• Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model ()
  Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi
  Journal of Mathematical Finance Vol.8 No.2,  May 31, 2018
  DOI: 10.4236/jmf.2018.82029  1,443 Downloads   3,570 Views   Citations
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• Factors Affecting Successful Equity Crowdfunding ()
  Ying Li, Hongduo Cao, Tengjuan Zhao
  Journal of Mathematical Finance Vol.8 No.2,  May 29, 2018
  DOI: 10.4236/jmf.2018.82028  2,935 Downloads   7,578 Views   Citations
  This article belongs to the Special Issue on

• Limit Theory of Model Order Change-Point Estimator for GARCH Models ()
  Irene W. Irungu, Peter N. Mwita, Antony G. Waititu
  Journal of Mathematical Finance Vol.8 No.2,  May 28, 2018
  DOI: 10.4236/jmf.2018.82027  930 Downloads   2,136 Views   Citations
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• Optimization of Cash Management Fluctuation through Stochastic Processes ()
  Youssef M. Dib, Najat Kmeid, Hanna Greige, Youssef N. Raffoul
  Journal of Mathematical Finance Vol.8 No.2,  May 28, 2018
  DOI: 10.4236/jmf.2018.82026  1,192 Downloads   3,517 Views   Citations
  This article belongs to the Special Issue on

• A Study on Numerical Solution of Black-Scholes Model ()
  Md. Nurul Anwar, Laek Sazzad Andallah
  Journal of Mathematical Finance Vol.8 No.2,  May 17, 2018
  DOI: 10.4236/jmf.2018.82024  2,368 Downloads   11,914 Views   Citations
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• Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach ()
  Albina Orlando, Gary Parker
  Journal of Mathematical Finance Vol.8 No.2,  May 9, 2018
  DOI: 10.4236/jmf.2018.82023  1,023 Downloads   2,605 Views   Citations
  This article belongs to the Special Issue on

• Risk-Neutral Pricing of European Call Options: A Specious Concept ()
  Daniel T. Cassidy
  Journal of Mathematical Finance Vol.8 No.2,  May 9, 2018
  DOI: 10.4236/jmf.2018.82022  1,167 Downloads   4,921 Views   Citations
  This article belongs to the Special Issue on