Equivalent Martingale Measure in Asian Geometric Average Option Pricing
Yonggang Zhu

J. Math. Finance Vol.4 No.4, August 28, 2014
DOI:10.4236/jmf.2014.44027

Extending Multi-Period Pluto and Tasche PD Calibration Model Using Mode LRDF Approach
Denis Surzhko

J. Math. Finance Vol.4 No.4, August 28, 2014
DOI:10.4236/jmf.2014.44026

Equity Pricing and Risk Premium under Long-Run Risks and Incomplete Information
Ji Zhou, Alex Paseka

J. Math. Finance Vol.4 No.4, August 28, 2014
DOI:10.4236/jmf.2014.44025

Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate
Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

J. Math. Finance Vol.4 No.4, August 28, 2014
DOI:10.4236/jmf.2014.44024

Execution and Block Trade Pricing with Optimal Constant Rate of Participation
Olivier Guéant

J. Math. Finance Vol.4 No.4, August 28, 2014
DOI:10.4236/jmf.2014.44023