• 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  6,653 Downloads   9,088 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  4,364 Downloads   5,993 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  3,721 Downloads   5,265 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  3,478 Downloads   5,264 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  4,335 Downloads   6,064 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  3,630 Downloads   4,923 Views   Citations
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• Smart Beta Portfolio Optimization ()
  Saud AlMahdi
  Journal of Mathematical Finance Vol.5 No.2,  May 26, 2015
  DOI: 10.4236/jmf.2015.52019  5,737 Downloads   9,298 Views   Citations
  This article belongs to the Special Issue on