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ISSN
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Longitudinal Market Valuation of Unexpectedly Increased R&D Expenditure with the Real Option Logic
(Articles)
Hyeri Jung
,
Jaeho Lee
Open Journal of Business and Management
Vol.9 No.5
,September 28, 2021
DOI:
10.4236/ojbm.2021.95139
146
Downloads
529
Views
Citations
Classical and Quantum Structures of the Wave: Modelling the Controlled, Optimised, Continuum-System
(Articles)
Tafireyi Nemaura
Journal of Applied Mathematics and Physics
Vol.10 No.3
,March 3, 2022
DOI:
10.4236/jamp.2022.103044
141
Downloads
889
Views
Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes
(Articles)
Zhongmin Qian
,
Xingcheng Xu
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132015
144
Downloads
651
Views
Citations
Women’s Co-Optation in Institutions: Promoting Values of Equity and Equal Opportunity Tested in the Democratic Republic of the Congo
(Articles)
Kahenga Ekota Ferdinand
,
Elise Féron
,
Barumwete Simon
,
Kazoviyo Gertrude
Open Journal of Political Science
Vol.13 No.4
,October 31, 2023
DOI:
10.4236/ojps.2023.134031
57
Downloads
329
Views
Citations
Option Pricing with Economic Feasibility
(Articles)
Yi-Jang Yu
Modern Economy
Vol.4 No.1
,January 31, 2013
DOI:
10.4236/me.2013.41009
4,125
Downloads
6,157
Views
Citations
Research on the Protection of Vulnerable Groups in Water Pollution Conflicts Based on Binomial Tree Pricing Model
(Articles)
Yanping Chen
,
Tiejun Cheng
,
Fengping Wu
Journal of Water Resource and Protection
Vol.7 No.8
,June 30, 2015
DOI:
10.4236/jwarp.2015.78054
2,802
Downloads
3,689
Views
Citations
This article belongs to the Special Issue on
Water Pollution and Control
Valuation of Asian American Option Using a Modified Path Simulation Method
(Articles)
Ferry Jaya Permana
,
Dharma Lesmono
,
Erwinna Chendra
World Journal of Engineering and Technology
Vol.3 No.3C
,October 23, 2015
DOI:
10.4236/wjet.2015.33C044
3,506
Downloads
4,445
Views
Citations
A Simple Model to Explain Expensive Index Call Options
(Articles)
Sang Baum Kang
Theoretical Economics Letters
Vol.7 No.3
,March 16, 2017
DOI:
10.4236/tel.2017.73024
1,473
Downloads
2,949
Views
Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.8 No.1
,February 28, 2018
DOI:
10.4236/jmf.2018.81013
974
Downloads
2,460
Views
Citations
The Barrier Binary Options
(Articles)
Min Gao
,
Zhenfeng Wei
Journal of Mathematical Finance
Vol.10 No.1
,February 26, 2020
DOI:
10.4236/jmf.2020.101010
1,155
Downloads
4,726
Views
Citations
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock
(Articles)
Paulina Nangolo
,
Elias Rabson Offen
,
Othusitse Basmanebothe
Journal of Mathematical Finance
Vol.13 No.2
,May 25, 2023
DOI:
10.4236/jmf.2023.132012
102
Downloads
724
Views
Citations
A Risk Assessing Approach on Hi-tech SMEs of China: Based on Multi-stage Compound Real Options
(Articles)
Chen Zhang
,
Wei-Dong Zhu
,
Allen Garth
,
Yong Wu
Journal of Service Science and Management
Vol.1 No.1
,June 10, 2008
DOI:
10.4236/jssm.2008.11006
5,854
Downloads
11,740
Views
Citations
Study on Option Price Model of the Transaction of Information Commodities
(Articles)
Changping HU
,
Xianjun QI
Journal of Service Science and Management
Vol.2 No.4
,December 15, 2009
DOI:
10.4236/jssm.2009.24047
4,999
Downloads
8,320
Views
Citations
Pricing European Call Currency Option Based on Fuzzy Estimators
(Articles)
Xing Yu
,
Hongguo Sun
,
Guohua Chen
Applied Mathematics
Vol.2 No.4
,March 31, 2011
DOI:
10.4236/am.2011.24058
5,276
Downloads
9,058
Views
Citations
The Operator Splitting Method for Black-Scholes Equation
(Articles)
Yassir Daoud
,
Turgut Öziş
Applied Mathematics
Vol.2 No.6
,June 22, 2011
DOI:
10.4236/am.2011.26103
6,320
Downloads
12,097
Views
Citations
Virtual water: an effective mechanism for integrated water resources management
(Articles)
Alaa El-Sadek
Agricultural Sciences
Vol.2 No.3
,August 4, 2011
DOI:
10.4236/as.2011.23033
8,653
Downloads
18,597
Views
Citations
Option Pricing When Changes of the Underlying Asset Prices Are Restricted
(Articles)
George J Jiang
,
Guanzhong Pan
,
Lei Shi
Journal of Mathematical Finance
Vol.1 No.2
,August 25, 2011
DOI:
10.4236/jmf.2011.12004
4,740
Downloads
9,835
Views
Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing
(Articles)
Nonthiya Makate
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13012
5,326
Downloads
12,160
Views
Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.1
,February 23, 2012
DOI:
10.4236/tel.2012.21003
6,015
Downloads
12,603
Views
Citations
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
4,416
Downloads
7,829
Views
Citations
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