• 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  6,397 Downloads   11,139 Views   Citations
  This article belongs to the Special Issue on

• Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach ()
  Jau-Lian Jeng, Qingfeng Wilson Liu
  Journal of Mathematical Finance Vol.2 No.3,  August 31, 2012
  DOI: 10.4236/jmf.2012.23028  4,877 Downloads   8,453 Views   Citations
  This article belongs to the Special Issue on

• Some Properties for the American Option-Pricing Model ()
  Hong-Ming Yin
  Journal of Mathematical Finance Vol.2 No.3,  August 31, 2012
  DOI: 10.4236/jmf.2012.23027  5,078 Downloads   9,560 Views   Citations
  This article belongs to the Special Issue on

• Credit Constraints and Decisions in Exports: Theory under Asymmetric Information ()
  Xin Zhang
  Journal of Mathematical Finance Vol.2 No.3,  August 31, 2012
  DOI: 10.4236/jmf.2012.23026  4,940 Downloads   8,284 Views   Citations
  This article belongs to the Special Issue on

• Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model ()
  Samuel Y. M. Ze-To
  Journal of Mathematical Finance Vol.2 No.3,  August 31, 2012
  DOI: 10.4236/jmf.2012.23025  7,735 Downloads   12,436 Views   Citations
  This article belongs to the Special Issue on

• Pricing Options on Foreign Currency with a Preset Exchange Rate ()
  Avner Wolf, Christopher Hessel
  Journal of Mathematical Finance Vol.2 No.3,  August 31, 2012
  DOI: 10.4236/jmf.2012.23024  6,397 Downloads   11,752 Views   Citations
  This article belongs to the Special Issue on

• Partial Hedging Using Malliavin Calculus ()
  Lan Ma Nygren, Peter Lakner
  Journal of Mathematical Finance Vol.2 No.3,  August 31, 2012
  DOI: 10.4236/jmf.2012.23023  4,453 Downloads   8,321 Views   Citations
  This article belongs to the Special Issue on