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Journal of Mathematical Finance
Volume 7, Number 2, May 2017 (Special Issue on Density Estimation in Finance and Insurance)
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Valuation of Derivatives on the Cost Variables of the Shipping Market ()
Christos E. Kountzakis
Journal of Mathematical Finance Vol.7 No.2, May 31, 2017
DOI: 10.4236/jmf.2017.72027 949 Downloads 1,339 Views Citations This article belongs to the Special Issue on
The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets ()
Ata Assaf
DOI: 10.4236/jmf.2017.72026 1,448 Downloads 2,259 Views Citations This article belongs to the Special Issue on
Jumps in High-Frequency Data on the Chinese Stock Market ()
Ying Li, Tengfei Jiang
DOI: 10.4236/jmf.2017.72025 1,138 Downloads 1,790 Views Citations This article belongs to the Special Issue on Density Estimation in Finance and Insurance
A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options ()
Zhigang Tong, Allen Liu
DOI: 10.4236/jmf.2017.72024 1,128 Downloads 1,769 Views Citations This article belongs to the Special Issue on Option Pricing
Commercial Bank Ownership Structure and Risk Preference ()
Haoxuan Zhong
Journal of Mathematical Finance Vol.7 No.2, May 27, 2017
DOI: 10.4236/jmf.2017.72023 1,459 Downloads 2,719 Views Citations This article belongs to the Special Issue on
Return Predictability and Strategic Trading under Symmetric Information ()
Ming Guo, Hui Ou-Yang
Journal of Mathematical Finance Vol.7 No.2, May 23, 2017
DOI: 10.4236/jmf.2017.72022 1,144 Downloads 1,623 Views Citations This article belongs to the Special Issue on
Foreign Direct Investment and Industrial Sector Performance: Assessing the Long-Run Implication on Economic Growth in Nigeria ()
Emmanuel S. Akpan, Gamaliel O. Eweke
DOI: 10.4236/jmf.2017.72021 1,974 Downloads 6,369 Views Citations This article belongs to the Special Issue on
An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange ()
Chaido Dritsaki
Journal of Mathematical Finance Vol.7 No.2, May 19, 2017
DOI: 10.4236/jmf.2017.72020 2,145 Downloads 3,208 Views Citations This article belongs to the Special Issue on
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility ()
Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas
DOI: 10.4236/jmf.2017.72019 2,272 Downloads 3,817 Views Citations This article belongs to the Special Issue on
Production Smoothing in Developed Countries ()
Isamu Ginama, Mitsuhiro Odaki
DOI: 10.4236/jmf.2017.72018 1,234 Downloads 1,621 Views Citations This article belongs to the Special Issue on
Optimal Investment Strategy under Stochastic Interest Rates ()
Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye
DOI: 10.4236/jmf.2017.72017 1,267 Downloads 1,831 Views Citations This article belongs to the Special Issue on
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model ()
Takayuki Sakuma
DOI: 10.4236/jmf.2017.72016 1,140 Downloads 1,660 Views Citations This article belongs to the Special Issue on Option Pricing
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory ()
Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa
Journal of Mathematical Finance Vol.7 No.2, May 16, 2017
DOI: 10.4236/jmf.2017.72015 1,194 Downloads 1,784 Views Citations This article belongs to the Special Issue on
A Comparison Study of ADI and LOD Methods on Option Pricing Models ()
Neda Bagheri, Hassan Karnameh Haghighi
Journal of Mathematical Finance Vol.7 No.2, May 15, 2017
DOI: 10.4236/jmf.2017.72014 1,195 Downloads 1,695 Views Citations This article belongs to the Special Issue on Option Pricing
The Economics of XVA Trading ()
Peter J. Zeitsch
Journal of Mathematical Finance Vol.7 No.2, May 9, 2017
DOI: 10.4236/jmf.2017.72013 2,972 Downloads 8,390 Views Citations This article belongs to the Special Issue on
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