A New Range-Based Regime-Switching Dynamic Conditional Correlation Model for Minimum-Variance Hedging
Yi-Kai Su, Chun-Chou Wu

J. Math. Finance Vol.4 No.3, May 28, 2014
DOI:10.4236/jmf.2014.43018

Multi-Name Extension to the Credit Grades and an Efficient Monte Carlo Method
Hideyuki Takada

J. Math. Finance Vol.4 No.3, May 28, 2014
DOI:10.4236/jmf.2014.43017

A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method
Chi-Fai Lo

J. Math. Finance Vol.4 No.3, May 06, 2014
DOI:10.4236/jmf.2014.43016

Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis
John-Peter D. Chateau

J. Math. Finance Vol.4 No.3, May 06, 2014
DOI:10.4236/jmf.2014.43015

Identification and Estimation of Gaussian Affine Term Structure Models with Regime Switching
Gang Wang

J. Math. Finance Vol.4 No.3, April 22, 2014
DOI:10.4236/jmf.2014.43014