Volume 13, Number 2, May 2023 (Special Issue on Pricing Strategy and Theory)

Cover Page, Table of Contents and Others: PDF (size: 156KB)

• An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes ()
  Zhongmin Qian, Xingcheng Xu
  Journal of Mathematical Finance Vol.13 No.2,  May 31, 2023
  DOI: 10.4236/jmf.2023.132015    173 Downloads  927 Views   Citations
  This article belongs to the Special Issue on
• Perpetual American Call Option under Fractional Brownian Motion Model ()
  Atsuo Suzuki
  Journal of Mathematical Finance Vol.13 No.2,  May 31, 2023
  DOI: 10.4236/jmf.2023.132014    127 Downloads  504 Views   Citations
  This article belongs to the Special Issue on Pricing Strategy and Theory
• Optimal Water Allocation Model of Inter-Basin Water Transfer Based on Option Contracts under Uncertainty ()
  Zhichao Gao, Minghu Ha, Hong Zhang, Linqing Gao
  Journal of Mathematical Finance Vol.13 No.2,  May 30, 2023
  DOI: 10.4236/jmf.2023.132013    99 Downloads  477 Views   Citations
  This article belongs to the Special Issue on
• The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock ()
  Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe
  Journal of Mathematical Finance Vol.13 No.2,  May 25, 2023
  DOI: 10.4236/jmf.2023.132012    132 Downloads  917 Views   Citations
  This article belongs to the Special Issue on
• Ruin Probability for Risk Model with Random Premiums ()
  Andrzej Korzeniowski
  Journal of Mathematical Finance Vol.13 No.2,  May 25, 2023
  DOI: 10.4236/jmf.2023.132011    142 Downloads  562 Views   Citations
  This article belongs to the Special Issue on
• Portfolio Management Problem with Stochastic Wage Income and Inflation-Adjusted Wealth ()
  Stanley Jere, George Mukupa, Edwin Moyo
  Journal of Mathematical Finance Vol.13 No.2,  May 23, 2023
  DOI: 10.4236/jmf.2023.132010    131 Downloads  553 Views   Citations
  This article belongs to the Special Issue on
• The Impact of Investor Attention on China’s Corn Futures Price ()
  Lu Zhang, Yinpeng Zhang, Li Sun, Junwei Cheng
  Journal of Mathematical Finance Vol.13 No.2,  May 23, 2023
  DOI: 10.4236/jmf.2023.132009    123 Downloads  535 Views   Citations
  This article belongs to the Special Issue on Mathematical Methods in Finance
• The Study on the Impact of Financial Derivatives Business on the Profitability of Listed Commercial Banks in China ()
  Hamrila Binti Abdul Latif, Bo Wu, Xiaoran Li, Mahani B. T. Mohammad, Sharizal Bin Hashin
  Journal of Mathematical Finance Vol.13 No.2,  May 14, 2023
  DOI: 10.4236/jmf.2023.132008    149 Downloads  877 Views   Citations
  This article belongs to the Special Issue on