Parallel Algorithm; American Option Pricing; Binomial Tree Model; Transaction Costs - Articles

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 12,492 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 7,648 Downloads 12,463 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 7,244 Downloads 8,956 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 6,569 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 5,245 Downloads 7,459 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 4,277 Downloads 7,552 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 1,574 Downloads 2,573 Views Citations
This article belongs to the Special Issue on Option Pricing
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 262 Downloads 1,037 Views Citations
Review of Asian Options (Articles)

Jiaying Han, Yicheng Hong

Open Access Library Journal Vol.9 No.2，February 15, 2022

DOI: 10.4236/oalib.1108358 239 Downloads 2,213 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 173 Downloads 637 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
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 5,297 Downloads 10,769 Views Citations
Accelerating Large-Scale Sorting through Parallel Algorithms (Articles)

Yahya Alhabboub, Fares Almutairi, Mohammed Safhi, Yazan Alqahtani, Adam Almeedani, Yasir Alguwaifli

Journal of Computer and Communications Vol.12 No.1，January 30, 2024

DOI: 10.4236/jcc.2024.121009 154 Downloads 704 Views Citations
Quasi-Binomial Regression Model for the Analysis of Data with Extra-Binomial Variation (Articles)

Mohamed M. Shoukri, Maha M. Aleid

Open Journal of Statistics Vol.12 No.1，January 29, 2022

DOI: 10.4236/ojs.2022.121001 440 Downloads 4,935 Views Citations
A Dynamic Programming Algorithm for the Ridersharing Problem Restricted with Unique Destination and Zero Detour on Trees (Articles)

Yiming Li, Huiqiang Lu, Zhiqian Ye, Xiao Zhou

Journal of Applied Mathematics and Physics Vol.5 No.9，September 15, 2017

DOI: 10.4236/jamp.2017.59140 738 Downloads 1,528 Views Citations
Application of Linear Programming for Optimal Investments in Software Company (Articles)

Abdulrahman O. Mustafa, Mohamad Alamin Housam Sayegh, Saim Rasheed

Open Journal of Applied Sciences Vol.11 No.10，October 15, 2021

DOI: 10.4236/ojapps.2021.1110081 653 Downloads 5,821 Views Citations
Trade Facilitation—Measurement Difficulties in the Computable General Equilibrium Model: A Review (Articles)

Subashini Perera, Mahinda Siriwardana, Stuart Mounter

Theoretical Economics Letters Vol.7 No.2，February 4, 2017

DOI: 10.4236/tel.2017.72013 1,987 Downloads 3,348 Views Citations
This article belongs to the Special Issue on Global Trade Policy
The Impact of Accounting Standards Convergence on Cross-Border Investment Decisions (Articles)

Yurong Ma

iBusiness Vol.16 No.4，November 28, 2024

DOI: 10.4236/ib.2024.164011 36 Downloads 279 Views Citations
Application of New Institutional Economics in Corporate Governance Optimization (Articles)

Junzhe Zhao

American Journal of Industrial and Business Management Vol.14 No.11，November 29, 2024

DOI: 10.4236/ajibm.2024.1411077 46 Downloads 249 Views Citations
The Specification of Agent Interaction in Multi-Agent Systems (Articles)

Dmitri CHEREMISINOV

Intelligent Information Management Vol.1 No.2，November 30, 2009

DOI: 10.4236/iim.2009.12011 4,413 Downloads 7,922 Views Citations
A Study on Parallel Computation Based on 3D Forward Algorithm of Gravity (Articles)

Mao Wang, Yuanman Zheng, Changli Yao

International Journal of Geosciences Vol.8 No.9，September 15, 2017

DOI: 10.4236/ijg.2017.89060 930 Downloads 1,663 Views Citations

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