• Jensen Inequality of Bivariate Function in the G-Expectation Framework ()
  Liyang Feng
  Journal of Mathematical Finance Vol.10 No.1,  December 20, 2019
  DOI: 10.4236/jmf.2020.101004  805 Downloads   2,033 Views   Citations
  This article belongs to the Special Issue on

• Application of G-Brown Motion in the Stock Price ()
  Chuankang Chai
  Journal of Mathematical Finance Vol.10 No.1,  December 20, 2019
  DOI: 10.4236/jmf.2020.101003  921 Downloads   2,320 Views   Citations
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• Optimal Portfolio Management When Stocks Are Driven by Mean Reverting Processes ()
  Lusungu Julius Mbigili, Sure Mataramvura, Wilson M. Charles
  Journal of Mathematical Finance Vol.10 No.1,  December 13, 2019
  DOI: 10.4236/jmf.2020.101002  1,020 Downloads   2,513 Views   Citations
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• A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps ()
  Liangliang Zhang
  Journal of Mathematical Finance Vol.10 No.1,  December 13, 2019
  DOI: 10.4236/jmf.2020.101001  886 Downloads   2,187 Views   Citations
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• The British Binary Option ()
  Min Gao
  Journal of Mathematical Finance Vol.9 No.4,  November 14, 2019
  DOI: 10.4236/jmf.2019.94038  1,007 Downloads   2,588 Views   Citations
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• Price Dynamics under the Information-Based Dealer Model ()
  Kenta Fukuda, Kaichi Kondo, Hideyuki Takada
  Journal of Mathematical Finance Vol.9 No.4,  November 14, 2019
  DOI: 10.4236/jmf.2019.94037  634 Downloads   1,632 Views   Citations
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• Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model ()
  Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu
  Journal of Mathematical Finance Vol.9 No.4,  October 30, 2019
  DOI: 10.4236/jmf.2019.94036  1,134 Downloads   2,677 Views   Citations
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