• Pricing Zero-Coupon CAT Bonds Using the Enlargement of Filtration Theory: A General Framework ()
  Zied Chaieb, Djibril Gueye
  Journal of Mathematical Finance Vol.12 No.3,  August 25, 2022
  DOI: 10.4236/jmf.2022.123031  345 Downloads   1,401 Views   Citations
  This article belongs to the Special Issue on

• The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market ()
  Jiang Ye, Yiwei Wang, Muhammad Wajid Raza
  Journal of Mathematical Finance Vol.12 No.3,  August 25, 2022
  DOI: 10.4236/jmf.2022.123030  400 Downloads   1,884 Views   Citations
  This article belongs to the Special Issue on

• Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution ()
  Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai
  Journal of Mathematical Finance Vol.12 No.3,  August 25, 2022
  DOI: 10.4236/jmf.2022.123029  396 Downloads   1,702 Views   Citations
  This article belongs to the Special Issue on

• How Would Leveraged Exchange-Traded Funds Perform in Chinese A-Share Market? ()
  Yizhao Huang, Ying Yuan, Hongfei Tang
  Journal of Mathematical Finance Vol.12 No.3,  August 15, 2022
  DOI: 10.4236/jmf.2022.123027  354 Downloads   1,721 Views   Citations
  This article belongs to the Special Issue on Option Pricing

• Online Portfolio Selection Based on Adaptive Kalman Filter through Fuzzy Approach ()
  Taksaporn Sirirut, Dawud Thongtha
  Journal of Mathematical Finance Vol.12 No.3,  August 8, 2022
  DOI: 10.4236/jmf.2022.123026  342 Downloads   1,789 Views   Citations
  This article belongs to the Special Issue on

• Application of Continous Time Model in Prediction of Loss Reserves in Credit Insurance for Asset-Based Lending Companies ()
  Etyang Isaac, Joshua Were
  Journal of Mathematical Finance Vol.12 No.3,  August 3, 2022
  DOI: 10.4236/jmf.2022.123025  319 Downloads   1,258 Views   Citations
  This article belongs to the Special Issue on

• Swaption Pricing under Libor Market Model Using Monte-Carlo Method with Simulated Annealing Optimization ()
  Kennedy Munene Ondieki
  Journal of Mathematical Finance Vol.12 No.2,  May 31, 2022
  DOI: 10.4236/jmf.2022.122024  426 Downloads   2,142 Views   Citations
  This article belongs to the Special Issue on