• VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models ()
  Alessandro Ramponi
  Journal of Mathematical Finance Vol.3 No.1,  February 28, 2013
  DOI: 10.4236/jmf.2013.31009  5,917 Downloads   10,502 Views   Citations
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• A Simple Method to Price Window Reset Options ()
  Yi-Long Hsiao
  Journal of Mathematical Finance Vol.3 No.1,  February 28, 2013
  DOI: 10.4236/jmf.2013.31008  6,153 Downloads   9,737 Views   Citations
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• Weather Derivatives with Applications to Canadian Data ()
  Anatoliy Swishchuk, Kaijie Cui
  Journal of Mathematical Finance Vol.3 No.1,  February 26, 2013
  DOI: 10.4236/jmf.2013.31007  5,720 Downloads   11,548 Views   Citations
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• Pricing and Hedging in Stochastic Volatility Regime Switching Models ()
  Stéphane Goutte
  Journal of Mathematical Finance Vol.3 No.1,  February 26, 2013
  DOI: 10.4236/jmf.2013.31006  5,308 Downloads   9,679 Views   Citations
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• Super-Diffusive Noise Source in Asset Dynamics ()
  Max-Olivier Hongler
  Journal of Mathematical Finance Vol.3 No.1,  February 26, 2013
  DOI: 10.4236/jmf.2013.31004  4,021 Downloads   6,726 Views   Citations
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• Further Results for General Financial Equilibrium Problems via Variational Inequalities ()
  Annamaria Barbagallo, Patrizia Daniele, Mariagrazia Lorino, Antonino Maugeri, Cristina Mirabella
  Journal of Mathematical Finance Vol.3 No.1,  February 26, 2013
  DOI: 10.4236/jmf.2013.31003  5,123 Downloads   8,634 Views   Citations
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• Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration ()
  Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
  Journal of Mathematical Finance Vol.3 No.1,  February 26, 2013
  DOI: 10.4236/jmf.2013.31002  6,870 Downloads   13,093 Views   Citations
  This article belongs to the Special Issue on