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Journal of Mathematical Finance
Latest Publications
TOTAL DOCUMENTS
467
(FIVE YEARS 116)
H-INDEX
8
(FIVE YEARS 2)
Published By "Scientific Research Publishing, Inc."
2162-2442, 2162-2434
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Latest Documents
Most Cited Documents
Contributed Authors
Related Sources
Related Keywords
Value at Risk and Expected Shortfall for Normal Weighted Inverse Gaussian Distributions
Journal of Mathematical Finance
◽
10.4236/jmf.2022.121002
◽
2022
◽
Vol 12
(01)
◽
pp. 20-45
Author(s):
Calvin B. Maina
◽
Patrick G. O. Weke
◽
Carolyne A. Ogutu
◽
Joseph A. M. Ottieno
Keyword(s):
At Risk
◽
Value At Risk
◽
Expected Shortfall
◽
Inverse Gaussian
◽
Gaussian Distributions
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Pricing and Hedging Options Conditional on Market Activity
Journal of Mathematical Finance
◽
10.4236/jmf.2022.121001
◽
2022
◽
Vol 12
(01)
◽
pp. 1-19
Author(s):
Alec Kercheval
◽
Navid Salehy
◽
Nima Salehy
Keyword(s):
Market Activity
Download Full-text
Pricing Cyber Security Insurance
Journal of Mathematical Finance
◽
10.4236/jmf.2022.121003
◽
2022
◽
Vol 12
(01)
◽
pp. 46-70
Author(s):
Zhaoxin Lin
◽
Travis R. A. Sapp
◽
Rahul Parsa
◽
Jackie Rees Ulmer
◽
Chengxin Cao
Keyword(s):
Cyber Security
Download Full-text
Pricing Bitcoin under Double Exponential Jump-Diffusion Model with Asymmetric Jumps Stochastic Volatility
Journal of Mathematical Finance
◽
10.4236/jmf.2021.112018
◽
2021
◽
Vol 11
(02)
◽
pp. 313-330
Author(s):
Ndeye Fatou Sene
◽
Mamadou Abdoulaye Konte
◽
Jane Aduda
Keyword(s):
Stochastic Volatility
◽
Diffusion Model
◽
Jump Diffusion
◽
Double Exponential
◽
Jump Diffusion Model
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Convergence of a Randomised Change Point Estimator in GARCH Models
Journal of Mathematical Finance
◽
10.4236/jmf.2021.112013
◽
2021
◽
Vol 11
(02)
◽
pp. 234-245
Author(s):
George Awiakye-Marfo
◽
Joseph Mung’atu
◽
Patrick Weke
Keyword(s):
Change Point
◽
Garch Models
◽
Point Estimator
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Financial Performance of Banks in Botswana
Journal of Mathematical Finance
◽
10.4236/jmf.2021.113022
◽
2021
◽
Vol 11
(03)
◽
pp. 386-397
Author(s):
Hassan Kablay
◽
Victor Gumbo
Keyword(s):
Financial Performance
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The Driving Factors of China’s Housing Prices Pre- and after 2012
Journal of Mathematical Finance
◽
10.4236/jmf.2021.112015
◽
2021
◽
Vol 11
(02)
◽
pp. 255-266
Author(s):
Haishan Li
◽
Ting Pan
◽
Qianqian Tang
◽
Zhengxun Tan
Keyword(s):
Housing Prices
◽
Driving Factors
Download Full-text
Analysis of Stock-Shareholder Associated Network Based on Complex Network
Journal of Mathematical Finance
◽
10.4236/jmf.2021.111005
◽
2021
◽
Vol 11
(01)
◽
pp. 107-122
Author(s):
Haopeng Tong
◽
Zhen Jia
◽
Min Zhang
◽
Jinzhi Qi
Keyword(s):
Complex Network
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Singular Valued Decomposition and Principal Component Analysis to Compare Market Indexes
Journal of Mathematical Finance
◽
10.4236/jmf.2021.113027
◽
2021
◽
Vol 11
(03)
◽
pp. 484-494
Author(s):
Fernando Vadillo
◽
Nerea Vadillo
Keyword(s):
Principal Component Analysis
◽
Principal Component
◽
Component Analysis
◽
Market Indexes
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Covariate Selection for Mortgage Default Analysis Using Survival Models
Journal of Mathematical Finance
◽
10.4236/jmf.2021.112012
◽
2021
◽
Vol 11
(02)
◽
pp. 218-233
Author(s):
Dongfang Zhang
◽
Basu Bhandari
◽
Dennis Black
Keyword(s):
Survival Models
◽
Mortgage Default
◽
Covariate Selection
◽
Selection For
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