Original Research
Published on 26 Oct 2015
The role of incompleteness in commodity futures markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00011
- 3,694 views
- 1 citation
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88 articles
Original Research
Published on 08 Oct 2015
A novel view of suprathreshold stochastic resonance and its applications to financial markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00010
- 3,614 views
- 2 citations
Hypothesis and Theory
Published on 26 Aug 2015
General equilibrium pricing with information asymmetry
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00008
- 6,137 views
- 2 citations
Hypothesis and Theory
Published on 21 Jul 2015
Is economics an empirical science? If not, can it become one?
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00007
- 23,320 views
- 3 citations
Original Research
Published on 14 Jul 2015
Efficient option pricing under Lévy processes, with CVA and FVA
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00006
- 4,390 views
Original Research
Published on 11 May 2015
On macrohedging problem in semimartingale markets
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00003
- 3,452 views
- 4 citations
Methods
Published on 11 May 2015
CVaR hedging under stochastic interest rate
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00002
- 3,461 views
Original Research
Published on 11 May 2015
Multivariate tempered stable model with long-range dependence and time-varying volatility
in Mathematical Finance
Frontiers in Applied Mathematics and Statistics
doi 10.3389/fams.2015.00001
- 3,956 views
- 10 citations