• CVA under Bates Model with Stochastic Default Intensity ()
  Yaqin Feng
  Journal of Mathematical Finance Vol.7 No.3,  July 31, 2017
  DOI: 10.4236/jmf.2017.73036  1,717 Downloads   3,815 Views   Citations
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• Existence of Financial Equilibria in a General Equilibrium Model with Piece-Wise Smooth Production Manifolds ()
  Pascal Stiefenhofer
  Journal of Mathematical Finance Vol.7 No.3,  July 27, 2017
  DOI: 10.4236/jmf.2017.73035  1,106 Downloads   2,337 Views   Citations
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• From Power Curves to Discriminative Power: Measuring Model Performance of LGD Models ()
  Robert Frontczak, Michael Jaeger, Bernd Schumacher
  Journal of Mathematical Finance Vol.7 No.3,  July 21, 2017
  DOI: 10.4236/jmf.2017.73034  2,112 Downloads   5,855 Views   Citations
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• Theories on the Relationship between Price Process and Stochastic Volatility Matrix with Compensated Poisson Jump Using Fourier Transforms ()
  Perpetual Saah Andam, Joseph Ackora-Prah, Sure Mataramvura
  Journal of Mathematical Finance Vol.7 No.3,  July 18, 2017
  DOI: 10.4236/jmf.2017.73033  1,225 Downloads   2,593 Views   Citations
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• The Distribution of the Time of Ruin, the Surplus Immediately before Ruin and Deficit at Ruin under Two Sided Risk Renewal Process ()
  Joseph Justin Rebello, K. K. Thampi
  Journal of Mathematical Finance Vol.7 No.3,  July 17, 2017
  DOI: 10.4236/jmf.2017.73032  1,163 Downloads   2,447 Views   Citations
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• Computation of Greeks Using Binomial Tree ()
  Yoshifumi Muroi, Shintaro Suda
  Journal of Mathematical Finance Vol.7 No.3,  July 17, 2017
  DOI: 10.4236/jmf.2017.73031  3,589 Downloads   9,943 Views   Citations
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• Nonparametric Model Calibration for Derivatives ()
  Frédéric Abergel, Rémy Tachet des Combes, Riadh Zaatour
  Journal of Mathematical Finance Vol.7 No.3,  July 13, 2017
  DOI: 10.4236/jmf.2017.73030  1,309 Downloads   2,775 Views   Citations
  This article belongs to the Special Issue on