On Value Premium, Part I: The Existence
Chi Fung Ling, Simon Gar Man Koo

J. Math. Finance Vol.1 No.3, November 25, 2011
DOI:10.4236/jmf.2011.13014

European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates
Sarisa Pinkham, Pairote Sattayatham

J. Math. Finance Vol.1 No.3, November 25, 2011
DOI:10.4236/jmf.2011.13013

Recent Developments in Option Pricing
Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

J. Math. Finance Vol.1 No.3, November 25, 2011
DOI:10.4236/jmf.2011.13009

Adaptive Wave Models for Sophisticated Option Pricing
Vladimir G. Ivancevic

J. Math. Finance Vol.1 No.3, November 25, 2011
DOI:10.4236/jmf.2011.13006

The Optimal Portfolio Model Based on Mean-CVaR
Xing Yu, Hongguo Sun, Guohua Chen

J. Math. Finance Vol.1 No.3, November 08, 2011
DOI:10.4236/jmf.2011.13017