• On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry ()
  Mauricio Contreras, Alejandro Llanquihuén, Marcelo Villena
  Journal of Mathematical Finance Vol.6 No.4,  October 14, 2016
  DOI: 10.4236/jmf.2016.64043  2,381 Downloads   6,412 Views   Citations
  This article belongs to the Special Issue on

• Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods ()
  Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena
  Journal of Mathematical Finance Vol.6 No.4,  October 12, 2016
  DOI: 10.4236/jmf.2016.64042  1,704 Downloads   3,222 Views   Citations
  This article belongs to the Special Issue on

• Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria ()
  Amenawo I. Offiong, Hodo B. Riman, Eyoanwan E. Eyo
  Journal of Mathematical Finance Vol.6 No.4,  October 11, 2016
  DOI: 10.4236/jmf.2016.64041  11,084 Downloads   25,177 Views   Citations
  This article belongs to the Special Issue on

• Gerber Shiu Function of Markov Modulated Delayed By-Claim Type Risk Model with Random Incomes ()
  G. Shija, M. J. Jacob
  Journal of Mathematical Finance Vol.6 No.4,  September 30, 2016
  DOI: 10.4236/jmf.2016.64039  1,780 Downloads   3,142 Views   Citations
  This article belongs to the Special Issue on

• On-Line Portfolio Selection for a Currency Exchange Market ()
  Panpan Ren, Jianglun Wu
  Journal of Mathematical Finance Vol.6 No.4,  September 26, 2016
  DOI: 10.4236/jmf.2016.64038  1,950 Downloads   4,376 Views   Citations
  This article belongs to the Special Issue on

• Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm ()
  Shunquan Zhu
  Journal of Mathematical Finance Vol.6 No.4,  September 16, 2016
  DOI: 10.4236/jmf.2016.64037  3,079 Downloads   5,277 Views   Citations
  This article belongs to the Special Issue on

• About Stochastic Calculus in Presence of Jumps at Predictable Stopping Times ()
  Leonid Galtchouk
  Journal of Mathematical Finance Vol.6 No.3,  August 31, 2016
  DOI: 10.4236/jmf.2016.63035  2,369 Downloads   3,780 Views   Citations
  This article belongs to the Special Issue on Martingales and Stochastic Integrals