School of Mathematics, Shanghai University of Finance and Economics, Shanghai, China - Articles

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 4,298 Downloads 5,886 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 2,916 Downloads 4,098 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 7,897 Downloads 13,107 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 5,763 Downloads 9,707 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 5,086 Downloads 8,268 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 7,210 Downloads 10,830 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 3,177 Downloads 4,257 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 5,370 Downloads 7,035 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 5,013 Downloads 6,837 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 3,000 Downloads 4,368 Views Citations
Innovative Applications of the Core Ideas of Professional Knowledge in Financial Engineering for Developing Postgraduate Admission Strategies (Articles)

Zedong Cai

Open Access Library Journal Vol.11 No.7, July 15, 2024

DOI: 10.4236/oalib.1111836 61 Downloads 392 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 3,015 Downloads 4,280 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 1,890 Downloads 3,016 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 2,844 Downloads 3,929 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 4,075 Downloads 6,595 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 4,921 Downloads 7,174 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 4,698 Downloads 6,138 Views Citations
Comprehensive ESG Score and Financial Performance of Carbon-Neutral Concept Enterprises —Based on Entropy Weight-TOPSIS and Grey Relational Analysis (Articles)

Zedong Cai, Mengyue Qian, Linjie Wang

Open Journal of Business and Management Vol.11 No.1, January 16, 2023

DOI: 10.4236/ojbm.2023.111008 489 Downloads 2,078 Views Citations
Optimization of Asset Allocation Strategies in Major Categories—Theories, Indicators, Assets and Timing (Articles)

Zedong Cai, Linjie Wang, Mengyue Qian

Open Journal of Social Sciences Vol.11 No.1, January 17, 2023

DOI: 10.4236/jss.2023.111009 333 Downloads 1,868 Views Citations
Risk Spillover Effect and Trading Strategy between Carbon Emission Allowance and Carbon-Neutral Index (Articles)

Zedong Cai, Xuxia Liao, Ruiyang Shi

Open Journal of Social Sciences Vol.11 No.1, January 19, 2023

DOI: 10.4236/jss.2023.111012 247 Downloads 1,009 Views Citations

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