Fractional Brownian Motion; Geometric Asian Options; Closed-Form Solution; Risk-Free Rate - Articles

A Valuation Model for Callable Eurobonds (Articles)

Vince Hooper, John Pointon

Journal of Mathematical Finance Vol.9 No.3，August 21, 2019

DOI: 10.4236/jmf.2019.93023 817 Downloads 1,846 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16，August 29, 2014

DOI: 10.4236/am.2014.516234 3,257 Downloads 4,049 Views Citations
Brownian Motion in Parabolic Space (Articles)

Takahisa Okino

Journal of Modern Physics Vol.3 No.3，March 28, 2012

DOI: 10.4236/jmp.2012.33034 4,839 Downloads 9,703 Views Citations
A Dynamic Cournot Model with Brownian Motion (Articles)

Hyungho Youn, Victor J. Tremblay

Theoretical Economics Letters Vol.5 No.1，February 3, 2015

DOI: 10.4236/tel.2015.51009 3,240 Downloads 4,299 Views Citations
Expected Stock Returns and Option-Implied Rate of Return (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.4，November 19, 2012

DOI: 10.4236/jmf.2012.24030 8,778 Downloads 14,363 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 796 Downloads 1,939 Views Citations
Measuring a Quantum System’s Classical Information (Articles)

John L. Haller Jr.

Journal of Modern Physics Vol.5 No.1，January 15, 2014

DOI: 10.4236/jmp.2014.51002 4,243 Downloads 5,905 Views Citations
Optimal Foreign Exchange Risk Hedging: A Mean Variance Portfolio Approach (Articles)

Yun-Yeong Kim

Theoretical Economics Letters Vol.3 No.1，February 26, 2013

DOI: 10.4236/tel.2013.31001 6,887 Downloads 13,431 Views Citations
Pricing Asian Options: A Comparison of Numerical and Simulation Approaches Twenty Years Later (Articles)

Akos Horvath, Peter Medvegyev

Journal of Mathematical Finance Vol.6 No.5，November 18, 2016

DOI: 10.4236/jmf.2016.65056 2,772 Downloads 6,848 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
Dirichlet Brownian Motions (Articles)

Hafedh Faires

Open Journal of Statistics Vol.4 No.11，December 29, 2014

DOI: 10.4236/ojs.2014.411085 2,709 Downloads 3,424 Views Citations
A Mathematical Model Reveals That Both Randomness and Periodicity Are Essential for Sustainable Fluctuations in Stock Prices (Articles)

Motohisa Osaka

Applied Mathematics Vol.10 No.6，June 17, 2019

DOI: 10.4236/am.2019.106028 725 Downloads 2,925 Views Citations
A Simple Model for the Calculation of Diffusion Coefficient in a Periodic Potential (Articles)

Chunhui Zhang, Zhanwu Bai

Journal of Modern Physics Vol.12 No.2，January 21, 2021

DOI: 10.4236/jmp.2021.122009 501 Downloads 1,628 Views Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes (Articles)

Bo Peng

Journal of Applied Mathematics and Physics Vol.11 No.8，August 24, 2023

DOI: 10.4236/jamp.2023.118153 111 Downloads 408 Views Citations
Real Options Adoption with Poisson Price, Quantity, and Policy Uncertainty Jumps (Articles)

Chong (Andrea) Zhao, Gregory Colson, Hazel Wetzstein, Michael Wetzstein

Theoretical Economics Letters Vol.13 No.6，December 22, 2023

DOI: 10.4236/tel.2023.136087 112 Downloads 369 Views Citations
Survival Model Inference Using Functions of Brownian Motion (Articles)

John O’Quigley

Applied Mathematics Vol.3 No.6，June 27, 2012

DOI: 10.4236/am.2012.36098 3,828 Downloads 6,759 Views Citations
Efficient Pricing of Low Volatility Path Dependent Options (Articles)

Osei Antwi, Francis Tabi Oduro

Journal of Mathematical Finance Vol.12 No.1，February 21, 2022

DOI: 10.4236/jmf.2022.121012 178 Downloads 721 Views Citations
The Series of Reciprocals of Non-central Binomial Coefficients (Articles)

Laiping Zhang, Wanhui Ji

American Journal of Computational Mathematics Vol.3 No.3B，October 25, 2013

DOI: 10.4236/ajcm.2013.33B006 3,909 Downloads 6,179 Views Citations
In-Arrears Interest Rate Derivatives under the 3/2 Model (Articles)

Joanna Goard

Modern Economy Vol.6 No.6，June 18, 2015

DOI: 10.4236/me.2015.66067 3,732 Downloads 4,755 Views Citations
Evaluation of Daily Tumor Motion by Measuring Fiducial Length on CBCT Images in Pancreatic Stereotactic Body Radiation Therapy (Articles)

Si Young Jang, Min-Sig Hwang, Ron Lalonde, Dwight E. Heron, M. Saiful Huq

Int'l J. of Medical Physics, Clinical Eng. and Radiation Oncology Vol.8 No.2，April 2, 2019

DOI: 10.4236/ijmpcero.2019.82007 909 Downloads 1,641 Views Citations

<...234 ...>

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies