• Efficient Density Estimation and Value at Risk Using Fejér-Type Kernel Functions ()
  Olga Kosta, Natalia Stepanova
  Journal of Mathematical Finance Vol.5 No.5,  November 30, 2015
  DOI: 10.4236/jmf.2015.55040  5,324 Downloads   7,438 Views   Citations
  This article belongs to the Special Issue on

• 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  5,315 Downloads   7,645 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  5,467 Downloads   6,770 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  5,027 Downloads   7,467 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  4,356 Downloads   5,862 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  4,910 Downloads   6,639 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  5,447 Downloads   7,303 Views   Citations
  This article belongs to the Special Issue on