Heston’s Model; European-Style Option; Characteristic Function Inversion - Articles

A Similarity Technique for Solving Two-Layer Shallow-Water Equations (Articles)

Magda M. Kassem, Medhat M. Helal, Mohammad L. Mekky, Emad A. Mohamed

Applied Mathematics Vol.3 No.4，April 27, 2012

DOI: 10.4236/am.2012.34047 4,474 Downloads 8,019 Views Citations
What Is the Difference between Gamma and Gaussian Distributions? (Articles)

Xiao-Li Hu

Applied Mathematics Vol.4 No.2，February 27, 2013

DOI: 10.4236/am.2013.42043 8,175 Downloads 12,761 Views Citations
The Lognormal Characteristic Function in Several Dimensions, with Application to Asian Options (Articles)

Andrew P. Leung

Journal of Mathematical Finance Vol.10 No.3，August 14, 2020

DOI: 10.4236/jmf.2020.103024 608 Downloads 2,092 Views Citations
Option Pricing with Economic Feasibility (Articles)

Yi-Jang Yu

Modern Economy Vol.4 No.1，January 31, 2013

DOI: 10.4236/me.2013.41009 4,195 Downloads 6,298 Views Citations
Research on the Protection of Vulnerable Groups in Water Pollution Conflicts Based on Binomial Tree Pricing Model (Articles)

Yanping Chen, Tiejun Cheng, Fengping Wu

Journal of Water Resource and Protection Vol.7 No.8，June 30, 2015

DOI: 10.4236/jwarp.2015.78054 2,893 Downloads 3,855 Views Citations
This article belongs to the Special Issue on Water Pollution and Control
Valuation of Asian American Option Using a Modified Path Simulation Method (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

World Journal of Engineering and Technology Vol.3 No.3C，October 23, 2015

DOI: 10.4236/wjet.2015.33C044 3,578 Downloads 4,520 Views Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1，February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,064 Downloads 2,622 Views Citations
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 191 Downloads 1,331 Views Citations
Trajectory Tracking of Quadrotor Aerial Robot Using Improved Dynamic Inversion Method (Articles)

Lifeng Wang, Yichong He, Zhixiang Zhang, Congkui He

Intelligent Control and Automation Vol.4 No.4，November 13, 2013

DOI: 10.4236/ica.2013.44040 152,097 Downloads 377,673 Views Citations
Exploring Sandstone Body in Weak Electrical Resistivity Contrast with AMT Data (Articles)

Shancong Yao, Mao Wang, Shuxin Duan, Shuang Chen, Wusheng Liu, Delin Xu

International Journal of Geosciences Vol.8 No.3，March 16, 2017

DOI: 10.4236/ijg.2017.83012 1,838 Downloads 2,801 Views Citations
Study on Option Price Model of the Transaction of Information Commodities (Articles)

Changping HU, Xianjun QI

Journal of Service Science and Management Vol.2 No.4，December 15, 2009

DOI: 10.4236/jssm.2009.24047 5,106 Downloads 8,395 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 5,370 Downloads 9,221 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 10,112 Downloads 17,095 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 4,885 Downloads 8,988 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 4,777 Downloads 7,796 Views Citations
This article belongs to the Special Issue on Computing
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 2,141 Downloads 10,639 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 958 Downloads 1,858 Views Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 (Articles)

Z. Guo, H. Schellhorn

Applied Mathematics Vol.10 No.6，June 28, 2019

DOI: 10.4236/am.2019.106034 676 Downloads 1,516 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
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 297 Downloads 1,208 Views Citations
Optimization of Thermal Processes in Industrial Conditions (Articles)

Rutkowki Alexandr Leonidovich, Kovaleva Maria Alexandrovna, Bilaonov Batraz Dydarovish

Journal of Power and Energy Engineering Vol.2 No.9，September 16, 2014

DOI: 10.4236/jpee.2014.29012 3,256 Downloads 3,955 Views Citations

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