• A General Framework of Optimal Investment ()
  Liangliang Zhang
  Journal of Mathematical Finance Vol.9 No.3,  August 27, 2019
  DOI: 10.4236/jmf.2019.93028  1,315 Downloads   3,453 Views   Citations
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• Derivatives Pricing via Machine Learning ()
  Tingting Ye, Liangliang Zhang
  Journal of Mathematical Finance Vol.9 No.3,  August 27, 2019
  DOI: 10.4236/jmf.2019.93029  1,950 Downloads   8,918 Views   Citations
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• Credit Scoring with Ego-Network Data ()
  Stanley Sewe, Philip Ngare, Patrick Weke
  Journal of Mathematical Finance Vol.9 No.3,  August 22, 2019
  DOI: 10.4236/jmf.2019.93027  747 Downloads   1,965 Views   Citations
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• Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty ()
  Philip Ajibola Bankole, Olabisi O. Ugbebor
  Journal of Mathematical Finance Vol.9 No.3,  August 22, 2019
  DOI: 10.4236/jmf.2019.93026  896 Downloads   2,726 Views   Citations
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• Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models ()
  Tommaso Pellegrino
  Journal of Mathematical Finance Vol.9 No.3,  August 22, 2019
  DOI: 10.4236/jmf.2019.93025  1,079 Downloads   2,467 Views   Citations
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• Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest ()
  Ilaria Colivicchi, Riccardo Vignaroli
  Journal of Mathematical Finance Vol.9 No.3,  August 21, 2019
  DOI: 10.4236/jmf.2019.93024  1,148 Downloads   3,419 Views   Citations
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• A Valuation Model for Callable Eurobonds ()
  Vince Hooper, John Pointon
  Journal of Mathematical Finance Vol.9 No.3,  August 21, 2019
  DOI: 10.4236/jmf.2019.93023  1,003 Downloads   2,384 Views   Citations
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