• Modelling Dependence of Cryptocurrencies Using Copula Garch ()
  Eric M. Kimani, Anthony Ngunyi, Joseph K. Mungatu
  Journal of Mathematical Finance Vol.13 No.3,  August 24, 2023
  DOI: 10.4236/jmf.2023.133020  353 Downloads   1,449 Views   Citations
  This article belongs to the Special Issue on

• Stop-Loss Reinsurance Threshold for Dependent Risks ()
  Agnella Nemuo Mandia, Patrick Guge Oloo Weke, Joseph Kyalo Mung’atu
  Journal of Mathematical Finance Vol.13 No.3,  August 11, 2023
  DOI: 10.4236/jmf.2023.133019  311 Downloads   1,355 Views   Citations
  This article belongs to the Special Issue on

• Dynamic Reinsurance Strategy ()
  Miwaka Yamashita
  Journal of Mathematical Finance Vol.13 No.3,  August 9, 2023
  DOI: 10.4236/jmf.2023.133018  332 Downloads   1,311 Views   Citations
  This article belongs to the Special Issue on Mathematical Finance and Applications

• Estimating the Gerber-Shiu Function by Fourier Cosine Series Expansion in the Wiener-Poisson Risk Model ()
  Marcelin Romeo Noumegni Kenmoe, Jane Akinyi Aduda, Mbele Bidima Martin Le Doux
  Journal of Mathematical Finance Vol.13 No.3,  July 31, 2023
  DOI: 10.4236/jmf.2023.133017  283 Downloads   1,104 Views   Citations
  This article belongs to the Special Issue on

• Japanese Private Real Estate Models and Portfolio Selection ()
  Koichi Miyazaki, Kazuhiro Shimada
  Journal of Mathematical Finance Vol.13 No.3,  July 5, 2023
  DOI: 10.4236/jmf.2023.133016  386 Downloads   1,272 Views   Citations
  This article belongs to the Special Issue on Financial Engineering Research

• 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  420 Downloads   1,841 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  295 Downloads   1,141 Views   Citations
  This article belongs to the Special Issue on Pricing Strategy and Theory