Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

J. Math. Finance Vol.6 No.2, May 31, 2016
DOI:10.4236/jmf.2016.62028

Financial Time Series Modelling of Trends and Patterns in the Energy Markets
Jane Aduda, Patrick Weke, Philip Ngare, Joseph Mwaniki

J. Math. Finance Vol.6 No.2, May 23, 2016
DOI:10.4236/jmf.2016.62027

A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes
Raj Jagannathan

J. Math. Finance Vol.6 No.2, May 19, 2016
DOI:10.4236/jmf.2016.62026

Production in General Equilibrium with Incomplete Financial Markets
Pascal Stiefenhofer

J. Math. Finance Vol.6 No.2, May 13, 2016
DOI:10.4236/jmf.2016.62025

Poverty, Climate Change and Weather-Indexed Bonds
Joseph Atta-Mensah

J. Math. Finance Vol.6 No.2, May 13, 2016
DOI:10.4236/jmf.2016.62024