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Journal of Mathematical Finance
Volume 9, Number 3, August 2019 (Special Issue on Financial Econometrics)
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Derivatives Pricing via Machine Learning ()
Tingting Ye, Liangliang Zhang
Journal of Mathematical Finance Vol.9 No.3, August 27, 2019
DOI: 10.4236/jmf.2019.93029 648 Downloads 2,315 Views Citations This article belongs to the Special Issue on
A General Framework of Optimal Investment ()
Liangliang Zhang
DOI: 10.4236/jmf.2019.93028 658 Downloads 1,323 Views Citations This article belongs to the Special Issue on
Credit Scoring with Ego-Network Data ()
Stanley Sewe, Philip Ngare, Patrick Weke
Journal of Mathematical Finance Vol.9 No.3, August 22, 2019
DOI: 10.4236/jmf.2019.93027 285 Downloads 546 Views Citations This article belongs to the Special Issue on
Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty ()
Philip Ajibola Bankole, Olabisi O. Ugbebor
DOI: 10.4236/jmf.2019.93026 345 Downloads 657 Views Citations This article belongs to the Special Issue on
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models ()
Tommaso Pellegrino
DOI: 10.4236/jmf.2019.93025 369 Downloads 805 Views Citations This article belongs to the Special Issue on
Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest ()
Ilaria Colivicchi, Riccardo Vignaroli
Journal of Mathematical Finance Vol.9 No.3, August 21, 2019
DOI: 10.4236/jmf.2019.93024 327 Downloads 743 Views Citations This article belongs to the Special Issue on
A Valuation Model for Callable Eurobonds ()
Vince Hooper, John Pointon
DOI: 10.4236/jmf.2019.93023 408 Downloads 675 Views Citations This article belongs to the Special Issue on
A Valuation Model for the Variable Rate Demand Obligation ()
DOI: 10.4236/jmf.2019.93022 319 Downloads 523 Views Citations This article belongs to the Special Issue on
The Impact of Stock Names on the Expected Stock Return ()
Shuo Song, Rui Li
Journal of Mathematical Finance Vol.9 No.3, August 20, 2019
DOI: 10.4236/jmf.2019.93021 376 Downloads 725 Views Citations This article belongs to the Special Issue on
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting ()
Baojun Bian, Xinfu Chen, Xudong Zeng
DOI: 10.4236/jmf.2019.93020 309 Downloads 647 Views Citations This article belongs to the Special Issue on Financial Econometrics
Effect of Feedback on eBay Sellers’ Business Using Markov Chain ()
Y. M. Dib, N. Roumieh, G. Saab, M. Maroun
Journal of Mathematical Finance Vol.9 No.3, August 19, 2019
DOI: 10.4236/jmf.2019.93019 386 Downloads 682 Views Citations This article belongs to the Special Issue on
Hedging the Treasury Lock ()
Mario Pucci
Journal of Mathematical Finance Vol.9 No.3, August 13, 2019
DOI: 10.4236/jmf.2019.93018 1,679 Downloads 2,070 Views Citations This article belongs to the Special Issue on
Modelling Obsolescence Risk and Taxation in Project Valuation ()
Journal of Mathematical Finance Vol.9 No.3, August 9, 2019
DOI: 10.4236/jmf.2019.93017 296 Downloads 558 Views Citations This article belongs to the Special Issue on
Application of Linear Programming in Optimizing Labour Scheduling ()
Osama Yaseen M. Al-Rawi, Taniya Mukherjee
DOI: 10.4236/jmf.2019.93016 2,092 Downloads 4,472 Views Citations This article belongs to the Special Issue on
Possibility for Short-Term Forecasting of Japanese Stocks Return by Randomly Distributed Embedding Theory ()
Seisuke Sugitomo, Keiichi Maeta
Journal of Mathematical Finance Vol.9 No.3, July 8, 2019
DOI: 10.4236/jmf.2019.93015 417 Downloads 1,153 Views Citations This article belongs to the Special Issue on
Optimal Investment and Risk Control Strategies for an Insurance Fund in Stochastic Framework ()
Patrick Kandege Mwanakatwe, Xiaoguang Wang, Yue Su
DOI: 10.4236/jmf.2019.93014 530 Downloads 957 Views Citations This article belongs to the Special Issue on
Bank Portfolio Management under Credit Market Imperfections ()
Indrajit Mallick
Journal of Mathematical Finance Vol.9 No.3, June 28, 2019
DOI: 10.4236/jmf.2019.93013 364 Downloads 711 Views Citations This article belongs to the Special Issue on
Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework ()
Tsotne Kutalia
Journal of Mathematical Finance Vol.9 No.3, June 20, 2019
DOI: 10.4236/jmf.2019.93012 354 Downloads 766 Views Citations This article belongs to the Special Issue on
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