The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula
Yujie Cui, Baoli Yu

J. Math. Finance Vol.2 No.3, August 31, 2012
DOI:10.4236/jmf.2012.23029

Do Idiosyncratic Risks in Multi-Factor Asset Pricing Models Really Contain a Hidden Non-Diversifiable Factor? A Diagnostic Testing Approach
Jau-Lian Jeng, Qingfeng Wilson Liu

J. Math. Finance Vol.2 No.3, August 31, 2012
DOI:10.4236/jmf.2012.23028

Some Properties for the American Option-Pricing Model
Hong-Ming Yin

J. Math. Finance Vol.2 No.3, August 31, 2012
DOI:10.4236/jmf.2012.23027

Credit Constraints and Decisions in Exports: Theory under Asymmetric Information
Xin Zhang

J. Math. Finance Vol.2 No.3, August 31, 2012
DOI:10.4236/jmf.2012.23026

Crisis, Value at Risk and Conditional Extreme Value Theory via the NIG + Jump Model
Samuel Y. M. Ze-To

J. Math. Finance Vol.2 No.3, August 31, 2012
DOI:10.4236/jmf.2012.23025