Foreign Exchange; Risk; Optimal Hedging; Closed Form - Articles

Partial Hedging Using Malliavin Calculus (Articles)

Lan Ma Nygren, Peter Lakner

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23023 4,390 Downloads 8,208 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,225 Downloads 9,548 Views Citations
Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach (Articles)

Albina Orlando, Gary Parker

Journal of Mathematical Finance Vol.8 No.2, May 9, 2018

DOI: 10.4236/jmf.2018.82023 960 Downloads 2,481 Views Citations
Analyzing the Effect of the COVID-19 on the Global Economy: A Case Study of Its Influence on Africa’s FDI and Foreign Exchange Inflows (Articles)

Isaac Adjei Tetteh, Jin Gao

Open Journal of Business and Management Vol.8 No.6, November 4, 2020

DOI: 10.4236/ojbm.2020.86147 992 Downloads 2,784 Views Citations
Genetic Algorithm for Arbitrage with More than Three Currencies (Articles)

Adrián Fernández-Pérez, Fernando Fernández-Rodríguez, Simón Sosvilla-Rivero

Technology and Investment Vol.3 No.3, August 31, 2012

DOI: 10.4236/ti.2012.33025 8,373 Downloads 11,692 Views Citations
The Domestic Tax Code, Foreign Exchange Dynamics and Flow of Funds across Countries (Articles)

Elli Kraizberg

Theoretical Economics Letters Vol.9 No.5, June 25, 2019

DOI: 10.4236/tel.2019.95100 784 Downloads 1,710 Views Citations
This article belongs to the Special Issue on Research on Tax
An Analysis of the Information Content of Foreign Exchange Rate Movements (Articles)

John F. Pinfold

Journal of Mathematical Finance Vol.12 No.1, February 24, 2022

DOI: 10.4236/jmf.2022.121016 372 Downloads 1,837 Views Citations
Effect of Initial Size and Shape Importance on Masse Transfer during Convective Drying (Articles)

Kondia Honoré Ouoba, François Zougmore, Hélène Desmorieux

Food and Nutrition Sciences Vol.9 No.12, December 29, 2018

DOI: 10.4236/fns.2018.912109 905 Downloads 2,165 Views Citations
This article belongs to the Special Issue on Clinical Nutrition
Variational Form of Classical Portfolio Strategy and Expected Wealth for a Defined Contributory (Articles)

Charles I. Nkeki, Chukwuma R. Nwozo

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21015 4,515 Downloads 8,467 Views Citations
Solution of Stochastic Non-Homogeneous Linear First-Order Difference Equations (Articles)

Seifedine Kadry, Abdelkhalak El Hami

Journal of Mathematical Finance Vol.4 No.4, August 18, 2014

DOI: 10.4236/jmf.2014.44021 3,500 Downloads 4,919 Views Citations
A Short Vector Solution of the Foucault Pendulum Problem (Articles)

I. A. Ciureanu, D. Condurache

World Journal of Mechanics Vol.5 No.2, February 27, 2015

DOI: 10.4236/wjm.2015.52002 4,280 Downloads 5,756 Views Citations
Reduced Vector Helmholtz Wave Equation Analysis on the Wave-Number Side (Articles)

Randy Ott

Journal of Electromagnetic Analysis and Applications Vol.11 No.9, September 29, 2019

DOI: 10.4236/jemaa.2019.119011 730 Downloads 1,786 Views Citations
A Closed-Form Pricing Formula for European Options under a New Nonlinear Double Heston Model with Regime-Switching (Articles)

Zhen Yuan, Haomin Zhang, Songyu Hong

American Journal of Industrial and Business Management Vol.16 No.4, April 24, 2026

DOI: 10.4236/ajibm.2026.164023 25 Downloads 203 Views Citations
Foreign Exchange Reserves Demand Model Based on Chinese Government Utility Maximization and Analysis of Chinese Foreign Exchange Reserves (Articles)

Shihong Zeng

Modern Economy Vol.2 No.3, July 28, 2011

DOI: 10.4236/me.2011.23039 7,220 Downloads 13,045 Views Citations
Alternative Binders for Increased Sustainable Construction in Ghana—A Guide for Building Professionals (Articles)

Mark Bediako, Augustine Osei Frimpong

Materials Sciences and Applications Vol.4 No.12A, December 27, 2013

DOI: 10.4236/msa.2013.412A004 6,392 Downloads 9,240 Views Citations
This article belongs to the Special Issue on Research on Cement
Foreign Exchange Derivative Pricing with Stochastic Correlation (Articles)

Topilista Nabirye, Philip Ngare, Joseph Mungatu

Journal of Mathematical Finance Vol.6 No.5, November 23, 2016

DOI: 10.4236/jmf.2016.65059 1,842 Downloads 3,698 Views Citations
Market Risks Management and Performance of Deposit Money Banks in Nigeria: The Challenges of 4^th Industrial Revolution (Articles)

Hope Ifeoma Orjinta, Enaibre Felix Ighosewe

Modern Economy Vol.13 No.11, November 30, 2022

DOI: 10.4236/me.2022.1311081 387 Downloads 1,933 Views Citations
An Empirical Examination of the Impact of Exchange Rate Fluctuation on Economic Growth in Sierra Leone (Articles)

Philip Sulaiman Koroma, Abubakarr Jalloh, Andrew Squire

Journal of Mathematical Finance Vol.13 No.1, February 7, 2023

DOI: 10.4236/jmf.2023.131002 536 Downloads 3,908 Views Citations
Asymmetric Effect of Exchange Rate Volatility on Foreign Direct Investment, Inflation and Balance of Trade in Nigeria (Articles)

Onyewuchi Amaechi Ben-Obi, Oyinlola Olaniyi, David O. K. Okoroafor, Ben Obi

American Journal of Industrial and Business Management Vol.15 No.5, May 26, 2025

DOI: 10.4236/ajibm.2025.155033 166 Downloads 928 Views Citations
A Liability Tracking Approach to Long Term Management of Pension Funds (Articles)

Masashi Ieda, Takashi Yamashita, Yumiharu Nakano

Journal of Mathematical Finance Vol.3 No.3, August 22, 2013

DOI: 10.4236/jmf.2013.33040 4,758 Downloads 7,513 Views Citations

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