Approximation for Convenience Yield with Mean-Reverting Commodity Price (Articles)

Qiang Zhao, Guiding Gu

Journal of Mathematical Finance Vol.5 No.3，June 27, 2015

DOI: 10.4236/jmf.2015.53021   3,381 Downloads  3,903 Views  Citations

The Freedom of Yetter-Drinfeld Hopf Algebras (Articles)

Yanhua Wang

Advances in Pure Mathematics Vol.4 No.9，September 29, 2014

DOI: 10.4236/apm.2014.49060   2,447 Downloads  3,048 Views  Citations

Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options (Articles)

Qiang Zhao, Guo Liu, Guiding Gu

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34045   4,848 Downloads  8,814 Views  Citations

Evaluation of Geometric Asian Power Options under Fractional Brownian Motion (Articles)

Zhijuan Mao, Zhian Liang

Journal of Mathematical Finance Vol.4 No.1，December 25, 2013

DOI: 10.4236/jmf.2014.41001   4,762 Downloads  7,935 Views  Citations
This article belongs to the Special Issue on Option Pricing Research

Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model (Articles)

Ruili Hao, Yonghui Liu, Shoubai Wang

Journal of Mathematical Finance Vol.4 No.1，January 10, 2014

DOI: 10.4236/jmf.2014.41002   3,972 Downloads  6,512 Views  Citations
This article belongs to the Special Issue on Option Pricing Research

Optimal Investment under Price and Wage Uncertainty (Articles)

Jinwu Huang

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31013   6,467 Downloads  9,465 Views  Citations

Entrepreneurship Dynamics under Time Inconsistent Preferences (Articles)

Yang Liu, Jinqiang Yang

Journal of Mathematical Finance Vol.5 No.1，February 11, 2015

DOI: 10.4236/jmf.2015.51004   2,663 Downloads  3,134 Views  Citations

Stock Price Information Content, Idiosyncratic Volatility and Expected Return (Articles)

Meimei Liang

Journal of Mathematical Finance Vol.5 No.4，November 25, 2015

DOI: 10.4236/jmf.2015.54034   4,616 Downloads  5,420 Views  Citations

Income Smoothing, Idiosyncratic Risk & CEO Turnover (Articles)

Xingguo Zhang

Journal of Mathematical Finance Vol.6 No.1，February 5, 2016

DOI: 10.4236/jmf.2016.61001   4,393 Downloads  5,224 Views  Citations

The Risk Premium of Treasury Bonds in China (Articles)

Xiaowei Wu

Journal of Mathematical Finance Vol.6 No.1，February 26, 2016

DOI: 10.4236/jmf.2016.61015   2,424 Downloads  3,082 Views  Citations

Duopolistic Competition and Capacity Choice with Jump-Diffusion Process (Articles)

Danmei Chen

Journal of Mathematical Finance Vol.5 No.2，May 22, 2015

DOI: 10.4236/jmf.2015.52018   2,363 Downloads  2,808 Views  Citations

Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment (Articles)

Wenjing Gu, Yinglin Liu, Ruili Hao

Journal of Mathematical Finance Vol.6 No.2，March 9, 2016

DOI: 10.4236/jmf.2016.62021   2,483 Downloads  3,008 Views  Citations

Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model (Articles)

Yinglin Liu, Ruili Hao, Zuhua Wang

Journal of Mathematical Finance Vol.6 No.3，August 26, 2016

DOI: 10.4236/jmf.2016.63033   1,356 Downloads  1,827 Views  Citations

Dynamics of Entrepreneurship under Regime Switching (Articles)

Sha Sun, Jinqiang Yang, Minghui Li

Journal of Mathematical Finance Vol.3 No.3，August 15, 2013

DOI: 10.4236/jmf.2013.33038   3,492 Downloads  5,488 Views  Citations

Identification and Estimation of Gaussian Affine Term Structure Models with Regime Switching (Articles)

Gang Wang

Journal of Mathematical Finance Vol.4 No.3，April 22, 2014

DOI: 10.4236/jmf.2014.43014   4,293 Downloads  5,778 Views  Citations

Arbitrage-Free Gaussian Affine Term Structure Model with Observable Factors (Articles)

Gang Wang

Journal of Mathematical Finance Vol.5 No.2，May 5, 2015

DOI: 10.4236/jmf.2015.52013   4,025 Downloads  4,892 Views  Citations

Estimation of Default Risk Based on KMV Model—An Empirical Study for Chinese Real Estate Companies (Articles)

Yan Chen, Guanglei Chu

Journal of Financial Risk Management Vol.3 No.2，June 12, 2014

DOI: 10.4236/jfrm.2014.32005   6,260 Downloads  8,225 Views  Citations

An Empirical Analysis of the Effects of Agricultural FDI on the International Competitiveness of Agricultural Products in China (Articles)

Yanqing Jiang, Gaoyan Shi

Modern Economy Vol.5 No.11，October 14, 2014

DOI: 10.4236/me.2014.511096   3,041 Downloads  3,684 Views  Citations

How Does Growth Follow Differential Convergence Patterns? A Study of the Chinese Regions and Sectors (Articles)

Yanqing Jiang

Theoretical Economics Letters Vol.4 No.8，October 23, 2014

DOI: 10.4236/tel.2014.48090   2,928 Downloads  3,322 Views  Citations

Spatial Distribution of Foreign Direct Investment and Productivity Growth in Less Developed Regions of China (Articles)

Yanqing Jiang

American Journal of Industrial and Business Management Vol.4 No.11，November 20, 2014

DOI: 10.4236/ajibm.2014.411070   5,064 Downloads  5,900 Views  Citations