Exchange Option; Contingent Claim; Hedging; Generalized CHO Formula - Articles

Economic Valuation of Forest Conserved by Local Community for Carbon Sequestration: The Case of Humbo Community Assisted Natural Regeneration Afforestation/Reforestation (A/R) Carbon Sequestration Project; SNNPRS, Ethiopia (Articles)

Elmi Nure Negewo, Zeleke Ewnetu, Yemiru Tesfaye

Low Carbon Economy Vol.7 No.2，June 27, 2016

DOI: 10.4236/lce.2016.72009 3,014 Downloads 5,148 Views Citations
Instructions Affect Reaction Time Variability: Evaluation by Event-Related Potentials (Articles)

Tomofumi Fukuda, Masayuki Shimono, Ayako Senju, Masahiro Ishii, Ryouta Igarashi, Koichi Kusuhara

Journal of Behavioral and Brain Science Vol.7 No.3，March 6, 2017

DOI: 10.4236/jbbs.2017.73010 1,503 Downloads 2,332 Views Citations
Public-Private Partnerships in Cambodia: Issues and Solution (Articles)

Bun Eang Sar, Meyka Chea, Chanpisey Ung

Open Journal of Business and Management Vol.8 No.3，May 22, 2020

DOI: 10.4236/ojbm.2020.83078 1,061 Downloads 5,700 Views Citations
Tools in Classroom-Based Formative Assessment (Articles)

Yuhua Zhou

Open Access Library Journal Vol.10 No.11，November 17, 2023

DOI: 10.4236/oalib.1110826 167 Downloads 1,432 Views Citations
Valuation of European and American Options under Variance Gamma Process (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

Journal of Applied Mathematics and Physics Vol.2 No.11，October 28, 2014

DOI: 10.4236/jamp.2014.211114 3,806 Downloads 5,001 Views Citations
On the Location of a Free Boundary for American Options (Articles)

Ronald Katende, Diaraf Seck, Philip Ngare

Journal of Mathematical Finance Vol.6 No.5，November 24, 2016

DOI: 10.4236/jmf.2016.65062 1,972 Downloads 4,358 Views Citations
The Barone-Adesi Whaley Formula to Price American Options Revisited (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.6 No.2，February 13, 2015

DOI: 10.4236/am.2015.62036 8,175 Downloads 14,283 Views Citations
Banking Firm, Risk of Investment and Derivatives (Articles)

Udo Broll, Wing-Keung Wong, Mojia Wu

Technology and Investment Vol.2 No.3，August 25, 2011

DOI: 10.4236/ti.2011.23023 5,498 Downloads 9,977 Views Citations
Partial Hedging Using Malliavin Calculus (Articles)

Lan Ma Nygren, Peter Lakner

Journal of Mathematical Finance Vol.2 No.3，August 31, 2012

DOI: 10.4236/jmf.2012.23023 4,214 Downloads 7,708 Views Citations
Pricing and Hedging in Stochastic Volatility Regime Switching Models (Articles)

Stéphane Goutte

Journal of Mathematical Finance Vol.3 No.1，February 26, 2013

DOI: 10.4236/jmf.2013.31006 5,047 Downloads 9,007 Views Citations
Granular and Star-Shaped Price Systems (Articles)

Erio Castagnoli, Marzia De Donno, Gino Favero, Paola Modesti

Journal of Financial Risk Management Vol.4 No.3，September 30, 2015

DOI: 10.4236/jfrm.2015.43018 3,421 Downloads 4,231 Views Citations
Fair Value and Volatility in the Cases of Assets Securitization, Derivative Hedging and Loan Loss Provisioning (Articles)

Lan Sun

Theoretical Economics Letters Vol.5 No.5，October 27, 2015

DOI: 10.4236/tel.2015.55078 7,369 Downloads 8,683 Views Citations
Quantifying the Microeconomic and Macroeconomic Impact of the Recent Crude Oil Price Fluctuations (Articles)

Peng Xu, Utsav Adhikari, Lei Guo, Deepa Sathaye, Jihua Wang, Dongliang Yi, Yizhi Zhu

Open Journal of Statistics Vol.6 No.4，August 15, 2016

DOI: 10.4236/ojs.2016.64051 1,848 Downloads 4,577 Views Citations
Valuation and Risk Assessment of a Portfolio of Variable Annuities: A Vector Autoregression Approach (Articles)

Albina Orlando, Gary Parker

Journal of Mathematical Finance Vol.8 No.2，May 9, 2018

DOI: 10.4236/jmf.2018.82023 838 Downloads 2,013 Views Citations
Next Level in Risk Management? Hedging and Trading Strategies of Volatility Derivatives Using VIX Futures (Articles)

Ernst J. Fahling, Elmar Steurer, Tobias Schädler, Adrian Volz

Journal of Financial Risk Management Vol.7 No.4，December 29, 2018

DOI: 10.4236/jfrm.2018.74024 1,574 Downloads 5,331 Views Citations
Hedging the Treasury Lock (Articles)

Mario Pucci

Journal of Mathematical Finance Vol.9 No.3，August 13, 2019

DOI: 10.4236/jmf.2019.93018 3,027 Downloads 10,465 Views Citations
Optimal Hedging Strategies of Stock Index Futures Based on the Perspective of Information Asymmetry (Articles)

Jianhua Guo

Open Journal of Applied Sciences Vol.10 No.2，February 24, 2020

DOI: 10.4236/ojapps.2020.102002 681 Downloads 1,854 Views Citations
Effectiveness of Foreign Exchange Derivatives Usage from Non-Financial Companies: A Brazilian Perspective (Articles)

Lucas Santos da Silva, Margarida Gutierrez, Raul Gouvea, Claudio Moraes

Modern Economy Vol.14 No.11，November 22, 2023

DOI: 10.4236/me.2023.1411081 167 Downloads 662 Views Citations
Applications of Mogulskii, and Kurtz-Feng Large Deviation Results to Risk Reserve Processes with Aggregate Claims (Articles)

Jorge Garcia, Ana Meda

Applied Mathematics Vol.3 No.12A，December 31, 2012

DOI: 10.4236/am.2012.312A291 4,814 Downloads 7,109 Views Citations
This article belongs to the Special Issue on Probability and Its Applications
Estimating the Gerber-Shiu Function by Fourier Cosine Series Expansion in the Wiener-Poisson Risk Model (Articles)

Marcelin Romeo Noumegni Kenmoe, Jane Akinyi Aduda, Mbele Bidima Martin Le Doux

Journal of Mathematical Finance Vol.13 No.3，July 31, 2023

DOI: 10.4236/jmf.2023.133017 174 Downloads 655 Views Citations

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