• Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation ()
  Matthew Ginley, David W. Scott, Katherine E. Ensor
  Journal of Mathematical Finance Vol.5 No.5,  November 30, 2015
  DOI: 10.4236/jmf.2015.55039  5,284 Downloads   7,549 Views   Citations
  This article belongs to the Special Issue on

• State Price Density Estimation and Nonparametric Pricing of Basket Options ()
  Yuming Kuang, Tze Leung Lai
  Journal of Mathematical Finance Vol.5 No.5,  November 30, 2015
  DOI: 10.4236/jmf.2015.55038  5,458 Downloads   6,726 Views   Citations
  This article belongs to the Special Issue on Density Estimation in Finance

• Forecasting Density Function: Application in Finance ()
  Rituparna Sen, Changie Ma
  Journal of Mathematical Finance Vol.5 No.5,  November 26, 2015
  DOI: 10.4236/jmf.2015.55037  5,015 Downloads   7,399 Views   Citations
  This article belongs to the Special Issue on Density Estimation in Finance

• New Approach to Density Estimation and Application to Value-at-Risk ()
  Kian-Guan Lim, Hao Cheng, Nelson K. L. Yap
  Journal of Mathematical Finance Vol.5 No.5,  November 26, 2015
  DOI: 10.4236/jmf.2015.55036  4,338 Downloads   5,796 Views   Citations
  This article belongs to the Special Issue on

• Valuation of Game Option Bonds under the Generalized Ho-Lee Model: A Stochastic Game Approach ()
  Natsumi Ochiai, Masamitsu Ohnishi
  Journal of Mathematical Finance Vol.5 No.4,  November 25, 2015
  DOI: 10.4236/jmf.2015.54035  4,900 Downloads   6,583 Views   Citations
  This article belongs to the Special Issue on

• Stock Price Information Content, Idiosyncratic Volatility and Expected Return ()
  Meimei Liang
  Journal of Mathematical Finance Vol.5 No.4,  November 25, 2015
  DOI: 10.4236/jmf.2015.54034  5,432 Downloads   7,215 Views   Citations
  This article belongs to the Special Issue on

• Predictive Analytics on CSI 300 Index Based on ARIMA and RBF-ANN Combined Model ()
  Lyuxun Yang, Xi Cheng
  Journal of Mathematical Finance Vol.5 No.4,  November 25, 2015
  DOI: 10.4236/jmf.2015.54033  4,326 Downloads   5,653 Views   Citations
  This article belongs to the Special Issue on