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

Cover Page, Table of Contents and Others: PDF (size: 122KB)

• 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    1,578 Downloads  7,585 Views   Citations
  This article belongs to the Special Issue on
• 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    1,081 Downloads  2,626 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    581 Downloads  1,422 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
  Journal of Mathematical Finance Vol.9 No.3,  August 22, 2019
  DOI: 10.4236/jmf.2019.93026    702 Downloads  2,012 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
  Journal of Mathematical Finance Vol.9 No.3,  August 22, 2019
  DOI: 10.4236/jmf.2019.93025    848 Downloads  1,711 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    831 Downloads  2,369 Views   Citations
  This article belongs to the Special Issue on
• 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    790 Downloads  1,760 Views   Citations
  This article belongs to the Special Issue on
• 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    704 Downloads  1,768 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    851 Downloads  2,041 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
  Journal of Mathematical Finance Vol.9 No.3,  August 20, 2019
  DOI: 10.4236/jmf.2019.93020    830 Downloads  2,058 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    739 Downloads  2,255 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    2,969 Downloads  9,588 Views   Citations
  This article belongs to the Special Issue on
• 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    592 Downloads  1,543 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
  Journal of Mathematical Finance Vol.9 No.3,  August 9, 2019
  DOI: 10.4236/jmf.2019.93016    4,929 Downloads  18,081 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    668 Downloads  1,901 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
  Journal of Mathematical Finance Vol.9 No.3,  July 8, 2019
  DOI: 10.4236/jmf.2019.93014    826 Downloads  2,076 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    812 Downloads  2,071 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    672 Downloads  1,541 Views   Citations
  This article belongs to the Special Issue on