• Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation ()
  Theodoro Koulis, Alexander Paseka, Aerambamoorthy Thavaneswaran
  Journal of Mathematical Finance Vol.3 No.3,  August 15, 2013
  DOI: 10.4236/jmf.2013.33036  3,597 Downloads   6,289 Views   Citations
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• Generalized Option Betas ()
  Sven Husmann, Neda Todorova
  Journal of Mathematical Finance Vol.3 No.3,  August 8, 2013
  DOI: 10.4236/jmf.2013.33035  5,955 Downloads   8,894 Views   Citations
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• 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  3,917 Downloads   7,104 Views   Citations
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• 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  5,044 Downloads   8,437 Views   Citations
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• 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  4,930 Downloads   9,071 Views   Citations
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• 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  4,877 Downloads   9,816 Views   Citations
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• 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  5,709 Downloads   9,782 Views   Citations
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