asymmetric Response of Public Utility Stock Returns Volatility to Up and Down Markets and Deregulation
Richard A. Michelfelder
Abstract | References Full-Text HTML XML Pub. Date: August 16, 2018
DOI: 10.4236/jmf.2018.83037 174 Downloads 312 Views Citations
Portfolio Optimization in Jump Model under Inefficiencies in the Market
Dereje Bekele, Ananda Kube, Dennis C. Ikpe
Abstract | References Full-Text HTML XML Pub. Date: August 9, 2018
DOI: 10.4236/jmf.2018.83036 217 Downloads 459 Views Citations
Research on the Daily Volatility Measure Considering the Impact of Overnight Variance and Time Segment in Chinese Stock Market
Yu Shi, Handong Li
Abstract | References Full-Text HTML XML Pub. Date: August 7, 2018
DOI: 10.4236/jmf.2018.83035 205 Downloads 445 Views Citations
A Method for Portfolio Selection Based on Joint Probability of Co-Movement of Multi-Assets
Tianmin Zhou
DOI: 10.4236/jmf.2018.83034 236 Downloads 501 Views Citations
The Contrastive Analysis of China’s Bond Financing and Stock Financing—Based on PVAR Model
Shichang Shen, Ying Wu
Abstract | References Full-Text HTML XML Pub. Date: July 26, 2018
DOI: 10.4236/jmf.2018.83033 226 Downloads 412 Views Citations
The Stability of Banking System Based on Network Structure: An Overview
Qianqian Gao, Hong Fan, Jiwei Shen
Abstract | References Full-Text HTML XML Pub. Date: June 28, 2018
DOI: 10.4236/jmf.2018.83032 342 Downloads 789 Views Citations
An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model
Hideki Iwaki
Abstract | References Full-Text HTML XML Pub. Date: May 31, 2018
DOI: 10.4236/jmf.2018.82031 378 Downloads 700 Views Citations
A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices
Jane Aduda, Patrick Weke, Philip Ngare
DOI: 10.4236/jmf.2018.82030 251 Downloads 508 Views Citations
Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model
Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi
DOI: 10.4236/jmf.2018.82029 244 Downloads 519 Views Citations
Factors Affecting Successful Equity Crowdfunding
Ying Li, Hongduo Cao, Tengjuan Zhao
Abstract | References Full-Text HTML XML Pub. Date: May 29, 2018
DOI: 10.4236/jmf.2018.82028 268 Downloads 661 Views Citations
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