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

A Parallel Derivation to the Maxwell-Garnett Formula for the Magnetic Permeability of Mixed Materials (Articles)

Hsien-Ming Chang, Chungpin Liao

World Journal of Condensed Matter Physics Vol.1 No.2，May 6, 2011

DOI: 10.4236/wjcmp.2011.12009 6,731 Downloads 13,499 Views Citations
A Method for the Measurement of Lutein in Infant Formula (Articles)

Rebecca Yuhas, Megan Mccormick, Stephen Yachetti, Anita M. Burgher, Kadeline Kong, John Walsh

Food and Nutrition Sciences Vol.2 No.2，March 31, 2011

DOI: 10.4236/fns.2011.22020 9,137 Downloads 16,098 Views Citations
Usage of Erlang Formula in IP Networks (Articles)

Erik Chromy, Jan Suran, Matus Kovacik, Matej Kavacky

Communications and Network Vol.3 No.3，August 10, 2011

DOI: 10.4236/cn.2011.33020 7,918 Downloads 13,970 Views Citations
Assessing the Graham’s Formula for Stock Selection: Too Good to Be True? (Articles)

Jason Lin, Jane Sung

Open Journal of Social Sciences Vol.2 No.3，March 6, 2014

DOI: 10.4236/jss.2014.23001 7,452 Downloads 9,675 Views Citations
Study on Torque Ripple of Wound-Field Doubly Salient Generator with No Load (Articles)

Fan Yang, Jin Ma, Haoji Xu

World Journal of Engineering and Technology Vol.3 No.3C，October 22, 2015

DOI: 10.4236/wjet.2015.33C017 3,848 Downloads 4,517 Views Citations
The Number of Primes (Articles)

Pál Doroszlai, Horacio Keller

Advances in Pure Mathematics Vol.12 No.2，February 23, 2022

DOI: 10.4236/apm.2022.122008 293 Downloads 1,319 Views Citations
The Infinity of the Number of Pairs of Equidistant Primes around Any Integer over Three (Articles)

Pal Doroszlai, Horacio Keller

Advances in Pure Mathematics Vol.15 No.3，March 7, 2025

DOI: 10.4236/apm.2025.153008 37 Downloads 207 Views Citations
Exchange Market Pressure in China: A Re-Examination Based on Girton-Roper Monetary Model (Articles)

Xiangsheng Dou

Theoretical Economics Letters Vol.7 No.5，August 2, 2017

DOI: 10.4236/tel.2017.75089 1,058 Downloads 2,357 Views Citations
A Statistical Analysis of Intensities Estimation on the Modeling of Non-Life Insurance Claim Counting Process (Articles)

Uraiwan Jaroengeratikun, Winai Bodhisuwan, Ampai Thongteeraparp

Applied Mathematics Vol.3 No.1，January 4, 2012

DOI: 10.4236/am.2012.31016 4,461 Downloads 9,325 Views Citations
The Prediction of Non-Life Claim Reserves under Inflation
—An Analysis including Diagonal Effects (Articles)

Ting Yan

Open Journal of Statistics Vol.6 No.2，April 27, 2016

DOI: 10.4236/ojs.2016.62028 3,502 Downloads 5,167 Views Citations
This article belongs to the Special Issue on Mathematical Statistics and Data Analysis
Urgent Proceedings before the International Courts and Tribunals (Articles)

Tafsir Malick Ndiaye

Beijing Law Review Vol.10 No.4，September 2, 2019

DOI: 10.4236/blr.2019.104046 743 Downloads 1,952 Views Citations
Is the Tokyo Foreign Exchange Market Efficient from Two Perspectives of Forward Bias and Anomaly? (Articles)

Yutaka Kurihara

Modern Economy Vol.2 No.4，September 21, 2011

DOI: 10.4236/me.2011.24067 5,409 Downloads 9,342 Views Citations
Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options (Articles)

Hasan Alzubaidi

American Journal of Computational Mathematics Vol.7 No.3，August 3, 2017

DOI: 10.4236/ajcm.2017.73020 1,032 Downloads 2,451 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6，June 26, 2012

DOI: 10.4236/am.2012.36093 7,310 Downloads 11,388 Views Citations
Study on Chinese Rural Drinking Water Option and Its Pricing (Articles)

Jian-Fei Leng, Lu Li

Journal of Financial Risk Management Vol.1 No.4，December 18, 2012

DOI: 10.4236/jfrm.2012.14010 4,298 Downloads 8,469 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

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

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,760 Downloads 11,728 Views Citations
Generalized Option Betas (Articles)

Sven Husmann, Neda Todorova

Journal of Mathematical Finance Vol.3 No.3，August 8, 2013

DOI: 10.4236/jmf.2013.33035 5,693 Downloads 8,214 Views Citations
Pricing Options in Jump Diffusion Models Using Mellin Transforms (Articles)

Robert Frontczak

Journal of Mathematical Finance Vol.3 No.3，August 15, 2013

DOI: 10.4236/jmf.2013.33037 7,632 Downloads 11,525 Views Citations
Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.4 No.2，February 14, 2014

DOI: 10.4236/jmf.2014.42006 4,599 Downloads 7,548 Views Citations
Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance (Articles)

Erik Bølviken, Frank Proske, Mark Rubtsov

Journal of Mathematical Finance Vol.4 No.2，February 27, 2014

DOI: 10.4236/jmf.2014.42011 4,384 Downloads 6,552 Views Citations

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