• European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates ()
  Sarisa Pinkham, Pairote Sattayatham
  Journal of Mathematical Finance Vol.1 No.3,  November 25, 2011
  DOI: 10.4236/jmf.2011.13013  5,220 Downloads   11,769 Views   Citations
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• Recent Developments in Option Pricing ()
  Hui Gong, You Liang, Aerambamoorthy Thavaneswaran
  Journal of Mathematical Finance Vol.1 No.3,  November 25, 2011
  DOI: 10.4236/jmf.2011.13009  7,037 Downloads   14,529 Views   Citations
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• Adaptive Wave Models for Sophisticated Option Pricing ()
  Vladimir G. Ivancevic
  Journal of Mathematical Finance Vol.1 No.3,  November 25, 2011
  DOI: 10.4236/jmf.2011.13006  5,543 Downloads   11,356 Views   Citations
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• The Optimal Portfolio Model Based on Mean-CVaR ()
  Xing Yu, Hongguo Sun, Guohua Chen
  Journal of Mathematical Finance Vol.1 No.3,  November 8, 2011
  DOI: 10.4236/jmf.2011.13017  5,551 Downloads   11,143 Views   Citations
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• Analysis of Hedging Profits Under Two Stock Pricing Models ()
  Lingyan Cao, Zheng-Feng Guo
  Journal of Mathematical Finance Vol.1 No.3,  November 8, 2011
  DOI: 10.4236/jmf.2011.13015  4,864 Downloads   9,520 Views   Citations
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• Stochastic Volatility Jump-Diffusion Model for Option Pricing ()
  Nonthiya Makate, Pairote Sattayatham
  Journal of Mathematical Finance Vol.1 No.3,  November 8, 2011
  DOI: 10.4236/jmf.2011.13012  5,793 Downloads   12,936 Views   Citations
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• The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin ()
  Wenguang Yu, Yujuan Huang
  Journal of Mathematical Finance Vol.1 No.3,  November 8, 2011
  DOI: 10.4236/jmf.2011.13011  4,740 Downloads   9,168 Views   Citations
  This article belongs to the Special Issue on