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Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion
(Articles)
Kebareng I. Moalosi-Court
Open Access Library Journal
Vol.6 No.8
,August 2, 2019
DOI:
10.4236/oalib.1105568
221
Downloads
774
Views
Citations
Going Nuclear: Rule Manipulation and Judicial Nomination Efficacy
(Articles)
Corey Bopp
Open Journal of Political Science
Vol.9 No.4
,October 31, 2019
DOI:
10.4236/ojps.2019.94042
704
Downloads
1,167
Views
Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model
(Articles)
Lingkang Zhu
,
Xiu Kan
,
Huisheng Shu
,
Zifeng Wang
Journal of Applied Mathematics and Physics
Vol.7 No.12
,December 9, 2019
DOI:
10.4236/jamp.2019.712211
807
Downloads
1,657
Views
Citations
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
494
Downloads
1,036
Views
Citations
Differential Evolution Optimization of the Broken Wing Butterfly Option Strategy
(Articles)
David Munoz Constantine
,
Richard Tymerski
,
Garrison Greenwood
Technology and Investment
Vol.11 No.3
,June 30, 2020
DOI:
10.4236/ti.2020.113003
784
Downloads
4,164
Views
Citations
An Assessment of the Social, Cultural, and Economical Barriers to Option B+ Retention and Their Solutions in Malawi: A Review
(Articles)
Jamie Yoon
,
David S. Chung
,
Michelle Kim
,
Kunmin Kim
,
Sang Heon Lee
,
Tae Youn Kim
,
Hark Joon Lee
,
Seog In Moon
,
Jooheon Park
,
Paul S. Chung
,
Thomas Nyirenda
World Journal of AIDS
Vol.11 No.1
,March 31, 2021
DOI:
10.4236/wja.2021.111002
400
Downloads
785
Views
Citations
Review of Asian Options
(Articles)
Jiaying Han
,
Yicheng Hong
Open Access Library Journal
Vol.9 No.2
,February 15, 2022
DOI:
10.4236/oalib.1108358
178
Downloads
1,550
Views
Citations
Perpetual American Call Option under Fractional Brownian Motion Model
(Articles)
Atsuo Suzuki
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132014
94
Downloads
374
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy and Theory
Modeling the Spatio-Temporal Dynamics of Local Context for a Contextualized Diffusion of Agroecological Intensification Options in Niger
(Articles)
Nouhou Salifou Jangorzo
,
Maud Loireau
,
Abou-Soufianou Sadda
,
Ousmane Sami Mari
,
Abdoul-Aziz Saïdou
,
Hassane Bil-Assanou Issoufou
International Journal of Geosciences
Vol.15 No.3
,March 28, 2024
DOI:
10.4236/ijg.2024.153016
53
Downloads
156
Views
Citations
Adaptive Wave Models for Sophisticated Option Pricing
(Articles)
Vladimir G. Ivancevic
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13006
5,153
Downloads
10,471
Views
Citations
Simulation of Diode-Pumped Q-Switched Nd:YAG Laser Generating Eye-Safe Signal in IOPO Environment
(Articles)
Mian M. Ashraf
,
Muhammad Siddique
Optics and Photonics Journal
Vol.2 No.3
,September 20, 2012
DOI:
10.4236/opj.2012.23025
6,864
Downloads
10,539
Views
Citations
Pricing the Credit-Risk Put Embedded in Borrowers’ Extendible Credit Commitments, with Its Application to Basel-3 Micro-Prudential Regulation
(Articles)
John-Peter D. Chateau
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65052
1,588
Downloads
2,391
Views
Citations
The British Binary Option
(Articles)
Min Gao
Journal of Mathematical Finance
Vol.9 No.4
,November 14, 2019
DOI:
10.4236/jmf.2019.94038
714
Downloads
1,621
Views
Citations
Impacts of Chromium from Tannery Effluent and Evaluation of Alternative Treatment Options
(Articles)
Alebel Abebe Belay
Journal of Environmental Protection
Vol.1 No.1
,April 8, 2010
DOI:
10.4236/jep.2010.11007
21,647
Downloads
47,566
Views
Citations
An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy
(Articles)
Werner Hürlimann
Applied Mathematics
Vol.2 No.4
,March 31, 2011
DOI:
10.4236/am.2011.24053
6,333
Downloads
12,023
Views
Citations
Recent Developments in Option Pricing
(Articles)
Hui Gong
,
You Liang
,
Aerambamoorthy Thavaneswaran
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13009
6,662
Downloads
13,446
Views
Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates
(Articles)
Sarisa Pinkham
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13013
4,848
Downloads
10,969
Views
Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques
(Articles)
Farshid Mehrdoust
,
Kianoush Fathi Vajargah
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22021
4,876
Downloads
9,818
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
8,691
Views
Citations
Pricing Options on Foreign Currency with a Preset Exchange Rate
(Articles)
Avner Wolf
,
Christopher Hessel
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23024
5,967
Downloads
10,489
Views
Citations
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