• Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk ()
  Obonye Doctor
  Journal of Mathematical Finance Vol.11 No.2,  March 2, 2021
  DOI: 10.4236/jmf.2021.112008  833 Downloads   1,841 Views   Citations
  This article belongs to the Special Issue on

• Put Options with Linear Investment for Hull-White Interest Rates ()
  Andrzej Korzeniowski, Niloofar Ghorbani
  Journal of Mathematical Finance Vol.11 No.1,  February 26, 2021
  DOI: 10.4236/jmf.2021.111007  1,013 Downloads   2,631 Views   Citations
  This article belongs to the Special Issue on

• Transition of the Feldstein-Horioka Puzzle ()
  Isamu Ginama, Kazuhiko Hayakawa, Takahiro Kanmei
  Journal of Mathematical Finance Vol.11 No.1,  February 26, 2021
  DOI: 10.4236/jmf.2021.111006  689 Downloads   2,298 Views   Citations
  This article belongs to the Special Issue on

• Analysis of Stock-Shareholder Associated Network Based on Complex Network ()
  Haopeng Tong, Zhen Jia, Min Zhang, Jinzhi Qi
  Journal of Mathematical Finance Vol.11 No.1,  February 26, 2021
  DOI: 10.4236/jmf.2021.111005  665 Downloads   2,028 Views   Citations
  This article belongs to the Special Issue on

• Modeling Botswana Beef-Cattle Price Dynamics ()
  Paul Kundai Ziwakaya, Edward M. Lungu
  Journal of Mathematical Finance Vol.11 No.1,  February 24, 2021
  DOI: 10.4236/jmf.2021.111004  711 Downloads   2,427 Views   Citations
  This article belongs to the Special Issue on

• Decision and Coordination in the Dual-Channel Supply Chain Considering the Risk-Averse and Customer Returns ()
  Aifeng Zhang, Jianbiao Ren, Zhenzhong Guan, Usman Farooq
  Journal of Mathematical Finance Vol.11 No.1,  February 19, 2021
  DOI: 10.4236/jmf.2021.111003  812 Downloads   2,093 Views   Citations
  This article belongs to the Special Issue on

• Influence Functions for Risk and Performance Estimators ()
  Shengyu Zhang, R. Douglas Martin, Anthony A. Christidis
  Journal of Mathematical Finance Vol.11 No.1,  February 4, 2021
  DOI: 10.4236/jmf.2021.111002  988 Downloads   3,557 Views   Citations
  This article belongs to the Special Issue on Portfolio Theory and Risk Management