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Journal of Mathematical Finance
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Journal of Mathematical Finance
ISSN Print:
2162-2434
ISSN Online:
2162-2442
www.scirp.org/journal/jmf
E-mail:
jmf@scirp.org
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Uncovering the Distribution of Option Implied Risk Aversion
()
Maria Kyriacou
,
Jose Olmo
,
Marius Strittmatter
Journal of Mathematical Finance
Vol.9 No.2
, March 14, 2019
DOI:
10.4236/jmf.2019.92006
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This article belongs to the Special Issue on
Study on the Systemic Risk of China’s Stock Markets under Risk-Neutral Conditions
()
Shibo Dai
,
Handong Li
Journal of Mathematical Finance
Vol.9 No.1
, February 27, 2019
DOI:
10.4236/jmf.2019.91005
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This article belongs to the Special Issue on
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps
()
Kevin Z. Tong
,
Dongping Hou
,
Jianhua Guan
Journal of Mathematical Finance
Vol.9 No.1
, January 29, 2019
DOI:
10.4236/jmf.2019.91003
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This article belongs to the Special Issue on
Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures
()
Yuxia Huang
,
Chuancun Yin
Journal of Mathematical Finance
Vol.9 No.1
, January 17, 2019
DOI:
10.4236/jmf.2019.91002
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This article belongs to the Special Issue on
Bayesian Item Response Analysis of Method-of-Payment Habits in Banking Surveys
()
Saman Muthukumarana
,
Kyle Vincent
,
Jenna G. Tichon
Journal of Mathematical Finance
Vol.9 No.1
, December 28, 2018
DOI:
10.4236/jmf.2019.91001
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This article belongs to the Special Issue on
Option Portfolio Management in a Risk-Neutral World
()
Dmitry Jurievich Golembiovsky
,
Anatoly Markovich Abramov
Journal of Mathematical Finance
Vol.8 No.4
, November 28, 2018
DOI:
10.4236/jmf.2018.84044
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This article belongs to the Special Issue on
Stochastic Methods and Finance
Constrained Wiener Processes and Their Financial Applications
()
Andrew Leung
Journal of Mathematical Finance
Vol.8 No.4
, November 26, 2018
DOI:
10.4236/jmf.2018.84043
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This article belongs to the Special Issue on
Stochastic Methods and Finance
Referenda and the Provision of a Binary Public Good
()
Rajat Deb
,
Indranil K. Ghosh
,
Tae Kun Seo
Journal of Mathematical Finance
Vol.8 No.4
, November 26, 2018
DOI:
10.4236/jmf.2018.84042
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This article belongs to the Special Issue on
Cost–Benefit Analysis
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market
()
Thomas Chinwe Urama
,
Patrick Oseloka Ezepue
Journal of Mathematical Finance
Vol.8 No.4
, November 12, 2018
DOI:
10.4236/jmf.2018.84041
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This article belongs to the Special Issue on
Stochastic Methods and Finance
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs
()
Foad Shokrollahi
Journal of Mathematical Finance
Vol.8 No.4
, November 7, 2018
DOI:
10.4236/jmf.2018.84040
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This article belongs to the Special Issue on
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