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Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.; Osu, Bright O.; Ihedioha, Silas A.; … - In: Journal of mathematical finance 8 (2018) 4, pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
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Mixed fractional Merton model to evaluate European options with transaction costs
Shokrollahi, Foad - In: Journal of mathematical finance 8 (2018) 4, pp. 623-639
Persistent link: https://www.econbiz.de/10012016527
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Stochastic Ito-Calculus and numerical approximations for asset price forecasting in the Nigerian stock market
Urama, Thomas Chinwe; Ezepue, Patrick Oseloka - In: Journal of mathematical finance 8 (2018) 4, pp. 640-667
Persistent link: https://www.econbiz.de/10012016532
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Constrained Wiener processes and their financial applications
Leung, Andrew - In: Journal of mathematical finance 8 (2018) 4, pp. 690-709
Persistent link: https://www.econbiz.de/10012016547
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Option portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich; Abramov, Anatoly Markovich - In: Journal of mathematical finance 8 (2018) 4, pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
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Extended model of stock price behaviour
Koning, Nico; Cassidy, Daniel T.; Ouyed, Rachid - In: Journal of mathematical finance 8 (2018) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10011846103
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A linear regression approach for determining option pricing for currency-rate diffusion model with dependent stochastic volatility, stochastic interest rate, and return processes
Jagannathan, Raj - In: Journal of mathematical finance 8 (2018) 1, pp. 161-177
Persistent link: https://www.econbiz.de/10011846254
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Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina - In: Journal of mathematical finance 8 (2018) 2, pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
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Optimization of cash management fluctuation through stochastic processes
Dib, Youssef M.; Kmeid, Najat; Greige, Hanna; Raffoul, … - In: Journal of mathematical finance 8 (2018) 2, pp. 408-425
Persistent link: https://www.econbiz.de/10011875270
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Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne - In: Journal of mathematical finance 9 (2019) 3, pp. 229-238
Persistent link: https://www.econbiz.de/10012210157