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The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock
(Articles)
Paulina Nangolo
,
Elias Rabson Offen
,
Othusitse Basmanebothe
Journal of Mathematical Finance
Vol.13 No.2
,May 25, 2023
DOI:
10.4236/jmf.2023.132012
100
Downloads
720
Views
Citations
Pricing European Call Currency Option Based on Fuzzy Estimators
(Articles)
Xing Yu
,
Hongguo Sun
,
Guohua Chen
Applied Mathematics
Vol.2 No.4
,March 31, 2011
DOI:
10.4236/am.2011.24058
5,272
Downloads
9,048
Views
Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.1
,February 23, 2012
DOI:
10.4236/tel.2012.21003
6,012
Downloads
12,595
Views
Citations
Some Properties for the American Option-Pricing Model
(Articles)
Hong-Ming Yin
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23027
4,802
Downloads
8,844
Views
Citations
A Study on Numerical Solution of Black-Scholes Model
(Articles)
Md. Nurul Anwar
,
Laek Sazzad Andallah
Journal of Mathematical Finance
Vol.8 No.2
,May 17, 2018
DOI:
10.4236/jmf.2018.82024
1,882
Downloads
9,340
Views
Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs
(Articles)
Foad Shokrollahi
Journal of Mathematical Finance
Vol.8 No.4
,November 7, 2018
DOI:
10.4236/jmf.2018.84040
884
Downloads
1,770
Views
Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy
(Articles)
Niloofar Ghorbani
,
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.12 No.1
,January 29, 2022
DOI:
10.4236/jmf.2022.121005
217
Downloads
965
Views
Citations
On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model
(Articles)
Kazuhiro Takino
Journal of Mathematical Finance
Vol.5 No.2
,May 27, 2015
DOI:
10.4236/jmf.2015.52020
3,428
Downloads
4,365
Views
Citations
Water Resource Pricing Study Based on Water Quality Fuzzy Evaluation: A Case Study of Hefei City
(Articles)
Yuzhen Duan
,
Guijian Liu
Computational Water, Energy, and Environmental Engineering
Vol.5 No.4
,September 8, 2016
DOI:
10.4236/cweee.2016.54010
1,743
Downloads
2,806
Views
Citations
Verification of Real-Time Pricing Systems Based on Probabilistic Boolean Networks
(Articles)
Koichi Kobayashi
,
Kunihiko Hiraishi
Applied Mathematics
Vol.7 No.15
,September 16, 2016
DOI:
10.4236/am.2016.715146
1,429
Downloads
2,304
Views
Citations
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market
(Articles)
Zhentao Liu
,
Gilbert V. Nartea
,
Ji Wu
Theoretical Economics Letters
Vol.8 No.1
,January 29, 2018
DOI:
10.4236/tel.2018.81005
957
Downloads
2,058
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Value Premium and Portfolio Return Regime: Evidence from European Equities
(Articles)
Chikashi Tsuji
Modern Economy
Vol.9 No.3
,March 20, 2018
DOI:
10.4236/me.2018.93028
786
Downloads
1,543
Views
Citations
An Equilibrium Asset Pricing Model under the Dual Theory of the Smooth Ambiguity Model
(Articles)
Hideki Iwaki
Journal of Mathematical Finance
Vol.8 No.2
,May 31, 2018
DOI:
10.4236/jmf.2018.82031
1,147
Downloads
2,284
Views
Citations
Study on Loan Pricing Model of Commercial Banks Based on Artificial Neural Network
(Articles)
Ming Zhang
,
Xinghua Liu
,
Yi Liu
Journal of Mathematical Finance
Vol.9 No.4
,October 25, 2019
DOI:
10.4236/jmf.2019.94033
1,058
Downloads
5,854
Views
Citations
The Economics of Business Cycles Numerical Model Role of Fixed Costs
(Articles)
Gerald Aranoff
Modern Economy
Vol.11 No.2
,February 27, 2020
DOI:
10.4236/me.2020.112044
462
Downloads
1,226
Views
Citations
Liquidity Premium and Transaction Cost
(Articles)
Junxian Yang
,
Xindong Zhang
Theoretical Economics Letters
Vol.11 No.2
,March 31, 2021
DOI:
10.4236/tel.2021.112014
564
Downloads
2,358
Views
Citations
Pricing the Idiosyncratic Risk in the Cost of Capital: A Comprehensive Model
(Articles)
Federico Beltrame
,
Gianni Zorzi
Theoretical Economics Letters
Vol.12 No.5
,September 9, 2022
DOI:
10.4236/tel.2022.125065
128
Downloads
727
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
389
Views
Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing
(Articles)
Mohammed Alhagyan
,
Masnita Misiran
,
Zurni Omar
Open Access Library Journal
Vol.3 No.8
,August 19, 2016
DOI:
10.4236/oalib.1102863
1,474
Downloads
2,698
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
3,892
Downloads
5,025
Views
Citations
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