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Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
(Articles)
Sunday Emmanuel Fadugba
,
Chuma Raphael Nwozo
Journal of Mathematical Finance
Vol.6 No.2
,May 31, 2016
DOI:
10.4236/jmf.2016.62028
3,312
Downloads
5,157
Views
Citations
Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option
(Articles)
Sunday Emmanuel Fadugba
,
Adedoyin Olayinka Ajayi
Open Access Library Journal
Vol.2 No.4
,April 17, 2015
DOI:
10.4236/oalib.1101466
2,952
Downloads
4,147
Views
Citations
The Black-Scholes Merton Model
—Implications for the Option Delta and the Probability of Exercise
(Articles)
Sunil K. Parameswaran
,
Sankarshan Basu
Theoretical Economics Letters
Vol.10 No.6
,December 25, 2020
DOI:
10.4236/tel.2020.106080
610
Downloads
3,263
Views
Citations
On the Interconnectedness of Schrodinger and Black-Scholes Equation
(Articles)
Ognjen Vukovic
Journal of Applied Mathematics and Physics
Vol.3 No.9
,September 8, 2015
DOI:
10.4236/jamp.2015.39137
2,726
Downloads
4,662
Views
Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market
(Articles)
Thomas Chinwe Urama
,
Patrick Oseloka Ezepue
Journal of Mathematical Finance
Vol.8 No.4
,November 12, 2018
DOI:
10.4236/jmf.2018.84041
2,212
Downloads
3,561
Views
Citations
This article belongs to the Special Issue on
Stochastic Methods and Finance
Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations
(Articles)
Gerald W. Buetow
,
James Sochacki
Journal of Mathematical Finance
Vol.9 No.4
,October 25, 2019
DOI:
10.4236/jmf.2019.94031
931
Downloads
2,482
Views
Citations
This article belongs to the Special Issue on
Actuarial Science and Finance
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
1,746
Downloads
4,225
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
56
Downloads
188
Views
Citations
Generalized Option Betas
(Articles)
Sven Husmann
,
Neda Todorova
Journal of Mathematical Finance
Vol.3 No.3
,August 8, 2013
DOI:
10.4236/jmf.2013.33035
5,530
Downloads
7,894
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
7,974
Downloads
12,888
Views
Citations
On Two Transform Methods for the Valuation of Contingent Claims
(Articles)
Chuma Raphael Nwozo
,
Sunday Emmanuel Fadugba
Journal of Mathematical Finance
Vol.5 No.2
,March 30, 2015
DOI:
10.4236/jmf.2015.52009
3,898
Downloads
4,960
Views
Citations
The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula
(Articles)
Yujie Cui
,
Baoli Yu
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23029
6,077
Downloads
10,262
Views
Citations
Darboux Transformation in Quantum Black-Scholes Hamiltonian and Supersymmetry
(Articles)
Jafar Sadeghi
,
Mohammad Rostami
,
Ahmad Pourdarvish
,
Behnam Pourhassan
Open Journal of Microphysics
Vol.3 No.2
,May 24, 2013
DOI:
10.4236/ojm.2013.32008
3,575
Downloads
6,546
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
1,676
Downloads
3,025
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
4,017
Views
Citations
Study on Chinese Rural Drinking Water Option and Its Pricing
(Articles)
Jian-Fei Leng
,
Lu Li
Journal of Financial Risk Management
Vol.1 No.4
,December 18, 2012
DOI:
10.4236/jfrm.2012.14010
4,202
Downloads
8,265
Views
Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,645
Downloads
11,436
Views
Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information
(Articles)
Weicheng Xu
,
Tian Zhou
,
Di Peng
Journal of Applied Mathematics and Physics
Vol.9 No.4
,April 21, 2021
DOI:
10.4236/jamp.2021.94050
275
Downloads
741
Views
Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes
(Articles)
Zhongmin Qian
,
Xingcheng Xu
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132015
150
Downloads
624
Views
Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility
(Articles)
Mitun Kumar Mondal
,
Md. Abdul Alim
,
Md. Faizur Rahman
,
Md. Haider Ali Biswas
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72019
2,848
Downloads
5,593
Views
Citations
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