Call Option - Articles - Scientific Research Publishing

A Simple Method to Price Window Reset Options (Articles)

Yi-Long Hsiao

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31008 5,920 Downloads 9,083 Views Citations
Can Bailout Improve the Economic Welfare? A Structural Derivation of the Option Price (Articles)

Masayuki Otaki

Theoretical Economics Letters Vol.3 No.2，April 30, 2013

DOI: 10.4236/tel.2013.32017 3,601 Downloads 5,569 Views Citations
Recent Developments in Fuzzy Sets Approach in Option Pricing (Articles)

Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32031 4,657 Downloads 8,418 Views Citations
The Efficiency Research on Stock Index Derivatives in a Bear Market—The Evidences from Hangseng Index Derivatives Markets (Articles)

Jie Wei

Technology and Investment Vol.4 No.2，May 24, 2013

DOI: 10.4236/ti.2013.42012 5,095 Downloads 7,474 Views Citations
Game Russian Options for Double Exponential Jump Diffusion Processes (Articles)

Atsuo Suzuki, Katsushige Sawaki

Journal of Mathematical Finance Vol.4 No.1，January 21, 2014

DOI: 10.4236/jmf.2014.41005 4,291 Downloads 6,427 Views Citations
This article belongs to the Special Issue on Option Pricing Research
A Theoretical Model of Directional Volume on Acquirer Stock in Cash Mergers (Articles)

Mark W. Zikiye, Rebecca Abraham, Charles Harrington

Theoretical Economics Letters Vol.4 No.3，April 17, 2014

DOI: 10.4236/tel.2014.43033 4,114 Downloads 5,438 Views Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

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

DOI: 10.4236/jmf.2014.44027 4,933 Downloads 5,905 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16，August 29, 2014

DOI: 10.4236/am.2014.516234 3,256 Downloads 4,047 Views Citations
Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Applied Mathematics Vol.6 No.5，May 12, 2015

DOI: 10.4236/am.2015.65074 4,032 Downloads 5,014 Views Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach (Articles)

Honglei Zhang, Yixiang Tian, Gaoxun Zhang

Open Journal of Social Sciences Vol.4 No.3，March 15, 2016

DOI: 10.4236/jss.2016.43011 2,467 Downloads 3,490 Views Citations
Impacts of Internal Financing on Investment Decisions by Managers with Cognition Biases (Articles)

Zhigang Liu, Congming Mu, Chunhui Wen

Journal of Mathematical Finance Vol.6 No.3，August 26, 2016

DOI: 10.4236/jmf.2016.63034 2,335 Downloads 3,455 Views Citations
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods (Articles)

Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena

Journal of Mathematical Finance Vol.6 No.4，October 12, 2016

DOI: 10.4236/jmf.2016.64042 1,487 Downloads 2,632 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets (Articles)

João Amaro de Matos, Ana Lacerda

Journal of Mathematical Finance Vol.6 No.5，November 18, 2016

DOI: 10.4236/jmf.2016.65057 1,412 Downloads 2,440 Views Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa

Journal of Mathematical Finance Vol.7 No.2，May 16, 2017

DOI: 10.4236/jmf.2017.72015 1,787 Downloads 2,988 Views Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3，June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,429 Downloads 2,738 Views Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models (Articles)

Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, Nicolas Papageorgiou

Modern Economy Vol.8 No.8，August 4, 2017

DOI: 10.4236/me.2017.88070 1,440 Downloads 2,829 Views Citations
This article belongs to the Special Issue on Econometrics
Missed Prevention of Mother-to-Child Transmission of HIV (PMTCT) Visits and Associated Programmatic Predictors: A Pilot Study (Articles)

Augustine Ndaimani, Inam Chitsike, Clara Haruzivishe, Babill Stray-Pedersen

Advances in Infectious Diseases Vol.7 No.4，November 2, 2017

DOI: 10.4236/aid.2017.74011 1,241 Downloads 3,133 Views Citations
Outcome Evaluation of Early Implementation of Option B+ in Cameroon: A Prospective Cohort Observational Survey in the Northwest and Southwest Regions (Articles)

Pius Tih Muffih, Edouard Katayi Tshimwanga, Andrew Abutu, Lem Edith Abongwa, Jacques Chirac Awa, Pascal Nji Atanga, Felix Desembuin, Eveline Mboh Khan, Kuni Esther Bonje, Nshom Emmanuel, Ebeny Francois Temgbait Chimoun, Thomas Welty, Gladys Tayong Fosah, Jennifer Lim, Dana Duncan, Leah Petit, Gilbert Tene, Jembia Mosoko, Omotayo Bolu

World Journal of AIDS Vol.8 No.3，September 21, 2018

DOI: 10.4236/wja.2018.83008 898 Downloads 2,386 Views Citations
Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics (Articles)

Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar

Journal of Mathematical Finance Vol.9 No.2，April 8, 2019

DOI: 10.4236/jmf.2019.92007 871 Downloads 2,085 Views Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model (Articles)

Wanting Hu

Modern Economy Vol.11 No.2，February 20, 2020

DOI: 10.4236/me.2020.112031 930 Downloads 2,065 Views Citations

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