Top Cited Articles
(407 articles with 3107 citations as of July 2024)

• Modeling Exchange Rate Volatility: Application of the GARCH and EGARCH Models, Journal of Mathematical Finance, Vol.7 No.1, 2017
• Manamba Epaphra
• Citations: 81 (Details)

• Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Nop Sopipan, Pairote Sattayatham, Bhusana Premanode
• Citations: 67 (Details)

• Nigerian Commercial Banks and Creative Accounting Practices, Journal of Mathematical Finance, Vol.4 No.2, 2014
• Beshiru Sanusi, Prince Famous Izedonmi
• Citations: 66 (Details)

• Price Jump Prediction in a Limit Order Book, Journal of Mathematical Finance, Vol.3 No.2, 2013
• Ban Zheng, Eric Moulines, Frédéric Abergel
• Citations: 65 (Details)

• Bankruptcy Prediction Using Machine Learning, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Nanxi Wang
• Citations: 61 (Details)

• An Empirical Evaluation in GARCH Volatility Modeling: Evidence from the Stockholm Stock Exchange, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Chaido Dritsaki
• Citations: 59 (Details)

• Foreign Direct Investment and Industrial Sector Performance: Assessing the Long-Run Implication on Economic Growth in Nigeria, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Emmanuel S. Akpan, Gamaliel O. Eweke
• Citations: 43 (Details)

• Predicting Equity Price with Corporate Action Events Using LSTM-RNN, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Shotaro Minami
• Citations: 41 (Details)

• Modeling the Frequency and Severity of Auto Insurance Claims Using Statistical Distributions, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Cyprian Ondieki Omari, Shalyne Gathoni Nyambura, Joan Martha Wairimu Mwangi
• Citations: 40 (Details)

• Financial Deepening and Bank Performance: A Case Study of Selected Commercial Banks in Nigeria, Journal of Mathematical Finance, Vol.7 No.3, 2017
• S. O. Olawumi, L. A. Lateef, E. O. Oladeji
• Citations: 38 (Details)

• Leverage and the Maturity Structure of Debt in Emerging Markets, Journal of Mathematical Finance, Vol.3 No.3A, 2013
• Cesario Mateus, Paulo Terra
• Citations: 38 (Details)

• Bitcoin Price Prediction Based on Deep Learning Methods, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Xiangxi Jiang
• Citations: 35 (Details)

• A Study on Numerical Solution of Black-Scholes Model, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Md. Nurul Anwar, Laek Sazzad Andallah
• Citations: 33 (Details)

• Weather Derivatives with Applications to Canadian Data, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Anatoliy Swishchuk, Kaijie Cui
• Citations: 30 (Details)

• A Comparison of VaR Estimation Procedures for Leptokurtic Equity Index Returns, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Malay Bhattacharyya, Siddarth Madhav R
• Citations: 29 (Details)

• Derivatives Pricing via Machine Learning, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Tingting Ye, Liangliang Zhang
• Citations: 29 (Details)

• Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Niloofar Ghorbani, Andrzej Korzeniowski
• Citations: 29 (Details)

• Risk Aggregation by Using Copulas in Internal Models, Journal of Mathematical Finance, Vol.1 No.3, 2011
• Tristan Nguyen, Robert Danilo Molinari
• Citations: 27 (Details)

• Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model, Journal of Mathematical Finance, Vol.4 No.1, 2014
• Ruili Hao, Yonghui Liu, Shoubai Wang
• Citations: 27 (Details)

• Empirical Analysis of Dynamic Linkages between China and International Stock Markets, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Thomas C. Chiang, Xiaoyu Chen
• Citations: 27 (Details)

• Partially Adaptive and Robust Estimation of Asset Models: Accommodating Skewness and Kurtosis in Returns, Journal of Mathematical Finance, Vol.7 No.1, 2017
• James B. McDonald, Richard A. Michelfelder
• Citations: 26 (Details)

• Analytical Hierarchy Process and Goal Programming Approach for Asset Allocation, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Komlan Sedzro, Arif Marouane, Tov Assogbavi
• Citations: 26 (Details)

• Modelling Volatility Dynamics of Cryptocurrencies Using GARCH Models, Journal of Mathematical Finance, Vol.9 No.4, 2019
• Anthony Ngunyi, Simon Mundia, Cyprian Omari
• Citations: 26 (Details)

• Application of Linear Programming in Optimizing Labour Scheduling, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Osama Yaseen M. Al-Rawi, Taniya Mukherjee
• Citations: 26 (Details)

• The Effect of Capital Structure on Profitability of Basic Materials Saudi Arabia Firms, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Alwalid Mohammad Saleh A. Hajisaaid
• Citations: 25 (Details)

• Optimal Portfolio Allocation among REITs, Stocks, and Long-Term Bonds: An Empirical Analysis of US Financial Markets, Journal of Mathematical Finance, Vol.4 No.2, 2014
• Rafiqul Bhuyan, James Kuhle, Nuriddin Ikromov, Charles Chiemeke
• Citations: 25 (Details)

• Put Options with Linear Investment for Hull-White Interest Rates, Journal of Mathematical Finance, Vol.11 No.1, 2021
• Andrzej Korzeniowski, Niloofar Ghorbani
• Citations: 24 (Details)

• Pricing and Hedging in Stochastic Volatility Regime Switching Models, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Stéphane Goutte
• Citations: 23 (Details)

• Design of Financial Market Regulations against Large Price Fluctuations Using by Artificial Market Simulations, Journal of Mathematical Finance, Vol.3 No.2A, 2013
• Takanobu Mizuta, Kiyoshi Izumi, Isao Yagi, Shinobu Yoshimura
• Citations: 23 (Details)

• Calculating First Moments and Confidence Intervals for Generalized Stochastic Dividend Discount Models, Journal of Mathematical Finance, Vol.3 No.2, 2013
• William J. Hurley
• Citations: 22 (Details)

• Variational Form of Classical Portfolio Strategy and Expected Wealth for a Defined Contributory, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Charles I. Nkeki, Chukwuma R. Nwozo
• Citations: 22 (Details)

• Pricing Options in Jump Diffusion Models Using Mellin Transforms, Journal of Mathematical Finance, Vol.3 No.3, 2013
• Robert Frontczak
• Citations: 22 (Details)

• An Optimal Assignment Schedule of Staff-Subject Allocation, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Suleiman Kabiru, Bello Malam Saidu, Abdullahi Zubairu Abdul, Uba Ahmad Ali
• Citations: 22 (Details)

• Using Conditional Extreme Value Theory to Estimate Value-at-Risk for Daily Currency Exchange Rates, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Cyprian O. Omari, Peter N. Mwita, Antony G. Waititu
• Citations: 22 (Details)

• Research on the Efficiency of Chinese Commercial Banks Based on Undesirable Output and Super-SBM DEA Model, Journal of Mathematical Finance, Vol.7 No.1, 2017
• Lujun Zhou, Shiyi Zhu
• Citations: 21 (Details)

• Forecasting Outlier Occurrence in Stock Market Time Series Based on Wavelet Transform and Adaptive ELM Algorithm, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Nargess Hosseinioun
• Citations: 21 (Details)

• How Intangible Dynamics Influence Firm Value, Journal of Mathematical Finance, Vol.3 No.2, 2013
• Nien-Su Shih
• Citations: 21 (Details)

• Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options, Journal of Mathematical Finance, Vol.3 No.4, 2013
• Qiang Zhao, Guo Liu, Guiding Gu
• Citations: 21 (Details)

• Adaptive Wave Models for Sophisticated Option Pricing, Journal of Mathematical Finance, Vol.1 No.3, 2011
• Vladimir G. Ivancevic
• Citations: 20 (Details)

• Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa
• Citations: 20 (Details)

• A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Wentao Zhou, Liuling Li
• Citations: 20 (Details)

• Factors Affecting Successful Equity Crowdfunding, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Ying Li, Hongduo Cao, Tengjuan Zhao
• Citations: 20 (Details)

• Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform, Journal of Mathematical Finance, Vol.6 No.2, 2016
• Sunday Emmanuel Fadugba, Chuma Raphael Nwozo
• Citations: 19 (Details)

• Causality between Non-Oil Export, Financial Sector Development and Economic Growth: Evidence from Nigeria, Journal of Mathematical Finance, Vol.7 No.1, 2017
• Emmanuel S. Akpan, Eleazar C. Nwosu, Gamaliel O. Eweke
• Citations: 18 (Details)

• Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model, Journal of Mathematical Finance, Vol.7 No.4, 2017
• K. N. C. Njoku, Bright O. Osu, Edikan E. Akpanibah, Rosemary N. Ujumadu
• Citations: 18 (Details)

• Physical versus Synthetic Exchange Traded Funds. Which One Replicates Better?, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Cesario Mateus, Yana Rahmani
• Citations: 18 (Details)

• Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model, Journal of Mathematical Finance, Vol.1 No.3, 2011
• Jaya Prakasah Narayan Bishwal
• Citations: 18 (Details)

• Risk-Sensitive Asset Management under a Wishart Autoregressive Factor Model, Journal of Mathematical Finance, Vol.3 No.1A, 2013
• Hiroaki Hata, Jun Sekine
• Citations: 18 (Details)

