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Journal
Affiliation
ISSN
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Application of Fast N-Body Algorithm to Option Pricing under CGMY Model
(Articles)
Takayuki Sakuma
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72016
1,442
Downloads
2,574
Views
Citations
This article belongs to the Special Issue on
Option Pricing
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
1,874
Downloads
9,287
Views
Citations
Optimization of Water Resource Management Using Chooser Option Contracts under Uncertainty
(Articles)
Zhichao Gao
,
Hong Zhang
,
Minghu Ha
American Journal of Industrial and Business Management
Vol.8 No.5
,May 24, 2018
DOI:
10.4236/ajibm.2018.85089
730
Downloads
1,256
Views
Citations
The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers
(Articles)
Sang Baum Kang
Theoretical Economics Letters
Vol.8 No.9
,June 13, 2018
DOI:
10.4236/tel.2018.89103
692
Downloads
1,286
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
The Valuation of Currency Put Options
(Articles)
Rebecca Abraham
Theoretical Economics Letters
Vol.8 No.11
,August 24, 2018
DOI:
10.4236/tel.2018.811165
847
Downloads
3,364
Views
Citations
Mother to Child Transmission of HIV after Option B+ in Low Income Environment
(Articles)
Mve Koh Valère
,
Kamgaing Nelly
,
Nda Mefo
,
Foumane Pascal
Open Journal of Obstetrics and Gynecology
Vol.8 No.12
,October 18, 2018
DOI:
10.4236/ojog.2018.812118
1,176
Downloads
2,966
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
883
Downloads
1,767
Views
Citations
Factors Influencing the Choice of Investment in Life Insurance Policy
(Articles)
Ravi Kumar Tati
,
Ernest Beryl B. Baltazar
Theoretical Economics Letters
Vol.8 No.15
,December 27, 2018
DOI:
10.4236/tel.2018.815224
5,572
Downloads
14,029
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
601
Downloads
1,390
Views
Citations
This article belongs to the Special Issue on
Stochastic Process and Stochastic Calculus
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion
(Articles)
Kebareng I. Moalosi-Court
Open Access Library Journal
Vol.6 No.8
,August 2, 2019
DOI:
10.4236/oalib.1105568
221
Downloads
815
Views
Citations
Going Nuclear: Rule Manipulation and Judicial Nomination Efficacy
(Articles)
Corey Bopp
Open Journal of Political Science
Vol.9 No.4
,October 31, 2019
DOI:
10.4236/ojps.2019.94042
703
Downloads
1,436
Views
Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model
(Articles)
Lingkang Zhu
,
Xiu Kan
,
Huisheng Shu
,
Zifeng Wang
Journal of Applied Mathematics and Physics
Vol.7 No.12
,December 9, 2019
DOI:
10.4236/jamp.2019.712211
801
Downloads
1,873
Views
Citations
Strategies for Indexed Stock Option Hedgers with Loss-Risk-Minimizing Criterion Based on Monte-Carlo Method
(Articles)
Jianhua Guo
,
Lijuan Deng
Journal of Financial Risk Management
Vol.8 No.4
,December 17, 2019
DOI:
10.4236/jfrm.2019.84019
486
Downloads
1,100
Views
Citations
Differential Evolution Optimization of the Broken Wing Butterfly Option Strategy
(Articles)
David Munoz Constantine
,
Richard Tymerski
,
Garrison Greenwood
Technology and Investment
Vol.11 No.3
,June 30, 2020
DOI:
10.4236/ti.2020.113003
778
Downloads
4,347
Views
Citations
An Assessment of the Social, Cultural, and Economical Barriers to Option B+ Retention and Their Solutions in Malawi: A Review
(Articles)
Jamie Yoon
,
David S. Chung
,
Michelle Kim
,
Kunmin Kim
,
Sang Heon Lee
,
Tae Youn Kim
,
Hark Joon Lee
,
Seog In Moon
,
Jooheon Park
,
Paul S. Chung
,
Thomas Nyirenda
World Journal of AIDS
Vol.11 No.1
,March 31, 2021
DOI:
10.4236/wja.2021.111002
396
Downloads
948
Views
Citations
Perpetual American Call Option under Fractional Brownian Motion Model
(Articles)
Atsuo Suzuki
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132014
88
Downloads
412
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy and Theory
Modeling the Spatio-Temporal Dynamics of Local Context for a Contextualized Diffusion of Agroecological Intensification Options in Niger
(Articles)
Nouhou Salifou Jangorzo
,
Maud Loireau
,
Abou-Soufianou Sadda
,
Ousmane Sami Mari
,
Abdoul-Aziz Saïdou
,
Hassane Bil-Assanou Issoufou
International Journal of Geosciences
Vol.15 No.3
,March 28, 2024
DOI:
10.4236/ijg.2024.153016
51
Downloads
175
Views
Citations
Adaptive Wave Models for Sophisticated Option Pricing
(Articles)
Vladimir G. Ivancevic
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13006
5,144
Downloads
10,713
Views
Citations
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
216
Downloads
959
Views
Citations
Evolution of Homo sapiens in Asia: an alternative implication of the “Out-of-Africa” model based on mitochondrial DNA data
(Articles)
Hiroto Naora
Natural Science
Vol.2 No.6
,July 1, 2010
DOI:
10.4236/ns.2010.26072
4,871
Downloads
10,647
Views
Citations
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