Generalized Stochastic Processes: The Portfolio Model
Moawia Alghalith

J. Math. Finance Vol.2 No.2, May 23, 2012
DOI:10.4236/jmf.2012.22022

A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques
Farshid Mehrdoust, Kianoush Fathi Vajargah

J. Math. Finance Vol.2 No.2, May 23, 2012
DOI:10.4236/jmf.2012.22021

On Valuing Constant Maturity Swap Spread Derivatives
Leonard Tchuindjo

J. Math. Finance Vol.2 No.2, May 23, 2012
DOI:10.4236/jmf.2012.22020

Optimization of Dynamic Portfolio Insurance Model
Yuan Yao

J. Math. Finance Vol.2 No.2, May 23, 2012
DOI:10.4236/jmf.2012.22019

Asset Pricing with Stochastic Habit Formation
Masao Nakagawa

J. Math. Finance Vol.2 No.2, May 23, 2012
DOI:10.4236/jmf.2012.22018