• 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  4,860 Downloads   8,401 Views   Citations
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• 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  5,059 Downloads   9,485 Views   Citations
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• 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  4,921 Downloads   8,220 Views   Citations
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• 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  7,712 Downloads   12,359 Views   Citations
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• 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  6,376 Downloads   11,659 Views   Citations
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• 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  4,428 Downloads   8,292 Views   Citations
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• Generalized Stochastic Processes: The Portfolio Model ()
  Moawia Alghalith
  Journal of Mathematical Finance Vol.2 No.2,  May 23, 2012
  DOI: 10.4236/jmf.2012.22022  4,381 Downloads   8,677 Views   Citations
  This article belongs to the Special Issue on