Volume 8, Number 4, November 2018 (Special Issue on Stochastic Methods and Finance)

Cover Page, Table of Contents and Others: PDF (size: 10541KB)

• Option Portfolio Management in a Risk-Neutral World ()
  Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov
  Journal of Mathematical Finance Vol.8 No.4,  November 28, 2018
  DOI: 10.4236/jmf.2018.84044    1,210 Downloads  2,922 Views   Citations
  This article belongs to the Special Issue on Stochastic Methods and Finance
• Constrained Wiener Processes and Their Financial Applications ()
  Andrew Leung
  Journal of Mathematical Finance Vol.8 No.4,  November 26, 2018
  DOI: 10.4236/jmf.2018.84043    926 Downloads  2,036 Views   Citations
  This article belongs to the Special Issue on Stochastic Methods and Finance
• Referenda and the Provision of a Binary Public Good ()
  Rajat Deb, Indranil K. Ghosh, Tae Kun Seo
  Journal of Mathematical Finance Vol.8 No.4,  November 26, 2018
  DOI: 10.4236/jmf.2018.84042    737 Downloads  1,499 Views   Citations
  This article belongs to the Special Issue on Cost–Benefit Analysis
• Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market ()
  Thomas Chinwe Urama, Patrick Oseloka Ezepue
  Journal of Mathematical Finance Vol.8 No.4,  November 12, 2018
  DOI: 10.4236/jmf.2018.84041    2,299 Downloads  3,945 Views   Citations
  This article belongs to the Special Issue on Stochastic Methods and Finance
• Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs ()
  Foad Shokrollahi
  Journal of Mathematical Finance Vol.8 No.4,  November 7, 2018
  DOI: 10.4236/jmf.2018.84040    932 Downloads  1,816 Views   Citations
  This article belongs to the Special Issue on
• Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model ()
  Chidi U. Okonkwo, Bright O. Osu, Silas A. Ihedioha, Chigozie Chibuisi
  Journal of Mathematical Finance Vol.8 No.4,  September 30, 2018
  DOI: 10.4236/jmf.2018.84039    1,203 Downloads  2,824 Views   Citations
  This article belongs to the Special Issue on Stochastic Methods and Finance