• Stochastic Volatility Jump-Diffusion Model for Option Pricing, Journal of Mathematical Finance, Vol.1 No.3, 2011
• Nonthiya Makate, Pairote Sattayatham
• Citations: 17 (Details)

• Legendre Approximation for Solving a Class of Nonlinear Optimal Control Problems, Journal of Mathematical Finance, Vol.1 No.1, 2011
• Emran Tohidi, Omid Reza Navid Samadi, Mohammad Hadi Farahi
• Citations: 17 (Details)

• Income Smoothing, Idiosyncratic Risk & CEO Turnover, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Xingguo Zhang
• Citations: 17 (Details)

• Forecasting Value-at-Risk of Financial Markets under the Global Pandemic of COVID-19 Using Conditional Extreme Value Theory, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Cyprian Omari, Simon Mundia, Immaculate Ngina
• Citations: 17 (Details)

• Hedging with Stock Index Options: A Mean-Extended Gini Approach, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Haim Shalit, Doron Greenberg
• Citations: 16 (Details)

• Recent Developments in Fuzzy Sets Approach in Option Pricing, Journal of Mathematical Finance, Vol.3 No.2, 2013
• Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran
• Citations: 15 (Details)

• Optimal Execution in Illiquid Market with the Absence of Price Manipulation, Journal of Mathematical Finance, Vol.5 No.1, 2015
• Seiya Kuno, Masamitsu Ohnishi
• Citations: 15 (Details)

• The Comparative History and Development of E-Commerce in China and the United States, Journal of Mathematical Finance, Vol.10 No.3, 2020
• Ruofan Shen
• Citations: 15 (Details)

• How Important Are Local Community Banks to Small Business Lending? Evidence from Mergers and Acquisitions, Journal of Mathematical Finance, Vol.12 No.2, 2022
• Julapa Jagtiani, Raman Quinn Maingi, Erik Dolson
• Citations: 15 (Details)

• Ownership Structure Impact on Dividend Policy of Listed Companies on Vietnamese Securities Market, Journal of Mathematical Finance, Vol.10 No.2, 2020
• Dang Trung Kien, Yi-Pei Chen
• Citations: 14 (Details)

• Execution and Block Trade Pricing with Optimal Constant Rate of Participation, Journal of Mathematical Finance, Vol.4 No.4, 2014
• Olivier Guéant
• Citations: 14 (Details)

• Modelling Stock Prices with Exponential Weighted Moving Average (EWMA), Journal of Mathematical Finance, Vol.6 No.1, 2016
• Adejumo Wahab Adewuyi
• Citations: 14 (Details)

• Predicting Risk/Return Performance Using Upper Partial Moment/Lower Partial Moment Metrics, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Fred Viole, David Nawrocki
• Citations: 14 (Details)

• Good Approximation of Exponential Utility Function for Optimal Futures Hedging, Journal of Mathematical Finance, Vol.6 No.3, 2016
• Xu Guo, Donald Lien, Wing-Keung Wong
• Citations: 14 (Details)

• On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry, Journal of Mathematical Finance, Vol.6 No.4, 2016
• Mauricio Contreras, Alejandro Llanquihuén, Marcelo Villena
• Citations: 14 (Details)

• CVA under Bates Model with Stochastic Default Intensity, Journal of Mathematical Finance, Vol.7 No.3, 2017
• Yaqin Feng
• Citations: 13 (Details)

• Currency Portfolio Risk Measurement with Generalized Autoregressive Conditional Heteroscedastic-Extreme Value Theory-Copula Model, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Cyprian O. Omari, Peter N. Mwita, Antony W. Gichuhi
• Citations: 13 (Details)

• Prediction of Stock Price Movement Using Continuous Time Models, Journal of Mathematical Finance, Vol.5 No.2, 2015
• Masimba E. Sonono, Hopolang P. Mashele
• Citations: 13 (Details)

• Further Results for General Financial Equilibrium Problems via Variational Inequalities, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Annamaria Barbagallo, Patrizia Daniele, Mariagrazia Lorino, Antonino Maugeri, Cristina Mirabella
• Citations: 13 (Details)

• Investment Reluctance in Supply Chains: An Agent-Based Real Options Approach, Journal of Mathematical Finance, Vol.3 No.2A, 2013
• Alfons Balmann, Karin Kataria, Oliver Musshoff
• Citations: 13 (Details)

• The Optimal Portfolio Model Based on Mean-CVaR, Journal of Mathematical Finance, Vol.1 No.3, 2011
• Xing Yu, Hongguo Sun, Guohua Chen
• Citations: 12 (Details)

• Smart Beta Portfolio Optimization, Journal of Mathematical Finance, Vol.5 No.2, 2015
• Saud AlMahdi
• Citations: 12 (Details)

• A New Range-Based Regime-Switching Dynamic Conditional Correlation Model for Minimum-Variance Hedging, Journal of Mathematical Finance, Vol.4 No.3, 2014
• Yi-Kai Su, Chun-Chou Wu
• Citations: 12 (Details)

• Evaluation of Geometric Asian Power Options under Fractional Brownian Motion, Journal of Mathematical Finance, Vol.4 No.1, 2014
• Zhijuan Mao, Zhian Liang
• Citations: 12 (Details)

• Estimating Realistic Implied Correlation Matrix from Option Prices, Journal of Mathematical Finance, Vol.3 No.4, 2013
• Kawee Numpacharoen, Nattachai Numpacharoen
• Citations: 12 (Details)

• Lexicon Creation for Financial Sentiment Analysis Using Network Embedding, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Ryo Ito, Kiyoshi Izumi, Hiroki Sakaji, Shintaro Suda
• Citations: 12 (Details)

• Fundamental Factor Models Using Machine Learning, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Seisuke Sugitomo, Shotaro Minami
• Citations: 12 (Details)

• Discriminant Analysis of Demand-Side Roadblocks to Financial Inclusion in Northern Ghana, Journal of Mathematical Finance, Vol.7 No.3, 2017
• Issahaku Yakubu, Romanus Dinye, Daniel Buor, Wahab A. Iddrisu
• Citations: 12 (Details)

• Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas
• Citations: 12 (Details)

• Counterparty Credit Risk in OTC Derivatives under Basel III, Journal of Mathematical Finance, Vol.7 No.1, 2017
• Mabelle Sayah
• Citations: 12 (Details)

• Statistical Arbitrage in S&P500, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Stefanos Drakos
• Citations: 12 (Details)

• Call and Put Option Pricing with Discrete Linear Investment Strategy, Journal of Mathematical Finance, Vol.12 No.1, 2022
• Niloofar Ghorbani, Andrzej Korzeniowski
• Citations: 12 (Details)

• On the Stochastic Dominance of Portfolio Insurance Strategies, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Hela Maalej, Jean-Luc Prigent
• Citations: 11 (Details)

• Burr Distribution as an Actuarial Risk Model and the Computation of Some of Its Actuarial Quantities Related to the Probability of Ruin, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Jagriti Das, Dilip C. Nath
• Citations: 11 (Details)

• A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Tommaso Pellegrino
• Citations: 11 (Details)

• Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Akos Horvath, Peter Medvegyev
• Citations: 11 (Details)

• The Stochastic Volatility Model, Regime Switching and Value-at-Risk (VaR) in International Equity Markets, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Ata Assaf
• Citations: 11 (Details)

• Systemic Risk in China’s Interbank Lending Market, Journal of Mathematical Finance, Vol.7 No.1, 2017
• Hongduo Cao, Ying Li, Weilong Chen, Ji Chen
• Citations: 11 (Details)

• A VAR Approach to Exchange Rate and Economic Growth in Nigeria, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Ukwuoma Chidi Okonkwo, Rosary N. Ujumadu, Bright O. Osu
• Citations: 11 (Details)

• Modeling Returns and Unconditional Variance in Risk Neutral World for Liquid and Illiquid Market, Journal of Mathematical Finance, Vol.5 No.1, 2015
• Ivivi Joseph Mwaniki
• Citations: 11 (Details)

• Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Charles I. Nkeki
• Citations: 11 (Details)

• Ethical Investment and Portfolio Theory: Using Factor Analysis to Select a Portfolio, Journal of Mathematical Finance, Vol.3 No.1A, 2013
• John Simister, Richard Whittle
• Citations: 10 (Details)

• On Value Premium, Part II: The Explanations, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Chi F. Ling, Simon G. M. Koo
• Citations: 10 (Details)

• The Distribution of Returns, Journal of Mathematical Finance, Vol.7 No.3, 2017
• David E. Harris
• Citations: 10 (Details)

• Commercial Bank Ownership Structure and Risk Preference, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Haoxuan Zhong
• Citations: 10 (Details)

• Optimal Off-Exchange Execution with Closing Price, Journal of Mathematical Finance, Vol.7 No.1, 2017
• Seiya Kuno, Masamitsu Ohnishi, Peilu Shimizu
• Citations: 10 (Details)

• Determining Optimal Portfolio in a Three-Asset Portfolio Mix in Nigeria, Journal of Mathematical Finance, Vol.6 No.4, 2016
• Amenawo I. Offiong, Hodo B. Riman, Eyoanwan E. Eyo
• Citations: 10 (Details)

