• Beyond Closed-Form Liquidity Models: An AI-Enhanced Quantitative Approach ()
  Marcello Forcellini
  Journal of Mathematical Finance Vol.16 No.1,  February 5, 2026
  DOI: 10.4236/jmf.2026.161001  119 Downloads   590 Views   Citations
  This article belongs to the Special Issue on

• European Call and Put Option Pricing in a Three-State Regime-Switching Economy ()
  James Evans, Andrzej Korzeniowski
  Journal of Mathematical Finance Vol.15 No.4,  November 27, 2025
  DOI: 10.4236/jmf.2025.154034  135 Downloads   665 Views   Citations
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• How SIRRIPA Addresses the Irrelevance of the P/E Ratio in Sectoral Comparison and Reveals Hidden Market Rationality in Equity Valuation
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  Rainsy Sam
  Journal of Mathematical Finance Vol.15 No.4,  November 17, 2025
  DOI: 10.4236/jmf.2025.154033  99 Downloads   479 Views   Citations
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• Mean Reversion in Auction Markets ()
  Moon Hoe Lee
  Journal of Mathematical Finance Vol.15 No.4,  November 13, 2025
  DOI: 10.4236/jmf.2025.154032  92 Downloads   537 Views   Citations
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• Forecasting Portfolio Market Risk Using Multivariate GARCH-Vine Copula Approach ()
  Valentine Wanjiku Mwai, Cyprian Ondieki Omari, Simon Maina Mundia
  Journal of Mathematical Finance Vol.15 No.4,  November 7, 2025
  DOI: 10.4236/jmf.2025.154031  130 Downloads   1,686 Views   Citations
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• Dairy Business Sustainability, Market Risk Management Resilience and Stability Strategies ()
  Kheiry Hassan M. Ishag
  Journal of Mathematical Finance Vol.15 No.4,  November 5, 2025
  DOI: 10.4236/jmf.2025.154030  93 Downloads   637 Views   Citations
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• Why Earnings Surprises Move Stocks So Sharply: Insights from the Potential Payback Period (PPP) or “Dynamic P/E Ratio” ()
  Rainsy Sam
  Journal of Mathematical Finance Vol.15 No.4,  November 3, 2025
  DOI: 10.4236/jmf.2025.154029  69 Downloads   540 Views   Citations
  This article belongs to the Special Issue on