• Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations ()
  Gerald W. Buetow, James Sochacki
  Journal of Mathematical Finance Vol.9 No.4,  October 25, 2019
  DOI: 10.4236/jmf.2019.94031  1,085 Downloads   2,984 Views   Citations
  This article belongs to the Special Issue on Actuarial Science and Finance

• Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models ()
  Anthony Ngunyi, Simon Mundia, Cyprian Omari
  Journal of Mathematical Finance Vol.9 No.4,  October 17, 2019
  DOI: 10.4236/jmf.2019.94030  1,580 Downloads   4,231 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  1,139 Downloads   2,815 Views   Citations
  This article belongs to the Special Issue on

• 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  1,705 Downloads   8,131 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  639 Downloads   1,571 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  758 Downloads   2,228 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  911 Downloads   1,910 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  895 Downloads   2,637 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  839 Downloads   1,934 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  752 Downloads   1,898 Views   Citations
  This article belongs to the Special Issue on