Optimal Portfolio Strategy with Discounted Stochastic Cash Inflows When the Stock Price Is a Semimartingale
Onthusitse Baraedi, Elias Offen

J. Math. Finance Vol.6 No.4 , November 09, 2016
DOI:10.4236/jmf.2016.64047

Efficient Estimation of Distributional Tail Shape and the Extremal Index with Applications to Risk Management
Travis R. A. Sapp

J. Math. Finance Vol.6 No.4 , November 09, 2016
DOI:10.4236/jmf.2016.64046

Conditioning the Information in Portfolio Optimization
Carlo Sala, Giovanni Barone Adesi

J. Math. Finance Vol.6 No.4 , November 07, 2016
DOI:10.4236/jmf.2016.64045

Foundations for Wash Sales
Phillip G. Bradford

J. Math. Finance Vol.6 No.4 , October 17, 2016
DOI:10.4236/jmf.2016.64044

On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry
Mauricio Contreras, Alejandro Llanquihuén, Marcelo Villena

J. Math. Finance Vol.6 No.4 , October 14, 2016
DOI:10.4236/jmf.2016.64043