• Solution of Stochastic Non-Homogeneous Linear First-Order Difference Equations ()
  Seifedine Kadry, Abdelkhalak El Hami
  Journal of Mathematical Finance Vol.4 No.4,  August 18, 2014
  DOI: 10.4236/jmf.2014.44021  3,524 Downloads   4,973 Views   Citations
  This article belongs to the Special Issue on

• A Contingent Claim Approach to Bank Valuation ()
  Enahoro Alfred Owoloko, Nicholas Amienwan Omoregbe, Michael Akindele Okedoye
  Journal of Mathematical Finance Vol.4 No.4,  August 18, 2014
  DOI: 10.4236/jmf.2014.44020  3,343 Downloads   5,219 Views   Citations
  This article belongs to the Special Issue on

• On the Order Form of the Fundamental Theorems of Asset Pricing ()
  Christos E. Kountzakis
  Journal of Mathematical Finance Vol.4 No.4,  August 18, 2014
  DOI: 10.4236/jmf.2014.44019  3,303 Downloads   4,660 Views   Citations
  This article belongs to the Special Issue on

• Multi-Name Extension to the Credit Grades and an Efficient Monte Carlo Method ()
  Hideyuki Takada
  Journal of Mathematical Finance Vol.4 No.3,  May 28, 2014
  DOI: 10.4236/jmf.2014.43017  3,780 Downloads   5,396 Views   Citations
  This article belongs to the Special Issue on

• A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method ()
  Chi-Fai Lo
  Journal of Mathematical Finance Vol.4 No.3,  May 6, 2014
  DOI: 10.4236/jmf.2014.43016  7,205 Downloads   10,126 Views   Citations
  This article belongs to the Special Issue on

• Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis ()
  John-Peter D. Chateau
  Journal of Mathematical Finance Vol.4 No.3,  May 6, 2014
  DOI: 10.4236/jmf.2014.43015  4,597 Downloads   7,239 Views   Citations
  This article belongs to the Special Issue on

• Identification and Estimation of Gaussian Affine Term Structure Models with Regime Switching ()
  Gang Wang
  Journal of Mathematical Finance Vol.4 No.3,  April 22, 2014
  DOI: 10.4236/jmf.2014.43014  4,990 Downloads   7,356 Views   Citations
  This article belongs to the Special Issue on