• The Long Memory of the Jump Intensity of the Price Process ()
  Yizhuang Tian, Dongyang Shi, Handong Li
  Journal of Mathematical Finance Vol.11 No.2,  April 1, 2021
  DOI: 10.4236/jmf.2021.112009  586 Downloads   1,705 Views   Citations
  This article belongs to the Special Issue on

• 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  839 Downloads   1,874 Views   Citations
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• 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  1,019 Downloads   2,672 Views   Citations
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• 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  695 Downloads   2,360 Views   Citations
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• 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  678 Downloads   2,109 Views   Citations
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• 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  736 Downloads   2,510 Views   Citations
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• 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  823 Downloads   2,178 Views   Citations
  This article belongs to the Special Issue on