• On the Individual Expectations of Non-Average Investors ()
  Lucia Del Chicca, Gerhard Larcher
  Journal of Mathematical Finance Vol.1 No.3,  November 8, 2011
  DOI: 10.4236/jmf.2011.13010  5,454 Downloads   9,298 Views   Citations
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• Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model ()
  Jaya Prakasah Narayan Bishwal
  Journal of Mathematical Finance Vol.1 No.3,  November 8, 2011
  DOI: 10.4236/jmf.2011.13008  5,726 Downloads   10,697 Views   Citations
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• Risk Aggregation by Using Copulas in Internal Models ()
  Tristan Nguyen, Robert Danilo Molinari
  Journal of Mathematical Finance Vol.1 No.3,  November 8, 2011
  DOI: 10.4236/jmf.2011.13007  8,924 Downloads   18,738 Views   Citations
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• A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis ()
  Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis
  Journal of Mathematical Finance Vol.1 No.2,  August 25, 2011
  DOI: 10.4236/jmf.2011.12005  5,837 Downloads   13,463 Views   Citations
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• On Some Class of Distance Functions for Measuring Portfolio Efficiency ()
  Carlos Barros, Walter Briec, Hermann Ratsimbanierana
  Journal of Mathematical Finance Vol.1 No.2,  August 25, 2011
  DOI: 10.4236/jmf.2011.12003  5,241 Downloads   36,768 Views   Citations
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• Option Pricing When Changes of the Underlying Asset Prices Are Restricted ()
  George J Jiang, Guanzhong Pan, Lei Shi
  Journal of Mathematical Finance Vol.1 No.2,  August 25, 2011
  DOI: 10.4236/jmf.2011.12004  5,160 Downloads   10,564 Views   Citations
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• Legendre Approximation for Solving a Class of Nonlinear Optimal Control Problems ()
  Emran Tohidi, Omid Reza Navid Samadi, Mohammad Hadi Farahi
  Journal of Mathematical Finance Vol.1 No.1,  June 1, 2011
  DOI: 10.4236/jmf.2011.11002  6,072 Downloads   13,883 Views   Citations
  This article belongs to the Special Issue on