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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
221
Downloads
776
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
607
Downloads
3,253
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
1,182
Downloads
1,837
Views
Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes
(Articles)
Bo Peng
Journal of Applied Mathematics and Physics
Vol.11 No.8
,August 24, 2023
DOI:
10.4236/jamp.2023.118153
56
Downloads
185
Views
Citations
The Valuation of Corruption
(Articles)
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65051
1,745
Downloads
4,216
Views
Citations
Valuation of European and American Options under Variance Gamma Process
(Articles)
Ferry Jaya Permana
,
Dharma Lesmono
,
Erwinna Chendra
Journal of Applied Mathematics and Physics
Vol.2 No.11
,October 28, 2014
DOI:
10.4236/jamp.2014.211114
3,682
Downloads
4,714
Views
Citations
Foreign Exchange Derivative Pricing with Stochastic Correlation
(Articles)
Topilista Nabirye
,
Philip Ngare
,
Joseph Mungatu
Journal of Mathematical Finance
Vol.6 No.5
,November 23, 2016
DOI:
10.4236/jmf.2016.65059
1,675
Downloads
3,020
Views
Citations
On the Location of a Free Boundary for American Options
(Articles)
Ronald Katende
,
Diaraf Seck
,
Philip Ngare
Journal of Mathematical Finance
Vol.6 No.5
,November 24, 2016
DOI:
10.4236/jmf.2016.65062
1,882
Downloads
4,011
Views
Citations
The Barone-Adesi Whaley Formula to Price American Options Revisited
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Applied Mathematics
Vol.6 No.2
,February 13, 2015
DOI:
10.4236/am.2015.62036
7,971
Downloads
12,875
Views
Citations
Urban Development and Water Management in the Yangtze River Delta
(Articles)
Yan Wang
,
Wei Wu
World Journal of Engineering and Technology
Vol.6 No.2B
,May 22, 2018
DOI:
10.4236/wjet.2018.62B002
723
Downloads
1,817
Views
Citations
Back to the Past: Evolution of Kidnapping and Hostage Taking in the Niger Delta, Nigeria
(Articles)
Isaac Olawale Albert
,
Nathaniel Danjibo
,
Olumayowa Albert
Beijing Law Review
Vol.11 No.1
,March 18, 2020
DOI:
10.4236/blr.2020.111015
675
Downloads
5,633
Views
Citations
Grandmultiparity: Incidence, consequences and outcome in the Niger delta of Nigeria
(Articles)
Azubuike Ikechukwu Joseph
,
Ibrahim Isa Ayuba
,
Israel Jeremiah
Open Journal of Obstetrics and Gynecology
Vol.3 No.7
,August 13, 2013
DOI:
10.4236/ojog.2013.37092
4,180
Downloads
6,351
Views
Citations
Palynological Study of OSE 1 Well in Offshore Niger Delta Basin: Implications for Age, Paleoclimate and Depositional Paleoenvironment
(Articles)
Osazuwa Abifade Ogbahon
International Journal of Geosciences
Vol.10 No.10
,October 11, 2019
DOI:
10.4236/ijg.2019.1010049
642
Downloads
2,463
Views
Citations
Threats to Niger-Delta Wetlands: A Case Study of Apoi Creek Forest
(Articles)
Iwebuke Edo
,
Eike Albrecht
Open Journal of Ecology
Vol.11 No.2
,February 10, 2021
DOI:
10.4236/oje.2021.112012
536
Downloads
2,682
Views
Citations
Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options
(Articles)
Hasan Alzubaidi
American Journal of Computational Mathematics
Vol.7 No.3
,August 3, 2017
DOI:
10.4236/ajcm.2017.73020
962
Downloads
2,158
Views
Citations
Analysis of Studies from 2000-2010 in Real Option Theory and Application to OM
(Articles)
Hui-Chuan Chen
American Journal of Operations Research
Vol.1 No.1
,March 25, 2011
DOI:
10.4236/ajor.2011.11003
5,544
Downloads
11,832
Views
Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile
(Articles)
Matthew C. Modisett
,
James A. Powell
Applied Mathematics
Vol.3 No.6
,June 26, 2012
DOI:
10.4236/am.2012.36093
7,145
Downloads
10,910
Views
Citations
Study on Chinese Rural Drinking Water Option and Its Pricing
(Articles)
Jian-Fei Leng
,
Lu Li
Journal of Financial Risk Management
Vol.1 No.4
,December 18, 2012
DOI:
10.4236/jfrm.2012.14010
4,201
Downloads
8,262
Views
Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,641
Downloads
11,427
Views
Citations
Generalized Option Betas
(Articles)
Sven Husmann
,
Neda Todorova
Journal of Mathematical Finance
Vol.3 No.3
,August 8, 2013
DOI:
10.4236/jmf.2013.33035
5,529
Downloads
7,892
Views
Citations
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