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Strategies for Indexed Stock Option Hedgers with Loss-Risk-Minimizing Criterion Based on Monte-Carlo Method
(Articles)
Jianhua Guo
,
Lijuan Deng
Journal of Financial Risk Management
Vol.8 No.4
,December 17, 2019
DOI:
10.4236/jfrm.2019.84019
489
Downloads
1,111
Views
Citations
The Efficiency Research on Stock Index Derivatives in a Bear Market—The Evidences from Hangseng Index Derivatives Markets
(Articles)
Jie Wei
Technology and Investment
Vol.4 No.2
,May 24, 2013
DOI:
10.4236/ti.2013.42012
5,011
Downloads
7,353
Views
Citations
The Valuation of Infrastructure Index Bonds
(Articles)
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.5 No.4
,November 5, 2015
DOI:
10.4236/jmf.2015.54028
2,598
Downloads
3,708
Views
Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates
(Articles)
Niloofar Ghorbani
,
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.10 No.4
,November 25, 2020
DOI:
10.4236/jmf.2020.104040
787
Downloads
1,915
Views
Citations
Put Options with Linear Investment for Hull-White Interest Rates
(Articles)
Andrzej Korzeniowski
,
Niloofar Ghorbani
Journal of Mathematical Finance
Vol.11 No.1
,February 26, 2021
DOI:
10.4236/jmf.2021.111007
662
Downloads
1,967
Views
Citations
Indexed Learning: Protagoras’s Computer
(Articles)
Eduardo Dopico
,
Maite Fernández-Urquiza
Creative Education
Vol.3 No.8
,December 19, 2012
DOI:
10.4236/ce.2012.38190
5,612
Downloads
9,057
Views
Citations
Poverty, Climate Change and Weather-Indexed Bonds
(Articles)
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.6 No.2
,May 13, 2016
DOI:
10.4236/jmf.2016.62024
2,494
Downloads
3,868
Views
Citations
A Proposal for an African Investment Guarantee Agency (AIGA) and the Valuation of Associated Instruments
(Articles)
Joseph Atta-Mensah
Theoretical Economics Letters
Vol.9 No.7
,September 30, 2019
DOI:
10.4236/tel.2019.97154
409
Downloads
1,158
Views
Citations
Contribution of Ambulatory Pulsed Pressure in the Modification of the Left Ventricular Geometry of the African Black People
(Articles)
Gnaba Loa Ambroise
,
Adoubi Kassi Anicet
,
Diby Kouakou Florent
,
Ouattara Pinnin
,
Diomandé Manga
,
Ayegnon Kouakou Gregoire
,
Abro Samuel
,
Tro Keumian Gabin
,
Dakoi Serge
,
Coulibaly Abdoulaye
,
Yangni-Angaté Koffi Hervé
World Journal of Cardiovascular Diseases
Vol.10 No.12
,December 30, 2020
DOI:
10.4236/wjcd.2020.1012079
239
Downloads
646
Views
Citations
Fourier-Cosine Method for Pricing Equity-Indexed Annuity under Heston Model
(Articles)
Xingchi Gu
,
Xiao Wei
Theoretical Economics Letters
Vol.13 No.3
,June 30, 2023
DOI:
10.4236/tel.2023.133039
72
Downloads
388
Views
Citations
The Model-Free Equivalence Condition for American Spread Options
(Articles)
Sang Baum Kang
,
Pascal Létourneau
Theoretical Economics Letters
Vol.7 No.4
,June 13, 2017
DOI:
10.4236/tel.2017.74055
1,181
Downloads
1,919
Views
Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes
(Articles)
Bo Peng
Journal of Applied Mathematics and Physics
Vol.11 No.8
,August 24, 2023
DOI:
10.4236/jamp.2023.118153
53
Downloads
205
Views
Citations
The Valuation of Corruption
(Articles)
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65051
1,735
Downloads
4,339
Views
Citations
Valuation of European and American Options under Variance Gamma Process
(Articles)
Ferry Jaya Permana
,
Dharma Lesmono
,
Erwinna Chendra
Journal of Applied Mathematics and Physics
Vol.2 No.11
,October 28, 2014
DOI:
10.4236/jamp.2014.211114
3,671
Downloads
5,017
Views
Citations
Foreign Exchange Derivative Pricing with Stochastic Correlation
(Articles)
Topilista Nabirye
,
Philip Ngare
,
Joseph Mungatu
Journal of Mathematical Finance
Vol.6 No.5
,November 23, 2016
DOI:
10.4236/jmf.2016.65059
1,674
Downloads
3,105
Views
Citations
On the Location of a Free Boundary for American Options
(Articles)
Ronald Katende
,
Diaraf Seck
,
Philip Ngare
Journal of Mathematical Finance
Vol.6 No.5
,November 24, 2016
DOI:
10.4236/jmf.2016.65062
1,883
Downloads
4,129
Views
Citations
The Barone-Adesi Whaley Formula to Price American Options Revisited
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Applied Mathematics
Vol.6 No.2
,February 13, 2015
DOI:
10.4236/am.2015.62036
7,960
Downloads
14,045
Views
Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market
(Articles)
Yan Yang
,
Laurence Copeland
Open Journal of Social Sciences
Vol.2 No.7
,July 14, 2014
DOI:
10.4236/jss.2014.27006
4,017
Downloads
5,325
Views
Citations
Dynamic Arbitrageurs’ Long-Run Impacts on Convertible Bond Issuers’ Stock Prices
(Articles)
Serhat Yildiz
Theoretical Economics Letters
Vol.8 No.9
,June 12, 2018
DOI:
10.4236/tel.2018.89099
1,001
Downloads
2,002
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
Quantized Energy Momentum and Wave for an Electromagnetic Pulse—A Single Photon inside Negative Refractive Indexed Media
(Articles)
Shantanu Das
Journal of Modern Physics
Vol.2 No.12
,December 7, 2011
DOI:
10.4236/jmp.2011.212183
5,954
Downloads
9,886
Views
Citations
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