• Optimal Investment and Proportional Reinsurance with Risk Constraint ()
  Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo
  Journal of Mathematical Finance Vol.3 No.4,  October 17, 2013
  DOI: 10.4236/jmf.2013.34046  4,453 Downloads   8,287 Views   Citations
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• Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options ()
  Qiang Zhao, Guo Liu, Guiding Gu
  Journal of Mathematical Finance Vol.3 No.4,  October 17, 2013
  DOI: 10.4236/jmf.2013.34045  7,959 Downloads   13,356 Views   Citations
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• Contingent Claims in Incomplete Markets: A Case Study ()
  Sure Mataramvura
  Journal of Mathematical Finance Vol.3 No.4,  October 17, 2013
  DOI: 10.4236/jmf.2013.34044  4,093 Downloads   6,839 Views   Citations
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• An Extension of Some Results Due to Cox and Leland ()
  Andrew P. Leung, Wen Shi
  Journal of Mathematical Finance Vol.3 No.4,  October 17, 2013
  DOI: 10.4236/jmf.2013.34043  3,812 Downloads   6,175 Views   Citations
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• How Do Principal-Agent Effects in Delegated Portfolio Management Affect Asset Prices? ()
  Petter N. Kolm
  Journal of Mathematical Finance Vol.3 No.4,  October 17, 2013
  DOI: 10.4236/jmf.2013.34042  4,891 Downloads   8,464 Views   Citations
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• Estimating Realistic Implied Correlation Matrix from Option Prices ()
  Kawee Numpacharoen, Nattachai Numpacharoen
  Journal of Mathematical Finance Vol.3 No.4,  October 17, 2013
  DOI: 10.4236/jmf.2013.34041  8,536 Downloads   13,800 Views   Citations
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• Corporate Financing, Taxation, and Tobin’s q: Evidence from Japanese Firms and Industries ()
  Keiichi Kubota, Susumu Saito, Hitoshi Takehara
  Journal of Mathematical Finance Vol.3 No.3A,  October 8, 2013
  DOI: 10.4236/jmf.2013.33A004  5,838 Downloads   9,258 Views   Citations
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