<![CDATA[Communications in Mathematical Finance :: Volume 8, Issue 1 ]]>http://www.scienpress.comen-ushttp://www.scienpress.com/images/sitelogo.pngScienpress.comhttp://www.scienpress.comInternational Scientific Press23452<![CDATA[Stock Prediction via Linear Regression and BP Regression Network]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=934799<![CDATA[Real options model in green energy investment]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=936767<![CDATA[Impacts of a regime switching (elections) in investment]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1013519<![CDATA[A hybrid approach for pricing American options under the Heston model]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1015487<![CDATA[Option pricing within Heston’s stochastic and stochastic-jump models]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1046975<![CDATA[The Impact of Crank-Nicolson Finite Difference Method in Valuation of Options ]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1147343<![CDATA[Moment-matching technique and General mean model in pricing Lookback option]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1190639<![CDATA[Asian Options Greeks with Heston Stochastic Model Parameters]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1192607<![CDATA[Fund Management Strategies for a Defined Contribution (DC) Pension Scheme under the Default Fund Phase IV]]>http://www.scienpress.com/journal_focus.asp?Main_Id=70&Sub_id=IV&Issue=1196543