• Valuation of Game Swaptions under the Generalized Ho-Lee Model ()
  Aki Ebina, Natsumi Ochiai, Masamitsu Ohnishi
  Journal of Mathematical Finance Vol.6 No.5,  November 30, 2016
  DOI: 10.4236/jmf.2016.65065  2,058 Downloads   3,658 Views   Citations
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• Valuating New Product Development Project with a Stochastic Volatility Model ()
  Chengru Hu, Chulhee Jun, Maggie Foley
  Journal of Mathematical Finance Vol.6 No.5,  November 30, 2016
  DOI: 10.4236/jmf.2016.65064  1,848 Downloads   4,383 Views   Citations
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• A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options ()
  Tommaso Pellegrino
  Journal of Mathematical Finance Vol.6 No.5,  November 30, 2016
  DOI: 10.4236/jmf.2016.65063  3,249 Downloads   7,497 Views   Citations
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• On the Location of a Free Boundary for American Options ()
  Ronald Katende, Diaraf Seck, Philip Ngare
  Journal of Mathematical Finance Vol.6 No.5,  November 24, 2016
  DOI: 10.4236/jmf.2016.65062  2,156 Downloads   5,072 Views   Citations
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• The Impact of Interest Rate Marketization on China’s Commercial Banks and Its Tactics ()
  Xinrong Cui
  Journal of Mathematical Finance Vol.6 No.5,  November 24, 2016
  DOI: 10.4236/jmf.2016.65061  3,041 Downloads   7,035 Views   Citations
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• Predicting Risk/Return Performance Using Upper Partial Moment/Lower Partial Moment Metrics ()
  Fred Viole, David Nawrocki
  Journal of Mathematical Finance Vol.6 No.5,  November 24, 2016
  DOI: 10.4236/jmf.2016.65060  2,804 Downloads   6,502 Views   Citations
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• Foreign Exchange Derivative Pricing with Stochastic Correlation ()
  Topilista Nabirye, Philip Ngare, Joseph Mungatu
  Journal of Mathematical Finance Vol.6 No.5,  November 23, 2016
  DOI: 10.4236/jmf.2016.65059  1,885 Downloads   3,841 Views   Citations
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