• Forecasting Density Function: Application in Finance, Journal of Mathematical Finance, Vol.5 No.5, 2015
• Rituparna Sen, Changie Ma
• Citations: 10 (Details)

• Foreign Direct Investment and Manufacturing Sector in Sierra Leone: A Vector Auto-Regression Analysis Approach, Journal of Mathematical Finance, Vol.11 No.4, 2021
• Ezekiel K. Duramany-Lakkoh, Mohamed Sajor Jalloh, Abubakarr Jalloh
• Citations: 10 (Details)

• Optimal Investment and Risk Control Strategies for an Insurance Fund in Stochastic Framework, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Patrick Kandege Mwanakatwe, Xiaoguang Wang, Yue Su
• Citations: 10 (Details)

• Forecasting the Impact of Information Security Breaches on Stock Market Returns and VaR Backtest, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Ilaria Colivicchi, Riccardo Vignaroli
• Citations: 9 (Details)

• Time Series Forecasting Models for S&P 500 Financial Turbulence, Journal of Mathematical Finance, Vol.13 No.1, 2023
• Hugo Gobato Souto
• Citations: 9 (Details)

• Valuation of Game Option Bonds under the Generalized Ho-Lee Model: A Stochastic Game Approach, Journal of Mathematical Finance, Vol.5 No.4, 2015
• Natsumi Ochiai, Masamitsu Ohnishi
• Citations: 9 (Details)

• Extended Correlations in Finance, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Mark Burgin, Gunter Meissner
• Citations: 9 (Details)

• Two Optimization Problems of a Continuous-in-Time Financial Model, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Emmanuel Frénod, Pierre Ménard, Mohamad Safa
• Citations: 9 (Details)

• Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market, Journal of Mathematical Finance, Vol.8 No.4, 2018
• Thomas Chinwe Urama, Patrick Oseloka Ezepue
• Citations: 9 (Details)

• Interest Rate Models, Journal of Mathematical Finance, Vol.2 No.2, 2012
• Alex Paseka, Theodoro Koulis, Aerambamoorthy Thavaneswaran
• Citations: 9 (Details)

• Dynamics and Controllability of Financial Derivatives: Towards Stabilization the Global Financial Systems Crisis, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Murad Shibli
• Citations: 9 (Details)

• Price Forecasting and Analysis of Exchange Traded Fund, Journal of Mathematical Finance, Vol.3 No.1A, 2013
• Ramesh Bollapragada, Igor Savin, Laoucine Kerbache
• Citations: 9 (Details)

• A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method, Journal of Mathematical Finance, Vol.4 No.3, 2014
• Chi-Fai Lo
• Citations: 9 (Details)

• Continuous-Time Mean-Variance Portfolio Selection with Partial Information, Journal of Mathematical Finance, Vol.4 No.5, 2014
• Wan-Kai Pang, Yuan-Hua Ni, Xun Li, Ka-Fai Cedric Yiu
• Citations: 8 (Details)

• Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields, Journal of Mathematical Finance, Vol.5 No.3, 2015
• Sunday Emmanuel Fadugba, Chuma Raphael Nwozo
• Citations: 8 (Details)

• Catastrophe Risk Derivatives: A New Approach, Journal of Mathematical Finance, Vol.4 No.1, 2014
• Mehdi Bekralas Abdessalem, Masamitsu Ohnishi
• Citations: 8 (Details)

• Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis, Journal of Mathematical Finance, Vol.4 No.3, 2014
• John-Peter D. Chateau
• Citations: 8 (Details)

• Risk Measures and Nonlinear Expectations, Journal of Mathematical Finance, Vol.3 No.3, 2013
• Zengjing Chen, Kun He, Reg Kulperger
• Citations: 8 (Details)

• Stochastic Control for Asset Management, Journal of Mathematical Finance, Vol.3 No.1, 2013
• James J. Kung, Wing-Keung Wong, E-Ching Wu
• Citations: 8 (Details)

• On Value Premium, Part I: The Existence, Journal of Mathematical Finance, Vol.1 No.3, 2011
• Chi Fung Ling, Simon Gar Man Koo
• Citations: 8 (Details)

• From Normal vs Skew-Normal Portfolios: FSD and SSD Rules, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Francesco Blasi, Sergio Scarlatti
• Citations: 8 (Details)

• Measuring Black Swans in Financial Markets, Journal of Mathematical Finance, Vol.8 No.1, 2018
• J. T. Manhire
• Citations: 8 (Details)

• The Effects of Long Memory in Price Volatility of Inventories Pledged on Portfolio Optimization of Supply Chain Finance, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Juan He, Jian Wang, Xianglin Jiang
• Citations: 8 (Details)

• Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods, Journal of Mathematical Finance, Vol.6 No.4, 2016
• Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena
• Citations: 8 (Details)

• Gerber Shiu Function of Markov Modulated Delayed By-Claim Type Risk Model with Random Incomes, Journal of Mathematical Finance, Vol.6 No.4, 2016
• G. Shija, M. J. Jacob
• Citations: 8 (Details)

• Financial Time Series Modelling of Trends and Patterns in the Energy Markets, Journal of Mathematical Finance, Vol.6 No.2, 2016
• Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki
• Citations: 7 (Details)

• Regime-Switching Model on Hourly Electricity Spot Price Dynamics, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Samuel Asante Gyamerah, Philip Ngare
• Citations: 7 (Details)

• The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps, Journal of Mathematical Finance, Vol.9 No.1, 2019
• Kevin Z. Tong, Dongping Hou, Jianhua Guan
• Citations: 7 (Details)

• The Stability of Banking System Based on Network Structure: An Overview, Journal of Mathematical Finance, Vol.8 No.3, 2018
• Qianqian Gao, Hong Fan, Jiwei Shen
• Citations: 7 (Details)

• The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng
• Citations: 7 (Details)

• The Mean-Variance Model Revisited with a Cash Account, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Chonghui Jiang, Yongkai Ma, Yunbi An
• Citations: 7 (Details)

• CreditGrades Framework within Stochastic Covariance Models, Journal of Mathematical Finance, Vol.2 No.4, 2012
• Marcos Escobar, Hamidreza Arian, Luis Seco
• Citations: 7 (Details)

• Uses and Misuses of the Black-Litterman Model in Portfolio Construction, Journal of Mathematical Finance, Vol.3 No.1A, 2013
• Ludwig B. Chincarini, Daehwan Kim
• Citations: 7 (Details)

• A Simple Method to Price Window Reset Options, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Yi-Long Hsiao
• Citations: 7 (Details)

• Bayesian Estimation of Non-Gaussian Stochastic Volatility Models, Journal of Mathematical Finance, Vol.4 No.2, 2014
• Asma Graja Elabed, Afif Masmoudi
• Citations: 7 (Details)

• On Two Transform Methods for the Valuation of Contingent Claims, Journal of Mathematical Finance, Vol.5 No.2, 2015
• Chuma Raphael Nwozo, Sunday Emmanuel Fadugba
• Citations: 7 (Details)

• Implied Idiosyncratic Volatility and Stock Return Predictability, Journal of Mathematical Finance, Vol.4 No.5, 2014
• Cesario Mateus, Worawuth Konsilp
• Citations: 7 (Details)

• Pricing Cyber Security Insurance, Journal of Mathematical Finance, Vol.12 No.1, 2022
• Zhaoxin Lin, Travis R. A. Sapp, Rahul Parsa, Jackie Rees Ulmer, Chengxin Cao
• Citations: 7 (Details)

• Bank Portfolio Management under Credit Market Imperfections, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Indrajit Mallick
• Citations: 7 (Details)

• Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics, Journal of Mathematical Finance, Vol.9 No.2, 2019
• Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar
• Citations: 7 (Details)

• The Predictive Performance of Extreme Value Analysis Based-Models in Forecasting the Volatility of Cryptocurrencies, Journal of Mathematical Finance, Vol.11 No.3, 2021
• Cyprian Omari, Anthony Ngunyi
• Citations: 7 (Details)

• Financial Performance of Banks in Botswana, Journal of Mathematical Finance, Vol.11 No.3, 2021
• Hassan Kablay, Victor Gumbo
• Citations: 6 (Details)

• A General Framework of Derivatives Pricing, Journal of Mathematical Finance, Vol.10 No.2, 2020
• Liangliang Zhang
• Citations: 6 (Details)

• Capital Market Liberalization: Effect of Foreign Investors on Saudi Stock Market Performance, Journal of Mathematical Finance, Vol.10 No.2, 2020
• Abeer Faleh H. Almutiri
• Citations: 6 (Details)

• Portfolio Mathematics with General Linear and Quadratic Constraints, Journal of Mathematical Finance, Vol.9 No.4, 2019
• David L. Stowe
• Citations: 6 (Details)

• A Clustering Method to Solve Backward Stochastic Differential Equations with Jumps, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Liangliang Zhang
• Citations: 6 (Details)

• On the Application of Generalized Beta-G Family of Distributions to Prices of Cereals, Journal of Mathematical Finance, Vol.11 No.4, 2021
• Rasaki Olawale Olanrewaju
• Citations: 6 (Details)

• An Empirical Examination of the Impact of Exchange Rate Fluctuation on Economic Growth in Sierra Leone, Journal of Mathematical Finance, Vol.13 No.1, 2023
• Philip Sulaiman Koroma, Abubakarr Jalloh, Andrew Squire
• Citations: 6 (Details)

