Generalized Stochastic Processes: The Portfolio Model
Moawia Alghalith

Pub. Date: 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

Pub. Date: May 23, 2012   DOI: 10.4236/jmf.2012.22021

On Valuing Constant Maturity Swap Spread Derivatives
Leonard Tchuindjo

Pub. Date: May 23, 2012   DOI: 10.4236/jmf.2012.22020

Optimization of Dynamic Portfolio Insurance Model
Yuan Yao

Pub. Date: May 23, 2012   DOI: 10.4236/jmf.2012.22019

Asset Pricing with Stochastic Habit Formation
Masao Nakagawa

Pub. Date: May 23, 2012   DOI: 10.4236/jmf.2012.22018