• Market Microstructure and Price Discovery ()
  Paul Carlisle Kettler, Aleh L. Yablonski, Frank Proske
  Journal of Mathematical Finance Vol.3 No.1,  February 26, 2013
  DOI: 10.4236/jmf.2013.31001  4,990 Downloads   11,734 Views   Citations
  This article belongs to the Special Issue on

• The SAFEX-JIBAR Market Models ()
  Victor Gumbo
  Journal of Mathematical Finance Vol.2 No.4,  November 29, 2012
  DOI: 10.4236/jmf.2012.24035  7,792 Downloads   11,440 Views   Citations
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• From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment ()
  Qing Zhou, Chao Li
  Journal of Mathematical Finance Vol.2 No.4,  November 23, 2012
  DOI: 10.4236/jmf.2012.24034  5,002 Downloads   8,465 Views   Citations
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• CreditGrades Framework within Stochastic Covariance Models ()
  Marcos Escobar, Hamidreza Arian, Luis Seco
  Journal of Mathematical Finance Vol.2 No.4,  November 21, 2012
  DOI: 10.4236/jmf.2012.24033  5,768 Downloads   9,954 Views   Citations
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• The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option ()
  Sure Mataramvura
  Journal of Mathematical Finance Vol.2 No.4,  November 19, 2012
  DOI: 10.4236/jmf.2012.24031  3,620 Downloads   7,051 Views   Citations
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• Expected Stock Returns and Option-Implied Rate of Return ()
  Samuel Y. M. Ze-To
  Journal of Mathematical Finance Vol.2 No.4,  November 19, 2012
  DOI: 10.4236/jmf.2012.24030  9,037 Downloads   15,186 Views   Citations
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• The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula ()
  Yujie Cui, Baoli Yu
  Journal of Mathematical Finance Vol.2 No.3,  August 31, 2012
  DOI: 10.4236/jmf.2012.23029  6,381 Downloads   11,090 Views   Citations
  This article belongs to the Special Issue on