• 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  6,886 Downloads   13,163 Views   Citations
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• 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  5,005 Downloads   11,809 Views   Citations
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• The SAFEX-JIBAR Market Models ()
  Victor Gumbo
  Journal of Mathematical Finance Vol.2 No.4,  November 29, 2012
  DOI: 10.4236/jmf.2012.24035  7,817 Downloads   11,515 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  5,023 Downloads   8,526 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  5,798 Downloads   10,044 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  3,646 Downloads   7,105 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  9,058 Downloads   15,281 Views   Citations
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