• A Mathematical Approach to a Stocks Portfolio Selection: The Case of Uganda Securities Exchange (USE), Journal of Mathematical Finance, Vol.3 No.4, 2013
• Fredrick Mayanja, Sure Mataramvura, Wilson Mahera Charles
• Citations: 6 (Details)

• The Effects of Systemic Risk on the Allocation between Value and Growth Portfolios, Journal of Mathematical Finance, Vol.3 No.1A, 2013
• Gabriel Penagos, Gonzalo Rubio
• Citations: 6 (Details)

• The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option, Journal of Mathematical Finance, Vol.2 No.4, 2012
• Sure Mataramvura
• Citations: 6 (Details)

• Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
• Citations: 6 (Details)

• Portfolio Size in Stochastic Portfolio Networks Using Digital Portfolio Theory, Journal of Mathematical Finance, Vol.3 No.2, 2013
• C. Kenneth Jones
• Citations: 6 (Details)

• Portfolio Optimization under Threshold Accepting: Further Evidence from a Frontier Market, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Josephine M. Masese, Ferdinand Othieno, Carolyn Njenga
• Citations: 6 (Details)

• Computation of Greeks Using Binomial Tree, Journal of Mathematical Finance, Vol.7 No.3, 2017
• Yoshifumi Muroi, Shintaro Suda
• Citations: 6 (Details)

• Optimal Reciprocal Reinsurance under GlueVaR Distortion Risk Measures, Journal of Mathematical Finance, Vol.9 No.1, 2019
• Yuxia Huang, Chuancun Yin
• Citations: 6 (Details)

• Critical Re-Examinations on the Relationships among Capital Structure, Costs of Capital, and Firm Value, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Chengho Hsieh, Tibor Szarvas
• Citations: 6 (Details)

• Attenuated Model of Pricing Credit Default Swap under the Fractional Brownian Motion Environment, Journal of Mathematical Finance, Vol.6 No.2, 2016
• Wenjing Gu, Yinglin Liu, Ruili Hao
• Citations: 6 (Details)

• Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options, Journal of Mathematical Finance, Vol.6 No.3, 2016
• Armin Müller
• Citations: 6 (Details)

• On Steady Dividend Payment under Functional Mean Reversion Speed, Journal of Mathematical Finance, Vol.6 No.3, 2016
• Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye
• Citations: 6 (Details)

• Predictive Analytics on CSI 300 Index Based on ARIMA and RBF-ANN Combined Model, Journal of Mathematical Finance, Vol.5 No.4, 2015
• Lyuxun Yang, Xi Cheng
• Citations: 6 (Details)

• Liquidity Management at the Zero Lower Bound and an Era of Activism in Central Banking, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Bodo Herzog
• Citations: 5 (Details)

• Uncertain Volatility Derivative Model Based on the Polynomial Chaos, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Stefanos Drakos
• Citations: 5 (Details)

• The Economics of XVA Trading, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Peter J. Zeitsch
• Citations: 5 (Details)

• The Impact of Electronic Banking on the Credit Risk of Commercial Banks
  —An Empirical Study Based on KMV Model, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Zheng Zhao, Yue Lan, Xiaoyu Wu
• Citations: 5 (Details)

• Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model, Journal of Mathematical Finance, Vol.8 No.4, 2018
• Chidi U. Okonkwo, Bright O. Osu, Silas A. Ihedioha, Chigozie Chibuisi
• Citations: 5 (Details)

• Projection Methods and the Curse of Dimensionality, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Burkhard Heer, Alfred Maußner
• Citations: 5 (Details)

• From Power Curves to Discriminative Power: Measuring Model Performance of LGD Models, Journal of Mathematical Finance, Vol.7 No.3, 2017
• Robert Frontczak, Michael Jaeger, Bernd Schumacher
• Citations: 5 (Details)

• Dynamic Conditional Correlation between Electricity, Energy (Commodity) and Financial Markets during the Financial Crisis in Greece, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Panagiotis G. Papaioannou, George P. Papaioannou, Akylas Stratigakos, Christos Dikaiakos
• Citations: 5 (Details)

• Extended Model of Stock Price Behaviour, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Nico Koning, Daniel T. Cassidy, Rachid Ouyed
• Citations: 5 (Details)

• Absolute Adviser or Stochastic Model of Trade on the “Heavy Tails” of Distributions, Journal of Mathematical Finance, Vol.3 No.2, 2013
• Alexey M. Avdeenko
• Citations: 5 (Details)

• Inference for Interest Rate Models Using Milstein’s Approximation, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Theodoro Koulis, Aera Thavaneswaran
• Citations: 5 (Details)

• European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates, Journal of Mathematical Finance, Vol.1 No.3, 2011
• Sarisa Pinkham, Pairote Sattayatham
• Citations: 5 (Details)

• Asset Pricing with Stochastic Habit Formation, Journal of Mathematical Finance, Vol.2 No.2, 2012
• Masao Nakagawa
• Citations: 5 (Details)

• A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Stafford Johnson, Amit Sen, Brian Balyeat
• Citations: 5 (Details)

• A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques, Journal of Mathematical Finance, Vol.2 No.2, 2012
• Farshid Mehrdoust, Kianoush Fathi Vajargah
• Citations: 5 (Details)

• Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model, Journal of Mathematical Finance, Vol.2 No.3, 2012
• Samuel Y. M. Ze-To
• Citations: 5 (Details)

• Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach, Journal of Mathematical Finance, Vol.2 No.3, 2012
• Jau-Lian Jeng, Qingfeng Wilson Liu
• Citations: 5 (Details)

• Optimal Investment and Proportional Reinsurance with Risk Constraint, Journal of Mathematical Finance, Vol.3 No.4, 2013
• Jingzhen Liu, Ka Fai Cedric Yiu, Ryan C. Loxton, Kok Lay Teo
• Citations: 5 (Details)

• Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance, Journal of Mathematical Finance, Vol.4 No.2, 2014
• Erik Bølviken, Frank Proske, Mark Rubtsov
• Citations: 5 (Details)

• Assessing the Risks of Trading Strategies Using Acceptability Indices, Journal of Mathematical Finance, Vol.3 No.4, 2013
• Masimba E. Sonono, Hopolang P. Mashele
• Citations: 5 (Details)

• A Contingent Claim Approach to Bank Valuation, Journal of Mathematical Finance, Vol.4 No.4, 2014
• Enahoro Alfred Owoloko, Nicholas Amienwan Omoregbe, Michael Akindele Okedoye
• Citations: 5 (Details)

• Approximation for Convenience Yield with Mean-Reverting Commodity Price, Journal of Mathematical Finance, Vol.5 No.3, 2015
• Qiang Zhao, Guiding Gu
• Citations: 5 (Details)

• The Role of Collateral in Credit Markets, Journal of Mathematical Finance, Vol.5 No.4, 2015
• Joseph Atta-Mensah
• Citations: 5 (Details)

• The Relationship Structure of Global Exchange Rate Based on Network Analysis, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Hongduo Cao, Zerui Guo, Ying Li, Zhouzhou Ran
• Citations: 5 (Details)

• The Impact of Cost Reduction on Price Matching Strategy in the Presence of Hybrid Consumers, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Xinlan Ye, Zhenzhong Guan, Miao Ouyang
• Citations: 5 (Details)

• Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Baojun Bian, Xinfu Chen, Xudong Zeng
• Citations: 5 (Details)

• Modeling Exchange Rate Volatility Dynamics of the Great Britain Pound to Ethiopian Birr Using the Semi-Parametric Non-Linear Fuzzy-EGARCH-ANN Model, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Geleta T. Mohammed, Jane A. Aduda, Ananda O. Kube
• Citations: 5 (Details)

• Influence Functions for Risk and Performance Estimators, Journal of Mathematical Finance, Vol.11 No.1, 2021
• Shengyu Zhang, R. Douglas Martin, Anthony A. Christidis
• Citations: 5 (Details)

• Decision and Coordination in the Dual-Channel Supply Chain Considering the Risk-Averse and Customer Returns, Journal of Mathematical Finance, Vol.11 No.1, 2021
• Aifeng Zhang, Jianbiao Ren, Zhenzhong Guan, Usman Farooq
• Citations: 4 (Details)

• Application of Generalized Geometric Itô-Lévy Process to Investment-Consumption-Insurance Optimization Problem under Inflation Risk, Journal of Mathematical Finance, Vol.11 No.2, 2021
• Obonye Doctor
• Citations: 4 (Details)

• Empirical Research on the Impact of Real Estate on Economic Development, Journal of Mathematical Finance, Vol.11 No.2, 2021
• Shichang Shen
• Citations: 4 (Details)

• An Empirical Analysis of the Total Retail Sales of Consumer Goods by Using Time Series Model, Journal of Mathematical Finance, Vol.9 No.2, 2019
• Shichang Shen, Xiaoyi Dong
• Citations: 4 (Details)

• Agricultural Risk Pricing in Senegal, Journal of Mathematical Finance, Vol.9 No.2, 2019
• Allé Nar Diop
• Citations: 4 (Details)

• Application of G-Brown Motion in the Stock Price, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Chuankang Chai
• Citations: 4 (Details)

