Call Option - Articles - Scientific Research Publishing

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 7,544 Views Citations
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 2,141 Downloads 10,629 Views Citations
Option Pricing with Economic Feasibility (Articles)

Yi-Jang Yu

Modern Economy Vol.4 No.1，January 31, 2013

DOI: 10.4236/me.2013.41009 4,195 Downloads 6,296 Views Citations
A Simple Model to Explain Expensive Index Call Options (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.7 No.3，March 16, 2017

DOI: 10.4236/tel.2017.73024 1,538 Downloads 3,071 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 296 Downloads 1,206 Views Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate (Articles)

Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

Journal of Mathematical Finance Vol.4 No.4，August 28, 2014

DOI: 10.4236/jmf.2014.44024 3,472 Downloads 4,813 Views Citations
Option Pricing with Markov Switching in Uncertainty Markets (Articles)

Guoshuai Wang, Dianli Zhao

Open Journal of Applied Sciences Vol.5 No.5，May 12, 2015

DOI: 10.4236/ojapps.2015.55019 2,761 Downloads 3,633 Views Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market (Articles)

Fadugba Sunday Emmanuel, Emeka Helen Oluyemisi

Applied Mathematics Vol.7 No.9，May 26, 2016

DOI: 10.4236/am.2016.79075 1,945 Downloads 3,642 Views Citations
Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.6 No.2，May 31, 2016

DOI: 10.4236/jmf.2016.62028 3,388 Downloads 5,500 Views Citations
Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option (Articles)

Sunday Emmanuel Fadugba, Adedoyin Olayinka Ajayi

Open Access Library Journal Vol.2 No.4，April 17, 2015

DOI: 10.4236/oalib.1101466 3,029 Downloads 4,531 Views Citations
Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options (Articles)

Armin Müller

Journal of Mathematical Finance Vol.6 No.3，August 2, 2016

DOI: 10.4236/jmf.2016.63029 2,118 Downloads 4,083 Views Citations
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model (Articles)

Yingyi Fang, Huisheng Shu, Xiu Kan, Xin Zhang, Zhiwei Zheng

Open Journal of Statistics Vol.7 No.6，December 29, 2017

DOI: 10.4236/ojs.2017.76074 1,047 Downloads 2,852 Views Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng

Journal of Mathematical Finance Vol.8 No.1，January 29, 2018

DOI: 10.4236/jmf.2018.81004 1,450 Downloads 3,699 Views Citations
Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.1，February 21, 2023

DOI: 10.4236/jmf.2023.131006 173 Downloads 757 Views Citations
Optimal Water Allocation Model of Inter-Basin Water Transfer Based on Option Contracts under Uncertainty (Articles)

Zhichao Gao, Minghu Ha, Hong Zhang, Linqing Gao

Journal of Mathematical Finance Vol.13 No.2，May 30, 2023

DOI: 10.4236/jmf.2023.132013 154 Downloads 640 Views Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.10 No.4，November 25, 2020

DOI: 10.4236/jmf.2020.104040 918 Downloads 1,976 Views Citations
Likelihood and Quadratic Distance Methods for the Generalized Asymmetric Laplace Distribution for Financial Data (Articles)

Andrew Luong

Open Journal of Statistics Vol.7 No.2，April 30, 2017

DOI: 10.4236/ojs.2017.72025 1,504 Downloads 2,921 Views Citations
The Model-Free Equivalence Condition for American Spread Options (Articles)

Sang Baum Kang, Pascal Létourneau

Theoretical Economics Letters Vol.7 No.4，June 13, 2017

DOI: 10.4236/tel.2017.74055 1,238 Downloads 2,000 Views Citations
Especial nurse call system for ICU patient
—Nurse call system (Articles)

Soheila Mojdeh, Mohammad Mehdi Nadi, Kasra Gordiz, Gholamreza Khalili, Alireza Sadri

Journal of Biomedical Science and Engineering Vol.6 No.8，August 9, 2013

DOI: 10.4236/jbise.2013.68102 4,508 Downloads 7,645 Views Citations
The Usefulness of Various Technological Tools in Enhancing Vocabulary Learning among FL Polish Learners of English (Articles)

Krzysztof Polok, Katarzyna Starowicz

Open Access Library Journal Vol.9 No.10，October 13, 2022

DOI: 10.4236/oalib.1109283 129 Downloads 1,168 Views Citations

<12 3 ...>

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies