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ISSN
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Option Pricing When Changes of the Underlying Asset Prices Are Restricted
(Articles)
George J Jiang
,
Guanzhong Pan
,
Lei Shi
Journal of Mathematical Finance
Vol.1 No.2
,August 25, 2011
DOI:
10.4236/jmf.2011.12004
4,739
Downloads
9,834
Views
Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing
(Articles)
Nonthiya Makate
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13012
5,322
Downloads
12,147
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
An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing
(Articles)
Deng Ding
,
Zuoqiu Weng
,
Jingya Zhao
Intelligent Information Management
Vol.4 No.3
,May 25, 2012
DOI:
10.4236/iim.2012.43014
4,413
Downloads
7,821
Views
Citations
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques
(Articles)
Deng Ding
,
Qi Fu
,
Jacky So
Technology and Investment
Vol.3 No.2
,May 29, 2012
DOI:
10.4236/ti.2012.32015
9,795
Downloads
17,692
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
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.4
,November 1, 2012
DOI:
10.4236/tel.2012.24074
4,479
Downloads
7,328
Views
Citations
The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option
(Articles)
Sure Mataramvura
Journal of Mathematical Finance
Vol.2 No.4
,November 19, 2012
DOI:
10.4236/jmf.2012.24031
3,324
Downloads
6,323
Views
Citations
Parallel Binomial American Option Pricing under Proportional Transaction Costs
(Articles)
Nan Zhang
,
Alet Roux
,
Tomasz Zastawniak
Applied Mathematics
Vol.3 No.11A
,November 27, 2012
DOI:
10.4236/am.2012.331245
4,638
Downloads
7,810
Views
Citations
This article belongs to the Special Issue on
Computing
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31002
6,573
Downloads
12,336
Views
Citations
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options
(Articles)
Qiang Zhao
,
Guo Liu
,
Guiding Gu
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34045
7,425
Downloads
13,753
Views
Citations
An Option Pricing Analysis of Exotic Bonus Certificates—The Case of Bonus Certificates PLUS
(Articles)
Rodrigo Hernandez
,
Pu Liu
Theoretical Economics Letters
Vol.4 No.5
,June 9, 2014
DOI:
10.4236/tel.2014.45044
7,133
Downloads
9,412
Views
Citations
This article belongs to the Special Issue on
The Bond and Money Markets
Valuation of Certificates on a Straddle with Forward Start—Theory and Evidence
(Articles)
Rodrigo Hernandez
,
Yinying Shao
Theoretical Economics Letters
Vol.4 No.5
,June 9, 2014
DOI:
10.4236/tel.2014.45045
5,066
Downloads
6,447
Views
Citations
This article belongs to the Special Issue on
The Bond and Money Markets
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Applied Mathematics and Physics
Vol.2 No.7
,June 13, 2014
DOI:
10.4236/jamp.2014.27062
5,081
Downloads
7,430
Views
Citations
One-Year Outcomes of Women Started on Antiretroviral Therapy during Pregnancy before and after the Implementation of Option B+ in Malawi: A Retrospective Chart Review from Three Facilities
(Articles)
Alfred A. Kamuyango
,
Lisa R. Hirschhorn
,
Wenjia Wang
,
Perry Jansen
,
Risa M. Hoffman
World Journal of AIDS
Vol.4 No.3
,August 28, 2014
DOI:
10.4236/wja.2014.43039
3,428
Downloads
4,522
Views
Citations
On the Efficacy of Fourier Series Approximations for Pricing European Options
(Articles)
A. S. Hurn
,
K. A. Lindsay
,
A. J. McClelland
Applied Mathematics
Vol.5 No.17
,October 23, 2014
DOI:
10.4236/am.2014.517267
4,522
Downloads
5,842
Views
Citations
A Real Options Approach to Distressed Property Borrower-Lender Reconciliation
(Articles)
David J. Moore
,
Nuriddin Ikromov
Journal of Mathematical Finance
Vol.5 No.1
,February 25, 2015
DOI:
10.4236/jmf.2015.51007
3,591
Downloads
4,822
Views
Citations
A Comparative Study of Email Forensic Tools
(Articles)
Vamshee Krishna Devendran
,
Hossain Shahriar
,
Victor Clincy
Journal of Information Security
Vol.6 No.2
,April 10, 2015
DOI:
10.4236/jis.2015.62012
12,341
Downloads
17,494
Views
Citations
Duopolistic Competition and Capacity Choice with Jump-Diffusion Process
(Articles)
Danmei Chen
Journal of Mathematical Finance
Vol.5 No.2
,May 22, 2015
DOI:
10.4236/jmf.2015.52018
2,666
Downloads
3,438
Views
Citations
The Role of Collateral in Credit Markets
(Articles)
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.5 No.4
,November 5, 2015
DOI:
10.4236/jmf.2015.54027
4,163
Downloads
7,459
Views
Citations
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