Volume 9, Number 3, August 2019 (Special Issue on Financial Econometrics)

Cover Page, Table of Contents and Others: PDF (size: 8671KB)

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
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A General Framework of Optimal Investment ()

Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3,  August 27, 2019

DOI: 10.4236/jmf.2019.93028  658 Downloads  1,323 Views   Citations
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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
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Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty ()

Philip Ajibola Bankole, Olabisi O. Ugbebor

Journal of Mathematical Finance Vol.9 No.3,  August 22, 2019

DOI: 10.4236/jmf.2019.93026  345 Downloads  657 Views   Citations
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Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models ()

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3,  August 22, 2019

DOI: 10.4236/jmf.2019.93025  369 Downloads  805 Views   Citations
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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
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A Valuation Model for Callable Eurobonds ()

Vince Hooper, John Pointon

Journal of Mathematical Finance Vol.9 No.3,  August 21, 2019

DOI: 10.4236/jmf.2019.93023  408 Downloads  675 Views   Citations
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A Valuation Model for the Variable Rate Demand Obligation ()

Vince Hooper, John Pointon

Journal of Mathematical Finance Vol.9 No.3,  August 21, 2019

DOI: 10.4236/jmf.2019.93022  319 Downloads  523 Views   Citations
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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
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Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting ()

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3,  August 20, 2019

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
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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
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Modelling Obsolescence Risk and Taxation in Project Valuation ()

Vince Hooper, John Pointon

Journal of Mathematical Finance Vol.9 No.3,  August 9, 2019

DOI: 10.4236/jmf.2019.93017  296 Downloads  558 Views   Citations
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Application of Linear Programming in Optimizing Labour Scheduling ()

Osama Yaseen M. Al-Rawi, Taniya Mukherjee

Journal of Mathematical Finance Vol.9 No.3,  August 9, 2019

DOI: 10.4236/jmf.2019.93016  2,092 Downloads  4,472 Views   Citations
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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
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Optimal Investment and Risk Control Strategies for an Insurance Fund in Stochastic Framework ()

Patrick Kandege Mwanakatwe, Xiaoguang Wang, Yue Su

Journal of Mathematical Finance Vol.9 No.3,  July 8, 2019

DOI: 10.4236/jmf.2019.93014  530 Downloads  957 Views   Citations
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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
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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