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ISSN
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A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options
(Articles)
Zhigang Tong
,
Allen Liu
Journal of Mathematical Finance
Vol.7 No.2
,May 31, 2017
DOI:
10.4236/jmf.2017.72024
1,377
Downloads
2,681
Views
Citations
This article belongs to the Special Issue on
Option Pricing
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options
(Articles)
Tommaso Pellegrino
Journal of Mathematical Finance
Vol.6 No.5
,November 30, 2016
DOI:
10.4236/jmf.2016.65063
2,817
Downloads
6,335
Views
Citations
Determinants of Option Markets Liquidity: An Empirical Analysis on European Markets
(Articles)
Thomas Poufinas
,
Konstantinos Pappas
Theoretical Economics Letters
Vol.11 No.4
,August 31, 2021
DOI:
10.4236/tel.2021.114053
227
Downloads
1,371
Views
Citations
Credit Derivative Valuation and Parameter Estimation for Multi-Factor Affine CIR-Type Hazard Rate Model
(Articles)
Alma P. Bimbabou Maboulou
,
Hopolang P. Mashele
Journal of Mathematical Finance
Vol.5 No.3
,July 16, 2015
DOI:
10.4236/jmf.2015.53024
4,131
Downloads
5,561
Views
Citations
CDS-Bond Basis Dynamic and Credit Spread Price Discovery: A Test for European Corporate and Sovereign Bond Markets
(Articles)
Michele Patanè
,
Mattia Tedesco
,
Stefano Zedda
Modern Economy
Vol.10 No.8
,August 28, 2019
DOI:
10.4236/me.2019.108126
863
Downloads
2,291
Views
Citations
Analytical Approximation for Treasury Bill Default Spreads, Profits and Losses Equations
(Articles)
Rogelio Rodriguez-Oliveros
,
Javier Martin-Viscasillas
,
Jose M. Garcia-Romero
Journal of Financial Risk Management
Vol.11 No.4
,December 29, 2022
DOI:
10.4236/jfrm.2022.114035
90
Downloads
500
Views
Citations
A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method
(Articles)
Chi-Fai Lo
Journal of Mathematical Finance
Vol.4 No.3
,May 6, 2014
DOI:
10.4236/jmf.2014.43016
6,701
Downloads
9,590
Views
Citations
The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula
(Articles)
Yujie Cui
,
Baoli Yu
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23029
6,064
Downloads
10,507
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
8,524
Downloads
14,991
Views
Citations
Prescription for Obesity: Eat Less and Move More. Is It Really That Simple?
(Articles)
Karen M. Deck
,
Beth Haney
,
Camille F. Fitzpatrick
,
Susanne J. Phillips
,
Susan M. Tiso
Open Journal of Nursing
Vol.4 No.9
,August 14, 2014
DOI:
10.4236/ojn.2014.49069
4,785
Downloads
7,797
Views
Citations
Computation of Greeks Using Binomial Tree
(Articles)
Yoshifumi Muroi
,
Shintaro Suda
Journal of Mathematical Finance
Vol.7 No.3
,July 17, 2017
DOI:
10.4236/jmf.2017.73031
3,162
Downloads
8,108
Views
Citations
The Determinants of Interest Rate Spreads in Nigeria: An Empirical Investigation
(Articles)
Anthony E. Akinlo
,
Babatunde Olanrewaju Owoyemi
Modern Economy
Vol.3 No.7
,November 29, 2012
DOI:
10.4236/me.2012.37107
7,811
Downloads
15,382
Views
Citations
An Analysis of the Determinants of Arbitrage Spread
(Articles)
Etienne Redor
Theoretical Economics Letters
Vol.9 No.3
,March 12, 2019
DOI:
10.4236/tel.2019.93034
931
Downloads
3,265
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Impact of Credit Risk Management on the Financial Performance of Microfinance Institutions in Nigeria: A Qualitative Review
(Articles)
John Agbana
,
Josiah Ayoola Bukoye
,
Ifeyinwa Chinyere Arinze-Emefo
Open Journal of Business and Management
Vol.11 No.5
,September 8, 2023
DOI:
10.4236/ojbm.2023.115113
294
Downloads
2,588
Views
Citations
This article belongs to the Special Issue on
Business Administration and Management
Alternative Financing Instruments for African Economies
(Articles)
Jane Mpapalika
Journal of Mathematical Finance
Vol.10 No.1
,January 16, 2020
DOI:
10.4236/jmf.2020.101005
520
Downloads
1,351
Views
Citations
Real Options Literature Review
(Articles)
Shihong Zeng
,
Shuai Zhang
iBusiness
Vol.3 No.1
,March 10, 2011
DOI:
10.4236/ib.2011.31007
13,023
Downloads
26,210
Views
Citations
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters
(Articles)
Stafford Johnson
,
Amit Sen
,
Brian Balyeat
Journal of Mathematical Finance
Vol.2 No.1
,February 28, 2012
DOI:
10.4236/jmf.2012.21013
4,502
Downloads
8,338
Views
Citations
Implied Idiosyncratic Volatility and Stock Return Predictability
(Articles)
Cesario Mateus
,
Worawuth Konsilp
Journal of Mathematical Finance
Vol.4 No.5
,November 26, 2014
DOI:
10.4236/jmf.2014.45032
4,760
Downloads
6,591
Views
Citations
The Impact of Maturity on Futures and Options with Reference to National Stock Exchange: An Exploratory Study
(Articles)
B. Radhakrishna
,
S. Ravikumar
,
B. D. Hansraj
Theoretical Economics Letters
Vol.9 No.6
,August 5, 2019
DOI:
10.4236/tel.2019.96110
890
Downloads
2,837
Views
Citations
Does the New Basel Accord Affect Credit in Italy?
(Articles)
Mario Mustilli
,
Eugenio D’Angelo
,
Francesco Campanella
,
Domenico Graziano
American Journal of Industrial and Business Management
Vol.7 No.4
,March 31, 2017
DOI:
10.4236/ajibm.2017.74024
1,687
Downloads
2,959
Views
Citations
This article belongs to the Special Issue on
Finance and Investment
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