Communications in Mathematical Finance

Volume 8, Issue 1
Stock Prediction via Linear Regression and BP Regression Network Zhaoqin Yan, Zhangying Huang and Minwei Liang
Real options model in green energy investment Jean Marie Vianney Hakizimana, Philip Ngare and Jane Akinyi
Impacts of a regime switching (elections) in investment Jean Marie Vianney Hakizimana, Philip Ngare and Jane Aduda Akinyi
A hybrid approach for pricing American options under the Heston model Bolujo Joseph Adegboyegun
Option pricing within Heston’s stochastic and stochastic-jump models Nwobi F.N., Inyama S.C. and Onyegbuchulem C.A.
The Impact of Crank-Nicolson Finite Difference Method in Valuation of Options Nwobi, F.N, Annorzie, M.N and Amadi, I. U
Moment-matching technique and General mean model in pricing Lookback option Edouard Singirankabo, Philip Ngare and Carolyne Ogutu
Asian Options Greeks with Heston Stochastic Model Parameters Mamadou Waly Dia Manga, Philip Ngare and Mamadou Abdoulaye Konte
Fund Management Strategies for a Defined Contribution (DC) Pension Scheme under the Default Fund Phase IV Bright. O. Osu, Kevin. N. C Njoku and Othusitse S. Basimanebotlhe

ISSN:2241- 1968 (Online)
2241-195X (Print)