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ISSN
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Measuring the Housing Market Demand Elasticity in China—Based on the Rational Price Expectation and the Provincial Panel Data
(Articles)
Mengfei Huang
,
Botao Lu
Open Journal of Social Sciences
Vol.4 No.1
,January 15, 2016
DOI:
10.4236/jss.2016.41003
4,020
Downloads
5,786
Views
Citations
The Review on the Link between Food and Oil Markets in the View of Price Dynamics
(Articles)
Ding Chen
,
Umar Muhammad Gummi
,
Abdulhamid Sillah Umar
American Journal of Industrial and Business Management
Vol.9 No.9
,September 19, 2019
DOI:
10.4236/ajibm.2019.99122
592
Downloads
2,138
Views
Citations
A Risk Assessing Approach on Hi-tech SMEs of China: Based on Multi-stage Compound Real Options
(Articles)
Chen Zhang
,
Wei-Dong Zhu
,
Allen Garth
,
Yong Wu
Journal of Service Science and Management
Vol.1 No.1
,June 10, 2008
DOI:
10.4236/jssm.2008.11006
5,854
Downloads
11,740
Views
Citations
Study on Option Price Model of the Transaction of Information Commodities
(Articles)
Changping HU
,
Xianjun QI
Journal of Service Science and Management
Vol.2 No.4
,December 15, 2009
DOI:
10.4236/jssm.2009.24047
4,998
Downloads
8,318
Views
Citations
Pricing European Call Currency Option Based on Fuzzy Estimators
(Articles)
Xing Yu
,
Hongguo Sun
,
Guohua Chen
Applied Mathematics
Vol.2 No.4
,March 31, 2011
DOI:
10.4236/am.2011.24058
5,276
Downloads
9,058
Views
Citations
The Operator Splitting Method for Black-Scholes Equation
(Articles)
Yassir Daoud
,
Turgut Öziş
Applied Mathematics
Vol.2 No.6
,June 22, 2011
DOI:
10.4236/am.2011.26103
6,317
Downloads
12,093
Views
Citations
Virtual water: an effective mechanism for integrated water resources management
(Articles)
Alaa El-Sadek
Agricultural Sciences
Vol.2 No.3
,August 4, 2011
DOI:
10.4236/as.2011.23033
8,653
Downloads
18,597
Views
Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing
(Articles)
Nonthiya Makate
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13012
5,324
Downloads
12,155
Views
Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.1
,February 23, 2012
DOI:
10.4236/tel.2012.21003
6,015
Downloads
12,603
Views
Citations
An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing
(Articles)
Deng Ding
,
Zuoqiu Weng
,
Jingya Zhao
Intelligent Information Management
Vol.4 No.3
,May 25, 2012
DOI:
10.4236/iim.2012.43014
4,416
Downloads
7,829
Views
Citations
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques
(Articles)
Deng Ding
,
Qi Fu
,
Jacky So
Technology and Investment
Vol.3 No.2
,May 29, 2012
DOI:
10.4236/ti.2012.32015
9,810
Downloads
17,721
Views
Citations
Some Properties for the American Option-Pricing Model
(Articles)
Hong-Ming Yin
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23027
4,804
Downloads
8,851
Views
Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.4
,November 1, 2012
DOI:
10.4236/tel.2012.24074
4,480
Downloads
7,336
Views
Citations
The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option
(Articles)
Sure Mataramvura
Journal of Mathematical Finance
Vol.2 No.4
,November 19, 2012
DOI:
10.4236/jmf.2012.24031
3,326
Downloads
6,330
Views
Citations
Parallel Binomial American Option Pricing under Proportional Transaction Costs
(Articles)
Nan Zhang
,
Alet Roux
,
Tomasz Zastawniak
Applied Mathematics
Vol.3 No.11A
,November 27, 2012
DOI:
10.4236/am.2012.331245
4,643
Downloads
7,824
Views
Citations
This article belongs to the Special Issue on
Computing
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31002
6,574
Downloads
12,341
Views
Citations
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options
(Articles)
Qiang Zhao
,
Guo Liu
,
Guiding Gu
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34045
7,430
Downloads
13,771
Views
Citations
An Option Pricing Analysis of Exotic Bonus Certificates—The Case of Bonus Certificates PLUS
(Articles)
Rodrigo Hernandez
,
Pu Liu
Theoretical Economics Letters
Vol.4 No.5
,June 9, 2014
DOI:
10.4236/tel.2014.45044
7,137
Downloads
9,418
Views
Citations
This article belongs to the Special Issue on
The Bond and Money Markets
Valuation of Certificates on a Straddle with Forward Start—Theory and Evidence
(Articles)
Rodrigo Hernandez
,
Yinying Shao
Theoretical Economics Letters
Vol.4 No.5
,June 9, 2014
DOI:
10.4236/tel.2014.45045
5,067
Downloads
6,451
Views
Citations
This article belongs to the Special Issue on
The Bond and Money Markets
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Applied Mathematics and Physics
Vol.2 No.7
,June 13, 2014
DOI:
10.4236/jamp.2014.27062
5,089
Downloads
7,451
Views
Citations
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