• Generalized Option Betas ()
  Sven Husmann, Neda Todorova
  Journal of Mathematical Finance Vol.3 No.3,  August 8, 2013
  DOI: 10.4236/jmf.2013.33035  5,937 Downloads   8,830 Views   Citations
  This article belongs to the Special Issue on

• H∞-Optimal Control for Robust Financial Asset and Input Purchasing Decisions ()
  David Hudgins, Joon Na
  Journal of Mathematical Finance Vol.3 No.3,  August 8, 2013
  DOI: 10.4236/jmf.2013.33034  3,899 Downloads   7,032 Views   Citations
  This article belongs to the Special Issue on

• An Empirical Study of Option Prices under the Hybrid Brownian Motion Model ()
  Hideki Iwaki, Lei Luo
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32033  5,017 Downloads   8,374 Views   Citations
  This article belongs to the Special Issue on

• Recent Developments in Fuzzy Sets Approach in Option Pricing ()
  Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32031  4,910 Downloads   9,009 Views   Citations
  This article belongs to the Special Issue on

• A Predictive Functional Regression Model for Asset Return ()
  Xianhua Dai, Hong Li, Yiwen Wang
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32030  4,860 Downloads   9,766 Views   Citations
  This article belongs to the Special Issue on

• An Optimal Life Insurance Policy in the Continuous-Time Investment-Consumption Problem ()
  Hideki Iwaki, Yusuke Osaki
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32029  5,693 Downloads   9,704 Views   Citations
  This article belongs to the Special Issue on

• Portfolio Size in Stochastic Portfolio Networks Using Digital Portfolio Theory ()
  C. Kenneth Jones
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32028  7,129 Downloads   12,603 Views   Citations
  This article belongs to the Special Issue on