Department of Applied Mathematics, Shanghai University of Finance and Economics, Shanghai, China - Articles

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 7,764 Downloads 12,783 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 5,648 Downloads 9,479 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 4,986 Downloads 8,057 Views Citations
This article belongs to the Special Issue on Option Pricing Research
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 4,225 Downloads 5,580 Views Citations
Ordering of Unicyclic Graphs with Perfect Matchings by Minimal Matching Energies (Articles)

Jianming Zhu

Open Journal of Discrete Mathematics Vol.9 No.1，January 28, 2019

DOI: 10.4236/ojdm.2019.91004 891 Downloads 2,014 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 2,873 Downloads 3,926 Views Citations
Empirical Study on Overreaction and Underreaction in Chinese Stock Market Based on ANAR-TGARCH Model (Articles)

Yong Fang

Journal of Financial Risk Management Vol.2 No.4，October 31, 2013

DOI: 10.4236/jfrm.2013.24012 6,333 Downloads 11,048 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 2,970 Downloads 4,144 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 1,835 Downloads 2,886 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 2,791 Downloads 3,749 Views Citations
A General Class of Convexification Transformation for the Noninferior Frontier of a Multiobjective Program (Articles)

Tao Li, Yanjun Wang, Zhian Liang

American Journal of Operations Research Vol.3 No.3，May 23, 2013

DOI: 10.4236/ajor.2013.33036 3,780 Downloads 5,909 Views Citations
Influences of Cloud Computing on E-Commerce Businesses and Industry (Articles)

Danping Wang

Journal of Software Engineering and Applications Vol.6 No.6，June 19, 2013

DOI: 10.4236/jsea.2013.66039 14,870 Downloads 22,431 Views Citations
An Empirical Analysis of the Influence of Regional Subsidy on Enterprise Value (Articles)

Yue Qiao

American Journal of Industrial and Business Management Vol.5 No.7，July 23, 2015

DOI: 10.4236/ajibm.2015.57048 4,241 Downloads 5,090 Views Citations
Volatility Forecasting and Volatility Risk Premium (Articles)

Jingfei Cheng

Journal of Applied Mathematics and Physics Vol.3 No.1，January 28, 2015

DOI: 10.4236/jamp.2015.31014 6,803 Downloads 8,913 Views Citations
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting (Articles)

Baojun Bian, Xinfu Chen, Xudong Zeng

Journal of Mathematical Finance Vol.9 No.3，August 20, 2019

DOI: 10.4236/jmf.2019.93020 943 Downloads 2,398 Views Citations
This article belongs to the Special Issue on Financial Econometrics
On the Moral Characteristics in the Perspective of Caring Ethics (Articles)

Yajun Fang

Open Journal of Social Sciences Vol.8 No.9，September 16, 2020

DOI: 10.4236/jss.2020.89007 485 Downloads 2,244 Views Citations
The Teacher-Student Conflict and Its Educational Implications (Articles)

Yajun Fang

Open Journal of Social Sciences Vol.9 No.8，August 20, 2021

DOI: 10.4236/jss.2021.98024 776 Downloads 15,208 Views Citations
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 7,143 Downloads 10,664 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 3,132 Downloads 4,102 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 5,266 Downloads 6,756 Views Citations

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