• The British Binary Option, Journal of Mathematical Finance, Vol.9 No.4, 2019
• Min Gao
• Citations: 4 (Details)

• Stochastic Analysis on Optimal Portfolio Selection for DC Pension Plan with Stochastic Interest and Inflation Rate, Journal of Mathematical Finance, Vol.11 No.4, 2021
• Kenneth Tiro, Othusitse Basimanebotlhe, Elias R. Offen
• Citations: 4 (Details)

• Pricing Exotic Derivatives for Cryptocurrency Assets—A Monte Carlo Perspective, Journal of Mathematical Finance, Vol.11 No.4, 2021
• Mesias Alfeus, Shiam Kannan
• Citations: 4 (Details)

• Multi-Name Extension to the Credit Grades and an Efficient Monte Carlo Method, Journal of Mathematical Finance, Vol.4 No.3, 2014
• Hideyuki Takada
• Citations: 4 (Details)

• Corporate Financing, Taxation, and Tobin’s q: Evidence from Japanese Firms and Industries, Journal of Mathematical Finance, Vol.3 No.3A, 2013
• Keiichi Kubota, Susumu Saito, Hitoshi Takehara
• Citations: 4 (Details)

• An Empirical Study of Option Prices under the Hybrid Brownian Motion Model, Journal of Mathematical Finance, Vol.3 No.2, 2013
• Hideki Iwaki, Lei Luo
• Citations: 4 (Details)

• H∞-Optimal Control for Robust Financial Asset and Input Purchasing Decisions, Journal of Mathematical Finance, Vol.3 No.3, 2013
• David Hudgins, Joon Na
• Citations: 4 (Details)

• Is the Driving Force of a Continuous Process a Brownian Motion or Fractional Brownian Motion?, Journal of Mathematical Finance, Vol.3 No.4, 2013
• Xinbing Kong, Bingyi Jing, Cuixia Li
• Citations: 4 (Details)

• Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework, Journal of Mathematical Finance, Vol.4 No.1, 2014
• B. F. Nteumagné, E. Pindza, E. Maré
• Citations: 4 (Details)

• Multidimensional Time Series Analysis of Financial Markets Based on the Complex Network Approach, Journal of Mathematical Finance, Vol.7 No.3, 2017
• Ying Li, Donghui Yang, Xiaobin Li
• Citations: 4 (Details)

• Portfolio Optimization Problem with Delay under Cox-Ingersoll-Ross Model, Journal of Mathematical Finance, Vol.7 No.3, 2017
• Chunxiang A, Yi Shao
• Citations: 4 (Details)

• Risk-Neutral Pricing of European Call Options: A Specious Concept, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Daniel T. Cassidy
• Citations: 4 (Details)

• Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Albina Orlando, Gary Parker
• Citations: 4 (Details)

• The Valuation of Corruption, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Joseph Atta-Mensah
• Citations: 4 (Details)

• Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management, Journal of Mathematical Finance, Vol.6 No.4, 2016
• Travis R. A. Sapp
• Citations: 4 (Details)

• A Comparison Study of ADI and LOD Methods on Option Pricing Models, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Neda Bagheri, Hassan Karnameh Haghighi
• Citations: 4 (Details)

• Modeling of Insurance Data through Two Heavy Tailed Distributions: Computations of Some of Their Actuarial Quantities through Simulation from Their Equilibrium Distributions and the Use of Their Convolutions, Journal of Mathematical Finance, Vol.6 No.3, 2016
• Dilip C. Nath, Jagriti Das
• Citations: 4 (Details)

• LPM Density Functions for the Computation of the SD Efficient Set, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Fred Viole, David Nawrocki
• Citations: 3 (Details)

• Investment in Hydrogen Engine Must Be Ended with Failure, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Tianquan Yun
• Citations: 3 (Details)

• Markov-Dependent Risk Model with Multi-Layer Dividend Strategy and Investment Interest under Absolute Ruin, Journal of Mathematical Finance, Vol.6 No.2, 2016
• Bangling Li, Shixia Ma
• Citations: 3 (Details)

• Poverty, Climate Change and Weather-Indexed Bonds, Journal of Mathematical Finance, Vol.6 No.2, 2016
• Joseph Atta-Mensah
• Citations: 3 (Details)

• Simulation of Leveraged ETF Volatility Using Nonparametric Density Estimation, Journal of Mathematical Finance, Vol.5 No.5, 2015
• Matthew Ginley, David W. Scott, Katherine E. Ensor
• Citations: 3 (Details)

• Efficient Density Estimation and Value at Risk Using Fejér-Type Kernel Functions, Journal of Mathematical Finance, Vol.5 No.5, 2015
• Olga Kosta, Natalia Stepanova
• Citations: 3 (Details)

• Measuring Risk-Adjusted Performance and Product Attractiveness of a Life Annuity Portfolio, Journal of Mathematical Finance, Vol.7 No.1, 2017
• Emilia Di Lorenzo, Albina Orlando, Marilena Sibillo
• Citations: 3 (Details)

• A Brief Analysis of Financial Support to Chinese Cultural Industry Development, Journal of Mathematical Finance, Vol.7 No.1, 2017
• Hong Xiao
• Citations: 3 (Details)

• Conditioning the Information in Portfolio Optimization, Journal of Mathematical Finance, Vol.6 No.4, 2016
• Carlo Sala, Giovanni Barone Adesi
• Citations: 3 (Details)

• The Detection and Empirical Study of Variance Change Points on Housing Prices
  —Taking Wuhan City Commodity Prices as an Example, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Huihui Shen
• Citations: 3 (Details)

• Research on the Portfolio Optimization Model under Quantitative Constraint Based on Genetic Algorithm, Journal of Mathematical Finance, Vol.6 No.4, 2016
• Shunquan Zhu
• Citations: 3 (Details)

• A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Raj Jagannathan
• Citations: 3 (Details)

• Consistency of the Model Order Change-Point Estimator for GARCH Models, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Irene W. Irungu, Peter N. Mwita, Antony G. Waititu
• Citations: 3 (Details)

• Asymptotic Analysis for Spectral Risk Measures Parameterized by Confidence Level, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Takashi Kato
• Citations: 3 (Details)

• Which Firm Characteristics Affect Foreign Analyst Coverage? Evidence from the Taiwan Stock Market, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Lie-Huey Wang
• Citations: 3 (Details)

• Optimization of Cash Management Fluctuation through Stochastic Processes, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Youssef M. Dib, Najat Kmeid, Hanna Greige, Youssef N. Raffoul
• Citations: 3 (Details)

• Limit Theory of Model Order Change-Point Estimator for GARCH Models, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Irene W. Irungu, Peter N. Mwita, Antony G. Waititu
• Citations: 3 (Details)

• A Cost of Carry-Based Framework for the Bitcoin Futures Price Modeling, Journal of Mathematical Finance, Vol.9 No.1, 2019
• Yu-Min Lian, Chi-Hung Cheng, Shih-Hsun Lin, Jui-Hsuan Lin
• Citations: 3 (Details)

• Study on the Systemic Risk of China’s Stock Markets under Risk-Neutral Conditions, Journal of Mathematical Finance, Vol.9 No.1, 2019
• Shibo Dai, Handong Li
• Citations: 3 (Details)

• Jumps in High-Frequency Data on the Chinese Stock Market, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Ying Li, Tengfei Jiang
• Citations: 3 (Details)

• Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Patrick Kuok Kun
• Citations: 3 (Details)

• Effect of an Excess of Loss Reinsurance on Upper Bounds of Ruin Probabilities, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Nguyen Quang Chung
• Citations: 3 (Details)

• Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy, Journal of Mathematical Finance, Vol.4 No.2, 2014
• Miwaka Yamashita
• Citations: 3 (Details)

• On the Order Form of the Fundamental Theorems of Asset Pricing, Journal of Mathematical Finance, Vol.4 No.4, 2014
• Christos E. Kountzakis
• Citations: 3 (Details)

• The Project Valuation with Abandonment and Reset Investment Proportion Applying Real Option Method, Journal of Mathematical Finance, Vol.4 No.5, 2014
• Yi-Long Hsiao, Li-Ling Chen
• Citations: 3 (Details)

• Entrepreneurship Dynamics under Time Inconsistent Preferences, Journal of Mathematical Finance, Vol.5 No.1, 2015
• Yang Liu, Jinqiang Yang
• Citations: 3 (Details)

• Construction of Nominal Yield Curve for Nairobi Securities Exchange: An Improvement on Monotone Preserving r(t)t Interpolation Method, Journal of Mathematical Finance, Vol.5 No.4, 2015
• Lucy Muthoni, Silas Onyango, Omolo Ongati
• Citations: 3 (Details)

• On a New Index Aimed at Comparing Risks, Journal of Mathematical Finance, Vol.5 No.2, 2015
• Marina Resta, Maria Erminia Marina
• Citations: 3 (Details)

• Duopolistic Competition and Capacity Choice with Jump-Diffusion Process, Journal of Mathematical Finance, Vol.5 No.2, 2015
• Danmei Chen
• Citations: 3 (Details)

