• Inference for Interest Rate Models Using Milstein’s Approximation ()
  Theodoro Koulis, Aera Thavaneswaran
  Journal of Mathematical Finance Vol.3 No.1,  February 28, 2013
  DOI: 10.4236/jmf.2013.31010  3,869 Downloads   7,838 Views   Citations
  This article belongs to the Special Issue on

• 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  5,939 Downloads   10,582 Views   Citations
  This article belongs to the Special Issue on

• 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  6,173 Downloads   9,807 Views   Citations
  This article belongs to the Special Issue on

• 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  5,741 Downloads   11,627 Views   Citations
  This article belongs to the Special Issue on

• 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  5,319 Downloads   9,771 Views   Citations
  This article belongs to the Special Issue on

• 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  4,033 Downloads   6,742 Views   Citations
  This article belongs to the Special Issue on

• 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  5,146 Downloads   8,704 Views   Citations
  This article belongs to the Special Issue on