A Comparative Study of Equilibrium Equity Premium under Discrete Distributions of Jump Amplitudes
George M. Mukupa, Elias R. Offen, Douglas Kunda, Edward M. Lungu

J. Math. Finance Vol.6 No.1, February 29, 2016
DOI:10.4236/jmf.2016.61020

Burr Distribution as an Actuarial Risk Model and the Computation of Some of Its Actuarial Quantities Related to the Probability of Ruin
Jagriti Das, Dilip C. Nath

J. Math. Finance Vol.6 No.1, February 29, 2016
DOI:10.4236/jmf.2016.61019

Empirical Analysis of Dynamic Linkages between China and International Stock Markets
Thomas C. Chiang, Xiaoyu Chen

J. Math. Finance Vol.6 No.1, February 29, 2016
DOI:10.4236/jmf.2016.61018

Extended Correlations in Finance
Mark Burgin, Gunter Meissner

J. Math. Finance Vol.6 No.1, February 29, 2016
DOI:10.4236/jmf.2016.61017

Statistical Arbitrage in S&P500
Stefanos Drakos

J. Math. Finance Vol.6 No.1, February 29, 2016
DOI:10.4236/jmf.2016.61016