• Explaining the Financial Instability Hypothesis with Endogenous Investment: A Nonlinear Model Predictive Control Approach, Journal of Mathematical Finance, Vol.5 No.2, 2015
• Terence Tai-Leung Chong, Richard J. Cebula, Fangping Peng, Maggie Foley
• Citations: 3 (Details)

• Partial Hedging Using Malliavin Calculus, Journal of Mathematical Finance, Vol.2 No.3, 2012
• Lan Ma Nygren, Peter Lakner
• Citations: 3 (Details)

• The Distribution of the Value of the Firm and Stochastic Interest Rates, Journal of Mathematical Finance, Vol.2 No.1, 2012
• S. Lakshmivarahan, Shengguang Qian, Duane Stock
• Citations: 3 (Details)

• A Comparison of Minimum Risk Portfolios under the Credit Crunch Crisis, Journal of Mathematical Finance, Vol.1 No.2, 2011
• Theodoros Mavralexakis, Konstantinos Kiriakopoulos, George Kaimakamis, Alexandros Koulis
• Citations: 3 (Details)

• VaR-Optimal Risk Management in Regime-Switching Jump-Diffusion Models, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Alessandro Ramponi
• Citations: 3 (Details)

• Some Properties for the American Option-Pricing Model, Journal of Mathematical Finance, Vol.2 No.3, 2012
• Hong-Ming Yin
• Citations: 3 (Details)

• Mixed Band Control of Mutual Proportional Reinsurance, Journal of Mathematical Finance, Vol.3 No.2, 2013
• Michael Taksar, John Liu, Jiguang Yuan
• Citations: 3 (Details)

• Ex Post Efficient Set Mathematics, Journal of Mathematical Finance, Vol.3 No.1A, 2013
• Christopher Adcock
• Citations: 3 (Details)

• Ownership Structure and Stock Liquidity: A Taiwan Study, Journal of Mathematical Finance, Vol.12 No.2, 2022
• Lie-Huey Wang
• Citations: 3 (Details)

• Swaption Pricing under Libor Market Model Using Monte-Carlo Method with Simulated Annealing Optimization, Journal of Mathematical Finance, Vol.12 No.2, 2022
• Kennedy Munene Ondieki
• Citations: 3 (Details)

• Distribution Analysis of S&P 500 Financial Turbulence, Journal of Mathematical Finance, Vol.13 No.1, 2023
• Hugo Gobato Souto
• Citations: 3 (Details)

• Study on Loan Pricing Model of Commercial Banks Based on Artificial Neural Network, Journal of Mathematical Finance, Vol.9 No.4, 2019
• Ming Zhang, Xinghua Liu, Yi Liu
• Citations: 3 (Details)

• The Driving Factors of China’s Housing Prices Pre- and after 2012, Journal of Mathematical Finance, Vol.11 No.2, 2021
• Haishan Li, Ting Pan, Qianqian Tang, Zhengxun Tan
• Citations: 3 (Details)

• Spatio-Temporal Dynamics of the Spatial AK Model with Trade Costs, Journal of Mathematical Finance, Vol.11 No.3, 2021
• Hanlei Hu, Shaoyong Lai
• Citations: 3 (Details)

• Exponential GARCH Model with Exogenous Covariate for South Sudanese Pounds—USD Exchange Rate Volatility: On the Effects of Conflict on Volatility, Journal of Mathematical Finance, Vol.11 No.3, 2021
• Abui Peter Kur, Oscar Ngesa, Rachel Sarguta
• Citations: 3 (Details)

• Transition of the Feldstein-Horioka Puzzle, Journal of Mathematical Finance, Vol.11 No.1, 2021
• Isamu Ginama, Kazuhiko Hayakawa, Takahiro Kanmei
• Citations: 3 (Details)

• Topology Data Analysis Using Mean Persistence Landscapes in Financial Crashes, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Alejandro Aguilar, Katherine Ensor
• Citations: 3 (Details)

• Identifying House Price Booms, Bubbles and Busts: A Disequilibrium Analysis from Chaos Theory, Journal of Mathematical Finance, Vol.10 No.3, 2020
• Gerald A. Hanweck
• Citations: 3 (Details)

• Statistical Arbitrage Strategy in Multi-Asset Market Using Time Series Analysis, Journal of Mathematical Finance, Vol.10 No.2, 2020
• Takahiro Imai, Kei Nakagawa
• Citations: 3 (Details)

• Discussion on the Effectiveness of the Copula-GARCH Method to Detect Risk of a Portfolio Containing Bitcoin, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Ting-Yu Chen, Leh-Chyan So
• Citations: 2 (Details)

• Asset Allocation Strategy with Non-Hierarchical Clustering Risk Parity Portfolio, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Kei Nakagawa, Takanobu Kawahara, Akio Ito
• Citations: 2 (Details)

• The Impact of Corporate Social Network on Innovation: A Mediation Analysis of Agency Costs and Financial Constraints, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Gejian Feng, Jianqiong Wang
• Citations: 2 (Details)

• Analysis of Stock-Shareholder Associated Network Based on Complex Network, Journal of Mathematical Finance, Vol.11 No.1, 2021
• Haopeng Tong, Zhen Jia, Min Zhang, Jinzhi Qi
• Citations: 2 (Details)

• Evaluating Energy Forward Dynamics Modeled as a Subordinated Hilbert-Space Linear Functional, Journal of Mathematical Finance, Vol.10 No.3, 2020
• Victor Alexander Okhuese, Jane Akinyi Aduda, Joseph Mung’atu
• Citations: 2 (Details)

• Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility, Journal of Mathematical Finance, Vol.11 No.2, 2021
• Ndeye Fatou Sene, Mamadou Abdoulaye Konte, Jane Aduda
• Citations: 2 (Details)

• Alternative Financing Instruments for African Economies, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Jane Mpapalika
• Citations: 2 (Details)

• Pricing and Capability Planning of the Referral System Considering Medical Quality and Delay-Sensitive Patients—Based on the Chinese Medical System, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Zhenzhong Guan, Hezhi Chen, Na Zhao, Aifeng Zhang
• Citations: 2 (Details)

• Analyzing China’s Term Structure of Interest Rates Using VAR and Nelson-Siegel Model, Journal of Mathematical Finance, Vol.10 No.2, 2020
• Minjie Ding
• Citations: 2 (Details)

• The Barrier Binary Options, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Min Gao, Zhenfeng Wei
• Citations: 2 (Details)

• Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Tommaso Pellegrino
• Citations: 2 (Details)

• Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Philip Ajibola Bankole, Olabisi O. Ugbebor
• Citations: 2 (Details)

• A General Framework of Optimal Investment, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Liangliang Zhang
• Citations: 2 (Details)

• How Would Leveraged Exchange-Traded Funds Perform in Chinese A-Share Market?, Journal of Mathematical Finance, Vol.12 No.3, 2022
• Yizhao Huang, Ying Yuan, Hongfei Tang
• Citations: 2 (Details)

• Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution, Journal of Mathematical Finance, Vol.12 No.3, 2022
• Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai
• Citations: 2 (Details)

• Pricing Zero-Coupon CAT Bonds Using the Enlargement of Filtration Theory: A General Framework, Journal of Mathematical Finance, Vol.12 No.3, 2022
• Zied Chaieb, Djibril Gueye
• Citations: 2 (Details)

• Analytical Predictive Modeling: Impact of Financial and Economic Indicators on Stock, Journal of Mathematical Finance, Vol.12 No.4, 2022
• Jayanta K. Pokharel, Erasmus Tetteh-Bator, Chris P. Tsokos
• Citations: 2 (Details)

• A Game Theoretic Approach on an Optimal Investment-Consumption-Insurance Strategy, Journal of Mathematical Finance, Vol.12 No.4, 2022
• Gaoganwe Sophie Moagi, Obonye Doctor
• Citations: 2 (Details)

• Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator, Journal of Mathematical Finance, Vol.12 No.1, 2022
• Hideyuki Takagi
• Citations: 2 (Details)

• Linking Foreign Direct Investment and Economic Development in Sierra Leone, Journal of Mathematical Finance, Vol.12 No.1, 2022
• Ezekiel K. Duramany-Lakkoh, Abubakarr Jalloh, Mohamed Sajor Jalloh
• Citations: 2 (Details)

• Sensitivity of the Investments of Sub-Saharan Firms to Financial Constraints, Journal of Mathematical Finance, Vol.3 No.1A, 2013
• Elie Ngongang
• Citations: 2 (Details)

• Exploiting Market Integration for Pure Alpha Investments via Probabilistic Principal Factors Analysis, Journal of Mathematical Finance, Vol.3 No.1A, 2013
• George Tzagkarakis, Juliana Caicedo-Llano, Thomas Dionysopoulos
• Citations: 2 (Details)

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• Hideki Iwaki, Yusuke Osaki
• Citations: 2 (Details)

• The SAFEX-JIBAR Market Models, Journal of Mathematical Finance, Vol.2 No.4, 2012
• Victor Gumbo
• Citations: 2 (Details)

• Optimal Investment under Price and Wage Uncertainty, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Jinwu Huang
• Citations: 2 (Details)

• Option Pricing When Changes of the Underlying Asset Prices Are Restricted, Journal of Mathematical Finance, Vol.1 No.2, 2011
• George J Jiang, Guanzhong Pan, Lei Shi
• Citations: 2 (Details)

