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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
4,957
Views
Citations
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model
(Articles)
Charity Wamwea
,
Philip Ngare
,
Martin Le Doux Mbele Bidima
,
Susan Mwelu
Journal of Mathematical Finance
Vol.9 No.4
,October 30, 2019
DOI:
10.4236/jmf.2019.94036
830
Downloads
1,776
Views
Citations
On the Consistency of the First-Order-Approach to Principal-Agent Problems
(Articles)
Óscar Gutiérrez
Theoretical Economics Letters
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/tel.2012.22028
4,953
Downloads
8,693
Views
Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market
(Articles)
Fadugba Sunday Emmanuel
,
Emeka Helen Oluyemisi
Applied Mathematics
Vol.7 No.9
,May 26, 2016
DOI:
10.4236/am.2016.79075
1,870
Downloads
3,249
Views
Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model
(Articles)
Mingjia Li
Open Journal of Statistics
Vol.7 No.3
,June 12, 2017
DOI:
10.4236/ojs.2017.73032
1,358
Downloads
2,504
Views
Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate
(Articles)
Xin Zhang
,
Huisheng Shu
,
Xiu Kan
,
Yingyi Fang
,
Zhiwei Zheng
Journal of Mathematical Finance
Vol.8 No.1
,January 29, 2018
DOI:
10.4236/jmf.2018.81004
1,353
Downloads
3,387
Views
Citations
Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model
(Articles)
Matabel Odin
,
Jane Akinyi Aduda
,
Cyprian Ondieki Omari
Open Journal of Statistics
Vol.12 No.5
,October 10, 2022
DOI:
10.4236/ojs.2022.125033
91
Downloads
397
Views
Citations
This article belongs to the Special Issue on
Applied Statistics
Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs
(Articles)
Matabel Odin
,
Jane Akinyi Aduda
,
Cyprian Ondieki Omari
Journal of Mathematical Finance
Vol.13 No.1
,February 21, 2023
DOI:
10.4236/jmf.2023.131006
115
Downloads
523
Views
Citations
From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment
(Articles)
Qing Zhou
,
Chao Li
Journal of Mathematical Finance
Vol.2 No.4
,November 23, 2012
DOI:
10.4236/jmf.2012.24034
4,771
Downloads
7,795
Views
Citations
A Three-Stage Stochastic Dynamic Pricing Game Model Affected by New Products into the Market
(Articles)
Waka Cheung
,
Fang Chen
Open Journal of Statistics
Vol.5 No.4
,June 3, 2015
DOI:
10.4236/ojs.2015.54030
2,783
Downloads
3,442
Views
Citations
Multi-Energy Simulation of a Smart Grid with Optimal Local Demand and Supply Management
(Articles)
Christian Kuschel
,
Harald Köstler
,
Ulrich Rüde
Smart Grid and Renewable Energy
Vol.6 No.11
,December 18, 2015
DOI:
10.4236/sgre.2015.611025
4,199
Downloads
5,306
Views
Citations
The Cross-Section of Stock Returns: An Application of Fama-French Approach to Nepal
(Articles)
Sabin Bikram Panta
,
Niranjan Phuyal
,
Rajesh Sharma
,
Gautam Vora
Modern Economy
Vol.7 No.2
,February 26, 2016
DOI:
10.4236/me.2016.72024
4,105
Downloads
7,216
Views
Citations
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility
(Articles)
Wentao Zhou
,
Liuling Li
Journal of Mathematical Finance
Vol.6 No.5
,November 16, 2016
DOI:
10.4236/jmf.2016.65050
2,874
Downloads
6,436
Views
Citations
Risk Factors and Stock Price Performance of U.S. Sectors: A Quintile Approach
(Articles)
Panagiotis G. Artikis
,
Lydia G. Diamantopoulou
,
Christos G. Kampouris
Theoretical Economics Letters
Vol.12 No.3
,June 28, 2022
DOI:
10.4236/tel.2022.123046
164
Downloads
831
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
798
Downloads
1,695
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
666
Downloads
1,699
Views
Citations
On the Economic Premium Principle
(Articles)
Kazuhiro Takino
Theoretical Economics Letters
Vol.8 No.3
,February 14, 2018
DOI:
10.4236/tel.2018.83036
688
Downloads
1,273
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
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
1,182
Downloads
1,837
Views
Citations
Pricing Strategies of Pharmaceutical Wholesalers in Zimbabwe and Their Impact on Service Provision
(Articles)
Pias Tomupei Musiza
Open Access Library Journal
Vol.10 No.5
,May 26, 2023
DOI:
10.4236/oalib.1110185
105
Downloads
985
Views
Citations
Pricing Services in a Grid of Computers Using Priority Segmentation
(Articles)
Emmanuel Fragniere
,
Francesco Moresino
Journal of Service Science and Management
Vol.3 No.3
,October 8, 2010
DOI:
10.4236/jssm.2010.33040
6,847
Downloads
10,342
Views
Citations
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