• Using Nested Logit Model in the Study of Proxy Contest ()
  Maggie Foley, Chengru Hu, Fabrizioi Rossi, Richard Cebula
  Journal of Mathematical Finance Vol.9 No.2,  May 27, 2019
  DOI: 10.4236/jmf.2019.92011  736 Downloads   1,986 Views   Citations
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• Agricultural Risk Pricing in Senegal ()
  Allé Nar Diop
  Journal of Mathematical Finance Vol.9 No.2,  May 15, 2019
  DOI: 10.4236/jmf.2019.92010  1,181 Downloads   2,293 Views   Citations
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• An Empirical Analysis of the Total Retail Sales of Consumer Goods by Using Time Series Model ()
  Shichang Shen, Xiaoyi Dong
  Journal of Mathematical Finance Vol.9 No.2,  May 10, 2019
  DOI: 10.4236/jmf.2019.92009  1,003 Downloads   2,406 Views   Citations
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• Multi-Period Mean-Variance Portfolio Selection with State-Dependent Exit Probability and Bankruptcy State ()
  Yang Wang, Yonghong Wu, Xinguang Zhang
  Journal of Mathematical Finance Vol.9 No.2,  May 10, 2019
  DOI: 10.4236/jmf.2019.92008  784 Downloads   1,766 Views   Citations
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• Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics ()
  Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar
  Journal of Mathematical Finance Vol.9 No.2,  April 8, 2019
  DOI: 10.4236/jmf.2019.92007  897 Downloads   2,204 Views   Citations
  This article belongs to the Special Issue on

• Uncovering the Distribution of Option Implied Risk Aversion ()
  Maria Kyriacou, Jose Olmo, Marius Strittmatter
  Journal of Mathematical Finance Vol.9 No.2,  March 14, 2019
  DOI: 10.4236/jmf.2019.92006  1,096 Downloads   2,435 Views   Citations
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• Study on the Systemic Risk of China’s Stock Markets under Risk-Neutral Conditions ()
  Shibo Dai, Handong Li
  Journal of Mathematical Finance Vol.9 No.1,  February 27, 2019
  DOI: 10.4236/jmf.2019.91005  880 Downloads   1,819 Views   Citations
  This article belongs to the Special Issue on

• The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps ()
  Kevin Z. Tong, Dongping Hou, Jianhua Guan
  Journal of Mathematical Finance Vol.9 No.1,  January 29, 2019
  DOI: 10.4236/jmf.2019.91003  990 Downloads   2,144 Views   Citations
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• Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures ()
  Yuxia Huang, Chuancun Yin
  Journal of Mathematical Finance Vol.9 No.1,  January 17, 2019
  DOI: 10.4236/jmf.2019.91002  1,088 Downloads   2,074 Views   Citations
  This article belongs to the Special Issue on

• Bayesian Item Response Analysis of Method-of-Payment Habits in Banking Surveys ()
  Saman Muthukumarana, Kyle Vincent, Jenna G. Tichon
  Journal of Mathematical Finance Vol.9 No.1,  December 28, 2018
  DOI: 10.4236/jmf.2019.91001  926 Downloads   1,796 Views   Citations
  This article belongs to the Special Issue on