• Recent Developments in Option Pricing, Journal of Mathematical Finance, Vol.1 No.3, 2011
• Hui Gong, You Liang, Aerambamoorthy Thavaneswaran
• Citations: 2 (Details)

• Bayesian Testing for Asset Volatility Persistence on Multivariate Stochastic Volatility Models, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Yong Li, Fang-Ping Peng, Hao-Feng Xu
• Citations: 2 (Details)

• Optimization of Dynamic Portfolio Insurance Model, Journal of Mathematical Finance, Vol.2 No.2, 2012
• Yuan Yao
• Citations: 2 (Details)

• Pricing Options on Foreign Currency with a Preset Exchange Rate, Journal of Mathematical Finance, Vol.2 No.3, 2012
• Avner Wolf, Christopher Hessel
• Citations: 2 (Details)

• The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula, Journal of Mathematical Finance, Vol.2 No.3, 2012
• Yujie Cui, Baoli Yu
• Citations: 2 (Details)

• Credit Constraints and Decisions in Exports: Theory under Asymmetric Information, Journal of Mathematical Finance, Vol.2 No.3, 2012
• Xin Zhang
• Citations: 2 (Details)

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• Fangping Peng, Kai Zhan, Yujun Lian
• Citations: 2 (Details)

• Testing Continuous-Time Interest Rate Model for Chinese Repo Market, Journal of Mathematical Finance, Vol.5 No.1, 2015
• Huimin Zhao, Fangping Peng
• Citations: 2 (Details)

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• Lucy Muthoni
• Citations: 2 (Details)

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• Joseph Atta-Mensah
• Citations: 2 (Details)

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• Alma P. Bimbabou Maboulou, Hopolang P. Mashele
• Citations: 2 (Details)

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• Seungmook Choi, Michael D. Marcozzi
• Citations: 2 (Details)

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• Vincent Brousseau, Alain Durré
• Citations: 2 (Details)

• Contingent Claims in Incomplete Markets: A Case Study, Journal of Mathematical Finance, Vol.3 No.4, 2013
• Sure Mataramvura
• Citations: 2 (Details)

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• Sven Husmann, Neda Todorova
• Citations: 2 (Details)

• A Liability Tracking Approach to Long Term Management of Pension Funds, Journal of Mathematical Finance, Vol.3 No.3, 2013
• Masashi Ieda, Takashi Yamashita, Yumiharu Nakano
• Citations: 2 (Details)

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• Hsien-Chang Kuo, Lie-Huey Wang
• Citations: 2 (Details)

• Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme, Journal of Mathematical Finance, Vol.3 No.4, 2013
• Joshua O. Okoro, Charles I. Nkeki
• Citations: 2 (Details)

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• Christopher Henderson, Julapa Jagtiani
• Citations: 2 (Details)

• Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis, Journal of Mathematical Finance, Vol.7 No.3, 2017
• Jun Qi, Lan Yi
• Citations: 2 (Details)

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• Joseph Justin Rebello, K. K. Thampi
• Citations: 2 (Details)

• Nonparametric Model Calibration for Derivatives, Journal of Mathematical Finance, Vol.7 No.3, 2017
• Frédéric Abergel, Rémy Tachet des Combes, Riadh Zaatour
• Citations: 2 (Details)

• The Effects of Social Interaction and Psychological Bias on Trading Behavior: Evidence from a Laboratory Experiment, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Chi Ming Ho
• Citations: 2 (Details)

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• Ning Wang, Yibo Chen, Bo Wang
• Citations: 2 (Details)

• Debt and Investment: A Firm Level Evidence, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Fangping Peng, Richard Cebula, Maggie Foley, Xinming Hu, Zhetan Zhang
• Citations: 2 (Details)

• An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Hideki Iwaki
• Citations: 2 (Details)

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• Jhe-Jheng Huang, Leh-Chyan So
• Citations: 2 (Details)

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• Panpan Ren, Jianglun Wu
• Citations: 2 (Details)

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• Takayuki Sakuma
• Citations: 2 (Details)

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• Xinrong Cui
• Citations: 2 (Details)

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• Waly Ngom
• Citations: 2 (Details)

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• Yuming Kuang, Tze Leung Lai
• Citations: 2 (Details)

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• Johan Fellman
• Citations: 2 (Details)

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• George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu
• Citations: 2 (Details)

• On Quantum Risk Modelling, Journal of Mathematical Finance, Vol.6 No.1, 2016
• Christos E. Kountzakis, Maria P. Koutsouraki
• Citations: 2 (Details)

• A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes, Journal of Mathematical Finance, Vol.6 No.2, 2016
• Raj Jagannathan
• Citations: 2 (Details)

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• Yinglin Liu, Ruili Hao, Zuhua Wang
• Citations: 2 (Details)

• Impacts of Internal Financing on Investment Decisions by Managers with Cognition Biases, Journal of Mathematical Finance, Vol.6 No.3, 2016
• Zhigang Liu, Congming Mu, Chunhui Wen
• Citations: 1 (Details)

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• Pascal Stiefenhofer
• Citations: 1 (Details)

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• Peter C. L. Lin
• Citations: 1 (Details)

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• Xiaowei Wu
• Citations: 1 (Details)

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• Meimei Liang
• Citations: 1 (Details)

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• Kian-Guan Lim, Hao Cheng, Nelson K. L. Yap
• Citations: 1 (Details)

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• Liuling Li, Qingyu Zhu, Yang Mu
• Citations: 1 (Details)

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• Adeline Peter Mtunya, Philip Ngare, Yaw Nkansah-Gyekye
• Citations: 1 (Details)

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• Claude Dupuy, Stéphanie Lavigne, Dalila Nicet-Chenaf
• Citations: 1 (Details)

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• Phillip G. Bradford
• Citations: 1 (Details)

• Jump Intervals of Stock Price Have Power-Law Distribution: An Empirical Study, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Hongduo Cao, Ying Li, Huaping He, Zhi He
• Citations: 1 (Details)

• Does State-Owned Capital Manipulate Earnings Responses in China?, Journal of Mathematical Finance, Vol.6 No.5, 2016
• Dehong Wang, Yue Wu
• Citations: 1 (Details)

• Numerical Methods in Financial and Actuarial Applications: A Stochastic Maximum Principle Approach, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Marina Di Giacinto
• Citations: 1 (Details)

• Uncovering the Distribution of Option Implied Risk Aversion, Journal of Mathematical Finance, Vol.9 No.2, 2019
• Maria Kyriacou, Jose Olmo, Marius Strittmatter
• Citations: 1 (Details)

• Constrained Wiener Processes and Their Financial Applications, Journal of Mathematical Finance, Vol.8 No.4, 2018
• Andrew Leung
• Citations: 1 (Details)

• A Co-Integration Analysis of the Interdependencies between Crude Oil and Distillate Fuel Prices, Journal of Mathematical Finance, Vol.8 No.2, 2018
• Jane Aduda, Patrick Weke, Philip Ngare
• Citations: 1 (Details)

• Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs, Journal of Mathematical Finance, Vol.8 No.4, 2018
• Foad Shokrollahi
• Citations: 1 (Details)

• A Method for Portfolio Selection Based on Joint Probability of Co-Movement of Multi-Assets, Journal of Mathematical Finance, Vol.8 No.3, 2018
• Tianmin Zhou
• Citations: 1 (Details)

• Equilibrium Equity Premium in a Semi Martingale Market When Jump Amplitudes Follow a Binomial Distribution, Journal of Mathematical Finance, Vol.8 No.3, 2018
• George M. Mukupa, Elias R. Offen
• Citations: 1 (Details)

• A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Zhigang Tong, Allen Liu
• Citations: 1 (Details)

• Return Predictability and Strategic Trading under Symmetric Information, Journal of Mathematical Finance, Vol.7 No.2, 2017
• Ming Guo, Hui Ou-Yang
• Citations: 1 (Details)

• Consistency of Extended Nelson-Siegel Curve Families with the Ho-Lee and Hull and White Short Rate Models, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Patricia Kisbye, Karem Meier
• Citations: 1 (Details)

• On the Inverse Problem of Dupire’s Equation with Nonlocal Boundary and Integral Conditions, Journal of Mathematical Finance, Vol.7 No.4, 2017
• Coskun Guler, Volkan Oban
• Citations: 1 (Details)

• Exploring Solutions for the Negative Impact of US Quantitative Easing on Taiwan, Journal of Mathematical Finance, Vol.8 No.1, 2018
• Chien-Jung Ting
• Citations: 1 (Details)

• Investor Naïveté and Asset Prices, Journal of Mathematical Finance, Vol.3 No.4, 2013
• Jonathan Cook
• Citations: 1 (Details)

• The Hidden Risk Factor, Journal of Mathematical Finance, Vol.3 No.3A, 2013
• J. H. Witte, D. Ples, J. Corominas
• Citations: 1 (Details)

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• Joseph P. Ogden, Shanhong Wu
• Citations: 1 (Details)

• The Unexplainable Nature of Momentum Portfolio Returns, Journal of Mathematical Finance, Vol.4 No.3, 2014
• David J. Moore, George C. Philippatos
• Citations: 1 (Details)

