• Calculating First Moments and Confidence Intervals for Generalized Stochastic Dividend Discount Models ()
  William J. Hurley
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32027  5,916 Downloads   9,461 Views   Citations
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• Absolute Adviser or Stochastic Model of Trade on the “Heavy Tails” of Distributions ()
  Alexey M. Avdeenko
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32026  4,262 Downloads   7,003 Views   Citations
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• Mixed Band Control of Mutual Proportional Reinsurance ()
  Michael Taksar, John Liu, Jiguang Yuan
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32025  3,427 Downloads   6,107 Views   Citations
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• Price Jump Prediction in a Limit Order Book ()
  Ban Zheng, Eric Moulines, Frédéric Abergel
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32024  9,661 Downloads   20,512 Views   Citations
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• Semimartingale Property and Its Connections to Arbitrage ()
  Sallieu Kabay Samura, Junjun Mao, Dengbao Yao
  Journal of Mathematical Finance Vol.3 No.2,  May 24, 2013
  DOI: 10.4236/jmf.2013.32023  3,986 Downloads   7,182 Views   Citations
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• Design of Financial Market Regulations against Large Price Fluctuations Using by Artificial Market Simulations ()
  Takanobu Mizuta, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura
  Journal of Mathematical Finance Vol.3 No.2A,  April 29, 2013
  DOI: 10.4236/jmf.2013.32A003  4,977 Downloads   9,014 Views   Citations
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• Rentiers and Workers-Capitalists in a Non-Classical Model ()
  Romar Correa
  Journal of Mathematical Finance Vol.3 No.2A,  April 29, 2013
  DOI: 10.4236/jmf.2013.32A002  3,653 Downloads   6,254 Views   Citations
  This article belongs to the Special Issue on