• Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy ()
  Miwaka Yamashita
  Journal of Mathematical Finance Vol.4 No.2,  February 14, 2014
  DOI: 10.4236/jmf.2014.42006  4,818 Downloads   8,169 Views   Citations
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• Game Russian Options for Double Exponential Jump Diffusion Processes ()
  Atsuo Suzuki, Katsushige Sawaki
  Journal of Mathematical Finance Vol.4 No.1,  January 21, 2014
  DOI: 10.4236/jmf.2014.41005  4,451 Downloads   6,875 Views   Citations
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• Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework ()
  B. F. Nteumagné, E. Pindza, E. Maré
  Journal of Mathematical Finance Vol.4 No.1,  January 21, 2014
  DOI: 10.4236/jmf.2014.41004  6,813 Downloads   9,658 Views   Citations
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• Catastrophe Risk Derivatives: A New Approach ()
  Mehdi Bekralas Abdessalem, Masamitsu Ohnishi
  Journal of Mathematical Finance Vol.4 No.1,  January 21, 2014
  DOI: 10.4236/jmf.2014.41003  4,662 Downloads   7,846 Views   Citations
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• Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model ()
  Ruili Hao, Yonghui Liu, Shoubai Wang
  Journal of Mathematical Finance Vol.4 No.1,  January 10, 2014
  DOI: 10.4236/jmf.2014.41002  5,118 Downloads   8,381 Views   Citations
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• Evaluation of Geometric Asian Power Options under Fractional Brownian Motion ()
  Zhijuan Mao, Zhian Liang
  Journal of Mathematical Finance Vol.4 No.1,  December 25, 2013
  DOI: 10.4236/jmf.2014.41001  5,811 Downloads   9,850 Views   Citations
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• A Mathematical Approach to a Stocks Portfolio Selection: The Case of Uganda Securities Exchange (USE) ()
  Fredrick Mayanja, Sure Mataramvura, Wilson Mahera Charles
  Journal of Mathematical Finance Vol.3 No.4,  November 27, 2013
  DOI: 10.4236/jmf.2013.34051  5,019 Downloads   8,954 Views   Citations
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