• A Real Options Approach to Distressed Property Borrower-Lender Reconciliation, Journal of Mathematical Finance, Vol.5 No.1, 2015
• David J. Moore, Nuriddin Ikromov
• Citations: 1 (Details)

• Interest-Rate Modeling Conundrums, Journal of Mathematical Finance, Vol.4 No.5, 2014
• Peter C. L. Lin
• Citations: 1 (Details)

• Solution of Stochastic Non-Homogeneous Linear First-Order Difference Equations, Journal of Mathematical Finance, Vol.4 No.4, 2014
• Seifedine Kadry, Abdelkhalak El Hami
• Citations: 1 (Details)

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• Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang
• Citations: 1 (Details)

• Extending Multi-Period Pluto and Tasche PD Calibration Model Using Mode LRDF Approach, Journal of Mathematical Finance, Vol.4 No.4, 2014
• Denis Surzhko
• Citations: 1 (Details)

• The Pricing of Credit Derivatives and Estimation of Default Probability, Journal of Mathematical Finance, Vol.5 No.3, 2015
• Hanghang Zhou, Dianli Zhao
• Citations: 1 (Details)

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• Ivan G. Ivanov, Ivelin G. Ivanov
• Citations: 1 (Details)

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• Olaronke Helen Edogbanya, Sunday Emmanuel Fadugba
• Citations: 1 (Details)

• On Valuing Constant Maturity Swap Spread Derivatives, Journal of Mathematical Finance, Vol.2 No.2, 2012
• Leonard Tchuindjo
• Citations: 1 (Details)

• On the Consistency of a Firm’s Value with a Lognormal Diffusion Process, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Andrew M. K. Cheung, Van Son Lai
• Citations: 1 (Details)

• Optimal Portfolio Control with Unknown Horizon, Journal of Mathematical Finance, Vol.2 No.1, 2012
• Moawia Alghalith
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• The Effect of Tick Size on Testing for Nonlinearity in Financial Markets Data, Journal of Mathematical Finance, Vol.1 No.1, 2011
• Heather Mitchell, Michael McKenzie
• Citations: 1 (Details)

• The Markovian Regime-Switching Risk Model with Constant Dividend Barrier under Absolute Ruin, Journal of Mathematical Finance, Vol.1 No.3, 2011
• Wenguang Yu, Yujuan Huang
• Citations: 1 (Details)

• Market Microstructure and Price Discovery, Journal of Mathematical Finance, Vol.3 No.1, 2013
• Paul Carlisle Kettler, Aleh L. Yablonski, Frank Proske
• Citations: 1 (Details)

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• Yi-Long Hsiao
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• A Predictive Functional Regression Model for Asset Return, Journal of Mathematical Finance, Vol.3 No.2, 2013
• Xianhua Dai, Hong Li, Yiwen Wang
• Citations: 1 (Details)

• Sequential Variable Selection as Bayesian Pragmatism in Linear Factor Models, Journal of Mathematical Finance, Vol.3 No.1A, 2013
• John Knight, Stephen Satchell, Jessica Qi Zhang
• Citations: 1 (Details)

• Semimartingale Property and Its Connections to Arbitrage, Journal of Mathematical Finance, Vol.3 No.2, 2013
• Sallieu Kabay Samura, Junjun Mao, Dengbao Yao
• Citations: 1 (Details)

• Discrete Time Risk Model Financed by Random Premiums, Journal of Mathematical Finance, Vol.12 No.1, 2022
• Andrzej Korzeniowski
• Citations: 1 (Details)

• Brownian Motion & the Stochastic Behavior of Stocks, Journal of Mathematical Finance, Vol.12 No.1, 2022
• Pantelis Tassopoulos, Yorgos Protonotarios
• Citations: 1 (Details)

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• Andrew P. Leung
• Citations: 1 (Details)

• A Hausman Type Test for Differences between Least Squares and Robust Time Series Factor Model Betas, Journal of Mathematical Finance, Vol.12 No.2, 2022
• Tatiana A. Maravina, R. Douglas Martin
• Citations: 1 (Details)

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• Rasheed Adegbola Bello
• Citations: 1 (Details)

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• Riccardo Bramante, Silvia Facchinetti
• Citations: 1 (Details)

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• Citations: 1 (Details)

• The Sharpe Ratio’s Upper Bound of the Portfolios in the Presence of a Benchmark: Application to the US Financial Market, Journal of Mathematical Finance, Vol.12 No.3, 2022
• Jiang Ye, Yiwei Wang, Muhammad Wajid Raza
• Citations: 1 (Details)

• Research on the Impact of Economic Policy Uncertainty on Corporate R&D Innovation: Evidence of China’s Strategic Emerging Industries, Journal of Mathematical Finance, Vol.12 No.3, 2022
• Weifeng Xie, Deyu Chen, Zhenhua Tang, Hui Dong
• Citations: 1 (Details)

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• Zhongmin Qian, Xingcheng Xu
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• Koichi Miyazaki, Kazuhiro Shimada
• Citations: 1 (Details)

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• Agnella Nemuo Mandia, Patrick Guge Oloo Weke, Joseph Kyalo Mung’atu
• Citations: 1 (Details)

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• Eric M. Kimani, Anthony Ngunyi, Joseph K. Mungatu
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• Luhan Gao
• Citations: 1 (Details)

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• Koichi Miyazaki, Kazuhiro Shimada
• Citations: 1 (Details)

• Research on Advertising Volume, Pricing and Promotion Strategies of the Online Video Platform, Journal of Mathematical Finance, Vol.13 No.4, 2023
• Hao Wu, Deqing Tan
• Citations: 1 (Details)

• Analyzing Bankruptcy Probability under Partial Shareholder Payments and Dependent Claims via Spearman Copula, Journal of Mathematical Finance, Vol.14 No.1, 2024
• Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando, Lassané Sawadogo, François Xavier Ouedraogo, Pierre Clovis Nitiema
• Citations: 1 (Details)

• The Logit Model: A Prediction of Future Economic Events, Journal of Mathematical Finance, Vol.14 No.1, 2024
• Gretta Saab, Tony Jamhour, Marie-Michelle El-Hayek, Hala Khayr Yaacoub
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• Miwaka Yamashita
• Citations: 1 (Details)

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• Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari
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• A Valuation Model for the Variable Rate Demand Obligation, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Vince Hooper, John Pointon
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• Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations, Journal of Mathematical Finance, Vol.9 No.4, 2019
• Gerald W. Buetow, James Sochacki
• Citations: 1 (Details)

• Portfolio Selection in Mean-Minimum Return Level-Expected Bounded First Passage Time Framework, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Tsotne Kutalia
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• Multi-Period Mean-Variance Portfolio Selection with State-Dependent Exit Probability and Bankruptcy State, Journal of Mathematical Finance, Vol.9 No.2, 2019
• Yang Wang, Yonghong Wu, Xinguang Zhang
• Citations: 1 (Details)

• Modelling Obsolescence Risk and Taxation in Project Valuation, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Vince Hooper, John Pointon
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• Hedging the Treasury Lock, Journal of Mathematical Finance, Vol.9 No.3, 2019
• Mario Pucci
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• Malliavin Differentiability of CEV-Type Heston Model, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Shota Tsumurai
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• The Risk in the Insurance Field: A Generalized Analysis, Journal of Mathematical Finance, Vol.10 No.1, 2020
• Rosa Ferrentino, Luca Vota
• Citations: 1 (Details)

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• Lusungu Julius Mbigili, Sure Mataramvura, Wilson M. Charles
• Citations: 1 (Details)

• Asset Return Prediction via Machine Learning, Journal of Mathematical Finance, Vol.9 No.4, 2019
• Liangliang Zhang
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• Kenta Fukuda, Kaichi Kondo, Hideyuki Takada
• Citations: 1 (Details)

• The Effect of Changes in Regulation and Technology on Capital Investments, Journal of Mathematical Finance, Vol.11 No.2, 2021
• Vivian O. Okere, Wen Chen
• Citations: 1 (Details)

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• Dongfang Zhang, Basu Bhandari, Dennis Black
• Citations: 1 (Details)

• A Unified Stochastic Volatility—Stochastic Correlation Model, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Xiang Lu, Gunter Meissner, Hong Sherwin
• Citations: 1 (Details)

• Mathematical Modelling of Growth Dynamics of Infant Financial Markets, Journal of Mathematical Finance, Vol.10 No.3, 2020
• Ronald Katende
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• The Contrastive Empirical Study of Social Financing Scale Increment and Stock, Journal of Mathematical Finance, Vol.10 No.3, 2020
• Shichang Shen
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• The Lognormal Characteristic Function in Several Dimensions, with Application to Asian Options, Journal of Mathematical Finance, Vol.10 No.3, 2020
• Andrew P. Leung
• Citations: 1 (Details)

• On Spatial Spillover and Industrial Agglomeration of Financial Crises to Real Economy, Journal of Mathematical Finance, Vol.10 No.3, 2020
• Wei Tian, Li Li, Yixiang Tian
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• The Dynamics of Implicit Transactions Costs, Journal of Mathematical Finance, Vol.10 No.4, 2020
• Ming Guo
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• Smart Network Price Policy for ISP Based on Traffic Prediction, Journal of Mathematical Finance, Vol.11 No.1, 2021
• Tingya Su
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