Call Option - Articles - Scientific Research Publishing

An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating (Articles)

Calvin Tadmon, Eric Rostand Njike-Tchaptchet

Journal of Mathematical Finance Vol.10 No.2，May 21, 2020

DOI: 10.4236/jmf.2020.102019 671 Downloads 1,546 Views Citations
The Black-Scholes Merton Model
—Implications for the Option Delta and the Probability of Exercise (Articles)

Sunil K. Parameswaran, Sankarshan Basu

Theoretical Economics Letters Vol.10 No.6，December 25, 2020

DOI: 10.4236/tel.2020.106080 801 Downloads 4,038 Views Citations
A Comparative Study of Support Vector Machine and Artificial Neural Network for Option Price Prediction (Articles)

Biplab Madhu, Md. Azizur Rahman, Arnab Mukherjee, Md. Zahidul Islam, Raju Roy, Lasker Ershad Ali

Journal of Computer and Communications Vol.9 No.5，May 28, 2021

DOI: 10.4236/jcc.2021.95006 671 Downloads 3,587 Views Citations
The Effect of Changes in Regulation and Technology on Capital Investments (Articles)

Vivian O. Okere, Wen Chen

Journal of Mathematical Finance Vol.11 No.2，May 31, 2021

DOI: 10.4236/jmf.2021.112019 295 Downloads 1,007 Views Citations
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets (Articles)

Praewnapa Seelama, Dawud Thongtha

Journal of Mathematical Finance Vol.11 No.3，June 10, 2021

DOI: 10.4236/jmf.2021.113020 474 Downloads 1,954 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Pricing and Hedging Options Conditional on Market Activity (Articles)

Alec Kercheval, Navid Salehy, Nima Salehy

Journal of Mathematical Finance Vol.12 No.1，December 29, 2021

DOI: 10.4236/jmf.2022.121001 286 Downloads 962 Views Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3，August 25, 2022

DOI: 10.4236/jmf.2022.123029 261 Downloads 1,151 Views Citations
Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Open Journal of Statistics Vol.12 No.5，October 10, 2022

DOI: 10.4236/ojs.2022.125033 136 Downloads 606 Views Citations
This article belongs to the Special Issue on Applied Statistics
Consensus and Climate Change (Articles)

Peter Emerson

Open Journal of Political Science Vol.13 No.2，April 18, 2023

DOI: 10.4236/ojps.2023.132009 140 Downloads 667 Views Citations
Pricing European Options Based on a Logarithmic Truncated t-Distribution (Articles)

Yingying Cao, Xueping Liu, Yiqian Zhao, Xuege Han

Journal of Applied Mathematics and Physics Vol.11 No.5，May 25, 2023

DOI: 10.4236/jamp.2023.115087 133 Downloads 551 Views Citations
Comparing of Hydrogen On-Board Storage by the Largest Car Companies, Relevance to Prospects for More Efficient Technologies (Articles)

Yu. S. Nechaev, V. G. Makotchenko, M. B. Shavelkina, M. Yu. Nechaev, A. Veziroglu, T. N. Veziroglu

Open Journal of Energy Efficiency Vol.6 No.3，August 1, 2017

DOI: 10.4236/ojee.2017.63005 1,299 Downloads 2,506 Views Citations
The Use of iPad in Enhancing Creative Writing: An Innovative Approach for Young ESL Learners (Articles)

Harwati Hashim, Aizuddin Rojalai, Sashikala Sarangapani, Alexander Anak Andrew Kana, Karmila Rafiqah M. Rafiq

Creative Education Vol.14 No.7，July 27, 2023

DOI: 10.4236/ce.2023.147091 288 Downloads 1,492 Views Citations
Medicine Procurement Framework for Public Hospitals under the Ministry of Health in Ghana: A Case of the Western Region (Articles)

Godswill Domie, Samuel Dodzi

Open Journal of Business and Management Vol.11 No.5，September 11, 2023

DOI: 10.4236/ojbm.2023.115115 212 Downloads 1,351 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2，March 30, 2015

DOI: 10.4236/jmf.2015.52009 3,974 Downloads 5,245 Views Citations
The Method of Real Options to Encourage the R & D Team (Articles)

Junfeng Gao, Lan Jiang

Journal of Service Science and Management Vol.3 No.2，June 29, 2010

DOI: 10.4236/jssm.2010.32029 6,926 Downloads 10,893 Views Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2，May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,036 Downloads 4,666 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4，November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,235 Downloads 2,978 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Put Options with Linear Investment for Hull-White Interest Rates (Articles)

Andrzej Korzeniowski, Niloofar Ghorbani

Journal of Mathematical Finance Vol.11 No.1，February 26, 2021

DOI: 10.4236/jmf.2021.111007 780 Downloads 2,002 Views Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing (Articles)

Mohammed Alhagyan, Masnita Misiran, Zurni Omar

Open Access Library Journal Vol.3 No.8，August 19, 2016

DOI: 10.4236/oalib.1102863 1,551 Downloads 2,878 Views Citations

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