• Inferring Volatility from the Yield Curve ()
  Vincent Brousseau, Alain Durré
  Journal of Mathematical Finance Vol.5 No.3,  August 28, 2015
  DOI: 10.4236/jmf.2015.53026  6,064 Downloads   7,670 Views   Citations
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• Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale ()
  E. R. Offen, E. M. Lungu
  Journal of Mathematical Finance Vol.5 No.3,  July 30, 2015
  DOI: 10.4236/jmf.2015.53025  6,664 Downloads   9,152 Views   Citations
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• Credit Derivative Valuation and Parameter Estimation for Multi-Factor Affine CIR-Type Hazard Rate Model ()
  Alma P. Bimbabou Maboulou, Hopolang P. Mashele
  Journal of Mathematical Finance Vol.5 No.3,  July 16, 2015
  DOI: 10.4236/jmf.2015.53024  4,374 Downloads   6,055 Views   Citations
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• Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields ()
  Sunday Emmanuel Fadugba, Chuma Raphael Nwozo
  Journal of Mathematical Finance Vol.5 No.3,  July 10, 2015
  DOI: 10.4236/jmf.2015.53023  3,733 Downloads   5,317 Views   Citations
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• The Pricing of Credit Derivatives and Estimation of Default Probability ()
  Hanghang Zhou, Dianli Zhao
  Journal of Mathematical Finance Vol.5 No.3,  July 7, 2015
  DOI: 10.4236/jmf.2015.53022  3,492 Downloads   5,327 Views   Citations
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• Approximation for Convenience Yield with Mean-Reverting Commodity Price ()
  Qiang Zhao, Guiding Gu
  Journal of Mathematical Finance Vol.5 No.3,  June 27, 2015
  DOI: 10.4236/jmf.2015.53021  4,345 Downloads   6,179 Views   Citations
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• On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model ()
  Kazuhiro Takino
  Journal of Mathematical Finance Vol.5 No.2,  May 27, 2015
  DOI: 10.4236/jmf.2015.52020  3,641 Downloads   4,996 Views   Citations
  This article belongs to the Special Issue on