School of Mathematics, Shanghai University of Finance and Economics, Shanghai, China - Articles

Approximation for Convenience Yield with Mean-Reverting Commodity Price (Articles)

Qiang Zhao, Guiding Gu

Journal of Mathematical Finance Vol.5 No.3，June 27, 2015

DOI: 10.4236/jmf.2015.53021 4,242 Downloads 5,667 Views Citations
The Freedom of Yetter-Drinfeld Hopf Algebras (Articles)

Yanhua Wang

Advances in Pure Mathematics Vol.4 No.9，September 29, 2014

DOI: 10.4236/apm.2014.49060 2,889 Downloads 3,998 Views Citations
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options (Articles)

Qiang Zhao, Guo Liu, Guiding Gu

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34045 7,799 Downloads 12,887 Views Citations
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion (Articles)

Zhijuan Mao, Zhian Liang

Journal of Mathematical Finance Vol.4 No.1，December 25, 2013

DOI: 10.4236/jmf.2014.41001 5,674 Downloads 9,542 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1，January 10, 2014

DOI: 10.4236/jmf.2014.41002 5,012 Downloads 8,119 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Optimal Investment under Price and Wage Uncertainty (Articles)

Jinwu Huang

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31013 7,161 Downloads 10,715 Views Citations
Entrepreneurship Dynamics under Time Inconsistent Preferences (Articles)

Yang Liu, Jinqiang Yang

Journal of Mathematical Finance Vol.5 No.1，February 11, 2015

DOI: 10.4236/jmf.2015.51004 3,143 Downloads 4,142 Views Citations
Stock Price Information Content, Idiosyncratic Volatility and Expected Return (Articles)

Meimei Liang

Journal of Mathematical Finance Vol.5 No.4，November 25, 2015

DOI: 10.4236/jmf.2015.54034 5,285 Downloads 6,820 Views Citations
Income Smoothing, Idiosyncratic Risk & CEO Turnover (Articles)

Xingguo Zhang

Journal of Mathematical Finance Vol.6 No.1，February 5, 2016

DOI: 10.4236/jmf.2016.61001 4,987 Downloads 6,752 Views Citations
The Risk Premium of Treasury Bonds in China (Articles)

Xiaowei Wu

Journal of Mathematical Finance Vol.6 No.1，February 26, 2016

DOI: 10.4236/jmf.2016.61015 2,957 Downloads 4,244 Views Citations
Innovative Applications of the Core Ideas of Professional Knowledge in Financial Engineering for Developing Postgraduate Admission Strategies (Articles)

Zedong Cai

Open Access Library Journal Vol.11 No.7，July 15, 2024

DOI: 10.4236/oalib.1111836 49 Downloads 301 Views Citations
Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment (Articles)

Wenjing Gu, Yinglin Liu, Ruili Hao

Journal of Mathematical Finance Vol.6 No.2，March 9, 2016

DOI: 10.4236/jmf.2016.62021 2,980 Downloads 4,176 Views Citations
Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model (Articles)

Yinglin Liu, Ruili Hao, Zuhua Wang

Journal of Mathematical Finance Vol.6 No.3，August 26, 2016

DOI: 10.4236/jmf.2016.63033 1,858 Downloads 2,932 Views Citations
Duopolistic Competition and Capacity Choice with Jump-Diffusion Process (Articles)

Danmei Chen

Journal of Mathematical Finance Vol.5 No.2，May 22, 2015

DOI: 10.4236/jmf.2015.52018 2,809 Downloads 3,800 Views Citations
Dynamics of Entrepreneurship under Regime Switching (Articles)

Sha Sun, Jinqiang Yang, Minghui Li

Journal of Mathematical Finance Vol.3 No.3，August 15, 2013

DOI: 10.4236/jmf.2013.33038 4,028 Downloads 6,476 Views Citations
Identification and Estimation of Gaussian Affine Term Structure Models with Regime Switching (Articles)

Gang Wang

Journal of Mathematical Finance Vol.4 No.3，April 22, 2014

DOI: 10.4236/jmf.2014.43014 4,865 Downloads 7,040 Views Citations
Arbitrage-Free Gaussian Affine Term Structure Model with Observable Factors (Articles)

Gang Wang

Journal of Mathematical Finance Vol.5 No.2，May 5, 2015

DOI: 10.4236/jmf.2015.52013 4,662 Downloads 6,020 Views Citations
Comprehensive ESG Score and Financial Performance of Carbon-Neutral Concept Enterprises —Based on Entropy Weight-TOPSIS and Grey Relational Analysis (Articles)

Zedong Cai, Mengyue Qian, Linjie Wang

Open Journal of Business and Management Vol.11 No.1，January 16, 2023

DOI: 10.4236/ojbm.2023.111008 418 Downloads 1,766 Views Citations
Optimization of Asset Allocation Strategies in Major Categories—Theories, Indicators, Assets and Timing (Articles)

Zedong Cai, Linjie Wang, Mengyue Qian

Open Journal of Social Sciences Vol.11 No.1，January 17, 2023

DOI: 10.4236/jss.2023.111009 277 Downloads 1,587 Views Citations
Risk Spillover Effect and Trading Strategy between Carbon Emission Allowance and Carbon-Neutral Index (Articles)

Zedong Cai, Xuxia Liao, Ruiyang Shi

Open Journal of Social Sciences Vol.11 No.1，January 19, 2023

DOI: 10.4236/jss.2023.111012 215 Downloads 844 Views Citations

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