Index Option - Articles - Scientific Research Publishing

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 4,504 Downloads 7,991 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 10,111 Downloads 17,089 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 4,885 Downloads 8,985 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 4,612 Downloads 7,477 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 3,444 Downloads 6,553 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 4,776 Downloads 7,793 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 6,657 Downloads 12,495 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 7,654 Downloads 12,477 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 7,245 Downloads 8,959 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 5,149 Downloads 6,571 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 5,246 Downloads 7,465 Views Citations
One-Year Outcomes of Women Started on Antiretroviral Therapy during Pregnancy before and after the Implementation of Option B+ in Malawi: A Retrospective Chart Review from Three Facilities (Articles)

Alfred A. Kamuyango, Lisa R. Hirschhorn, Wenjia Wang, Perry Jansen, Risa M. Hoffman

World Journal of AIDS Vol.4 No.3，August 28, 2014

DOI: 10.4236/wja.2014.43039 3,517 Downloads 4,582 Views Citations
On the Efficacy of Fourier Series Approximations for Pricing European Options (Articles)

A. S. Hurn, K. A. Lindsay, A. J. McClelland

Applied Mathematics Vol.5 No.17，October 23, 2014

DOI: 10.4236/am.2014.517267 4,616 Downloads 5,701 Views Citations
A Real Options Approach to Distressed Property Borrower-Lender Reconciliation (Articles)

David J. Moore, Nuriddin Ikromov

Journal of Mathematical Finance Vol.5 No.1，February 25, 2015

DOI: 10.4236/jmf.2015.51007 3,698 Downloads 4,970 Views Citations
A Comparative Study of Email Forensic Tools (Articles)

Vamshee Krishna Devendran, Hossain Shahriar, Victor Clincy

Journal of Information Security Vol.6 No.2，April 10, 2015

DOI: 10.4236/jis.2015.62012 12,499 Downloads 16,633 Views Citations
Duopolistic Competition and Capacity Choice with Jump-Diffusion Process (Articles)

Danmei Chen

Journal of Mathematical Finance Vol.5 No.2，May 22, 2015

DOI: 10.4236/jmf.2015.52018 2,746 Downloads 3,586 Views Citations
The Role of Collateral in Credit Markets (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.5 No.4，November 5, 2015

DOI: 10.4236/jmf.2015.54027 4,279 Downloads 7,563 Views Citations
Valuating New Product Development Project with a Stochastic Volatility Model (Articles)

Chengru Hu, Chulhee Jun, Maggie Foley

Journal of Mathematical Finance Vol.6 No.5，November 30, 2016

DOI: 10.4236/jmf.2016.65064 1,660 Downloads 3,588 Views Citations
The Equation of Real Option Value under Trinomial Tree Model (Articles)

Changsheng Dou, Li Wang, Chenxi Zhu

Open Journal of Social Sciences Vol.5 No.3，March 13, 2017

DOI: 10.4236/jss.2017.53001 2,451 Downloads 4,537 Views Citations
A Comparison Study of ADI and LOD Methods on Option Pricing Models (Articles)

Neda Bagheri, Hassan Karnameh Haghighi

Journal of Mathematical Finance Vol.7 No.2，May 15, 2017

DOI: 10.4236/jmf.2017.72014 1,576 Downloads 2,577 Views Citations
This article belongs to the Special Issue on Option Pricing

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