• Commercial Bank Ownership Structure and Risk Preference ()
  Haoxuan Zhong
  Journal of Mathematical Finance Vol.7 No.2,  May 27, 2017
  DOI: 10.4236/jmf.2017.72023  2,290 Downloads   5,846 Views   Citations
  This article belongs to the Special Issue on

• Return Predictability and Strategic Trading under Symmetric Information ()
  Ming Guo, Hui Ou-Yang
  Journal of Mathematical Finance Vol.7 No.2,  May 23, 2017
  DOI: 10.4236/jmf.2017.72022  1,647 Downloads   3,126 Views   Citations
  This article belongs to the Special Issue on

• Foreign Direct Investment and Industrial Sector Performance: Assessing the Long-Run Implication on Economic Growth in Nigeria ()
  Emmanuel S. Akpan, Gamaliel O. Eweke
  Journal of Mathematical Finance Vol.7 No.2,  May 23, 2017
  DOI: 10.4236/jmf.2017.72021  3,126 Downloads   11,980 Views   Citations
  This article belongs to the Special Issue on

• An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange ()
  Chaido Dritsaki
  Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017
  DOI: 10.4236/jmf.2017.72020  3,857 Downloads   10,198 Views   Citations
  This article belongs to the Special Issue on

• Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility ()
  Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas
  Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017
  DOI: 10.4236/jmf.2017.72019  3,172 Downloads   6,955 Views   Citations
  This article belongs to the Special Issue on

• Optimal Investment Strategy under Stochastic Interest Rates ()
  Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye
  Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017
  DOI: 10.4236/jmf.2017.72017  1,891 Downloads   3,556 Views   Citations
  This article belongs to the Special Issue on

• Application of Fast N-Body Algorithm to Option Pricing under CGMY Model ()
  Takayuki Sakuma
  Journal of Mathematical Finance Vol.7 No.2,  May 19, 2017
  DOI: 10.4236/jmf.2017.72016  1,723 Downloads   3,314 Views   Citations
  This article belongs to the Special Issue on Option Pricing