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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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Risk-Neutral Pricing of European Call Options: A Specious Concept
()
Daniel T. Cassidy
Journal of Mathematical Finance
Vol.8 No.2
, May 9, 2018
DOI:
10.4236/jmf.2018.82022
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This article belongs to the Special Issue on
Projection Methods and the Curse of Dimensionality
()
Burkhard Heer
,
Alfred Maußner
Journal of Mathematical Finance
Vol.8 No.2
, May 8, 2018
DOI:
10.4236/jmf.2018.82021
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This article belongs to the Special Issue on
Optimal Dividend and Issuance of Equity Policies in the Presence of Interest
()
Memory Mandiudza
,
Eriyoti Chikodza
,
Nicholas Mwareya
Journal of Mathematical Finance
Vol.8 No.2
, April 19, 2018
DOI:
10.4236/jmf.2018.82020
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This article belongs to the Special Issue on
Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach
()
Marina Di Giacinto
Journal of Mathematical Finance
Vol.8 No.2
, April 4, 2018
DOI:
10.4236/jmf.2018.82019
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This article belongs to the Special Issue on
Actuarial Science and Finance
Consistency of the Model Order Change-Point Estimator for GARCH Models
()
Irene W. Irungu
,
Peter N. Mwita
,
Antony G. Waititu
Journal of Mathematical Finance
Vol.8 No.2
, April 4, 2018
DOI:
10.4236/jmf.2018.82018
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This article belongs to the Special Issue on
Demand for Money in a Stochastic Environment
()
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.8 No.2
, March 30, 2018
DOI:
10.4236/jmf.2018.82017
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This article belongs to the Special Issue on
Measuring Black Swans in Financial Markets
()
J. T. Manhire
Journal of Mathematical Finance
Vol.8 No.1
, February 28, 2018
DOI:
10.4236/jmf.2018.81016
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This article belongs to the Special Issue on
Stock Valuation
Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level
()
Takashi Kato
Journal of Mathematical Finance
Vol.8 No.1
, February 28, 2018
DOI:
10.4236/jmf.2018.81015
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This article belongs to the Special Issue on
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
()
Raj Jagannathan
Journal of Mathematical Finance
Vol.8 No.1
, February 28, 2018
DOI:
10.4236/jmf.2018.81013
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This article belongs to the Special Issue on
Modeling the Frequency and Severity of Auto Insurance Claims Using Statistical Distributions
()
Cyprian Ondieki Omari
,
Shalyne Gathoni Nyambura
,
Joan Martha Wairimu Mwangi
Journal of Mathematical Finance
Vol.8 No.1
, February 26, 2018
DOI:
10.4236/jmf.2018.81012
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This article belongs to the Special Issue on
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