• A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques ()
  Farshid Mehrdoust, Kianoush Fathi Vajargah
  Journal of Mathematical Finance Vol.2 No.2,  May 23, 2012
  DOI: 10.4236/jmf.2012.22021  5,150 Downloads   10,686 Views   Citations
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• On Valuing Constant Maturity Swap Spread Derivatives ()
  Leonard Tchuindjo
  Journal of Mathematical Finance Vol.2 No.2,  May 23, 2012
  DOI: 10.4236/jmf.2012.22020  11,311 Downloads   17,505 Views   Citations
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• Optimization of Dynamic Portfolio Insurance Model ()
  Yuan Yao
  Journal of Mathematical Finance Vol.2 No.2,  May 23, 2012
  DOI: 10.4236/jmf.2012.22019  9,481 Downloads   15,657 Views   Citations
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• Asset Pricing with Stochastic Habit Formation ()
  Masao Nakagawa
  Journal of Mathematical Finance Vol.2 No.2,  May 23, 2012
  DOI: 10.4236/jmf.2012.22018  5,186 Downloads   9,864 Views   Citations
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• Option Pricing Applications of Quadratic Volatility Models ()
  Srimantoorao. S. Appadoo, Aerambamoorthy Thavaneswaran, Saman Muthukumarana
  Journal of Mathematical Finance Vol.2 No.2,  May 23, 2012
  DOI: 10.4236/jmf.2012.22017  4,894 Downloads   9,697 Views   Citations
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• Interest Rate Models ()
  Alex Paseka, Theodoro Koulis, Aerambamoorthy Thavaneswaran
  Journal of Mathematical Finance Vol.2 No.2,  May 23, 2012
  DOI: 10.4236/jmf.2012.22016  7,186 Downloads   14,936 Views   Citations
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• Variational Form of Classical Portfolio Strategy and Expected Wealth for a Defined Contributory ()
  Charles I. Nkeki, Chukwuma R. Nwozo
  Journal of Mathematical Finance Vol.2 No.1,  February 28, 2012
  DOI: 10.4236/jmf.2012.21015  4,552 Downloads   8,536 Views   Citations
  This article belongs to the Special Issue on