• Financial Time Series Modelling of Trends and Patterns in the Energy Markets ()
  Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki
  Journal of Mathematical Finance Vol.6 No.2,  May 23, 2016
  DOI: 10.4236/jmf.2016.62027  3,180 Downloads   5,434 Views   Citations
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• A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes ()
  Raj Jagannathan
  Journal of Mathematical Finance Vol.6 No.2,  May 19, 2016
  DOI: 10.4236/jmf.2016.62026  3,213 Downloads   5,184 Views   Citations
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• Production in General Equilibrium with Incomplete Financial Markets ()
  Pascal Stiefenhofer
  Journal of Mathematical Finance Vol.6 No.2,  May 13, 2016
  DOI: 10.4236/jmf.2016.62025  2,844 Downloads   4,428 Views   Citations
  This article belongs to the Special Issue on

• Poverty, Climate Change and Weather-Indexed Bonds ()
  Joseph Atta-Mensah
  Journal of Mathematical Finance Vol.6 No.2,  May 13, 2016
  DOI: 10.4236/jmf.2016.62024  2,717 Downloads   4,480 Views   Citations
  This article belongs to the Special Issue on

• Measure of Investment Optimal Strategy ()
  J. T. Eghwerido, E. Ekuma-Okereke, E. Ekuma-Okereke, E. Efe-Eyefia, Edwin Iguodala, T. O. Obilade
  Journal of Mathematical Finance Vol.6 No.2,  May 12, 2016
  DOI: 10.4236/jmf.2016.62023  2,873 Downloads   4,292 Views   Citations
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• Markov-Dependent Risk Model with Multi-Layer Dividend Strategy and Investment Interest under Absolute Ruin ()
  Bangling Li, Shixia Ma
  Journal of Mathematical Finance Vol.6 No.2,  March 9, 2016
  DOI: 10.4236/jmf.2016.62022  2,808 Downloads   3,959 Views   Citations
  This article belongs to the Special Issue on

• Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment ()
  Wenjing Gu, Yinglin Liu, Ruili Hao
  Journal of Mathematical Finance Vol.6 No.2,  March 9, 2016
  DOI: 10.4236/jmf.2016.62021  3,054 Downloads   4,433 Views   Citations
  This article belongs to the Special Issue on