• 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  1,323 Downloads   2,845 Views   Citations
  This article belongs to the Special Issue on

• Expectations, Means-Tested Subsidies, and Economic Performance during the Recession ()
  Casey B. Mulligan
  Journal of Mathematical Finance Vol.7 No.3,  July 12, 2017
  DOI: 10.4236/jmf.2017.73029  1,181 Downloads   2,440 Views   Citations
  This article belongs to the Special Issue on Research on Real Business Cycle Theory

• Financial Deepening and Bank Performance: A Case Study of Selected Commercial Banks in Nigeria ()
  S. O. Olawumi, L. A. Lateef, E. O. Oladeji
  Journal of Mathematical Finance Vol.7 No.3,  June 19, 2017
  DOI: 10.4236/jmf.2017.73028  2,655 Downloads   10,670 Views   Citations
  This article belongs to the Special Issue on

• Valuation of Derivatives on the Cost Variables of the Shipping Market ()
  Christos E. Kountzakis
  Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017
  DOI: 10.4236/jmf.2017.72027  1,382 Downloads   2,555 Views   Citations
  This article belongs to the Special Issue on

• The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets ()
  Ata Assaf
  Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017
  DOI: 10.4236/jmf.2017.72026  2,353 Downloads   6,225 Views   Citations
  This article belongs to the Special Issue on

• Jumps in High-Frequency Data on the Chinese Stock Market ()
  Ying Li, Tengfei Jiang
  Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017
  DOI: 10.4236/jmf.2017.72025  1,670 Downloads   3,834 Views   Citations
  This article belongs to the Special Issue on Density Estimation in Finance and Insurance

• A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options ()
  Zhigang Tong, Allen Liu
  Journal of Mathematical Finance Vol.7 No.2,  May 31, 2017
  DOI: 10.4236/jmf.2017.72024  1,622 Downloads   3,535 Views   Citations
  This article belongs to the Special Issue on Option Pricing