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Home > Journals > Business & Economics | Physics & Mathematics >JMF
Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
Website: https://www.scirp.org/journal/jmf/
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    2017 »
    4 3 2 1

Volume 7, Number 2, May 2017 (Special Issue on Density Estimation in Finance and Insurance)

Cover Page, Table of Contents and Others: PDF (size: 3605KB)

    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

    Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017

    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

    Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017

    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

    Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017

    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

    Journal of Mathematical Finance Vol.7 No.2,  May 23, 2017

    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

    Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017

    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

    Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017

    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

    Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017

    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

    Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017

    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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