• 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  4,999 Downloads   7,407 Views   Citations
  This article belongs to the Special Issue on

• The Unexplainable Nature of Momentum Portfolio Returns ()
  David J. Moore, George C. Philippatos
  Journal of Mathematical Finance Vol.4 No.3,  April 22, 2014
  DOI: 10.4236/jmf.2014.43013  5,224 Downloads   7,808 Views   Citations
  This article belongs to the Special Issue on

• The Fundamental Theorem of Asset Pricing with either Frictionless or Frictional Security Markets ()
  Helen H. Huang, Shunming Zhang
  Journal of Mathematical Finance Vol.4 No.2,  February 27, 2014
  DOI: 10.4236/jmf.2014.42012  5,638 Downloads   8,825 Views   Citations
  This article belongs to the Special Issue on

• Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance ()
  Erik Bølviken, Frank Proske, Mark Rubtsov
  Journal of Mathematical Finance Vol.4 No.2,  February 27, 2014
  DOI: 10.4236/jmf.2014.42011  4,599 Downloads   7,129 Views   Citations
  This article belongs to the Special Issue on

• Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets ()
  Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke
  Journal of Mathematical Finance Vol.4 No.2,  February 19, 2014
  DOI: 10.4236/jmf.2014.42010  8,486 Downloads   14,333 Views   Citations
  This article belongs to the Special Issue on

• Bayesian Estimation of Non-Gaussian Stochastic Volatility Models ()
  Asma Graja Elabed, Afif Masmoudi
  Journal of Mathematical Finance Vol.4 No.2,  February 19, 2014
  DOI: 10.4236/jmf.2014.42009  5,250 Downloads   8,346 Views   Citations
  This article belongs to the Special Issue on

• On Local Times: Application to Pricing Using Bid-Ask ()
  Paul C. Kettler, Olivier Menoukeu-Pamen, Frank Proske
  Journal of Mathematical Finance Vol.4 No.2,  February 19, 2014
  DOI: 10.4236/jmf.2014.42008  3,850 Downloads   6,422 Views   Citations
  This article belongs to the Special Issue on