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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
7,937
Downloads
13,917
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
1,170
Downloads
1,895
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
3,659
Downloads
4,981
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
1,881
Downloads
4,112
Views
Citations
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
3,499
Downloads
4,429
Views
Citations
Some Properties for the American Option-Pricing Model
(Articles)
Hong-Ming Yin
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23027
4,797
Downloads
8,825
Views
Citations
Parallel Binomial American Option Pricing under Proportional Transaction Costs
(Articles)
Nan Zhang
,
Alet Roux
,
Tomasz Zastawniak
Applied Mathematics
Vol.3 No.11A
,November 27, 2012
DOI:
10.4236/am.2012.331245
4,618
Downloads
7,769
Views
Citations
This article belongs to the Special Issue on
Computing
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
2,795
Downloads
3,666
Views
Citations
This article belongs to the Special Issue on
Water Pollution and Control
Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields
(Articles)
Sunday Emmanuel Fadugba
,
Chuma Raphael Nwozo
Journal of Mathematical Finance
Vol.5 No.3
,July 10, 2015
DOI:
10.4236/jmf.2015.53023
3,473
Downloads
4,556
Views
Citations
The British Binary Option
(Articles)
Min Gao
Journal of Mathematical Finance
Vol.9 No.4
,November 14, 2019
DOI:
10.4236/jmf.2019.94038
703
Downloads
1,704
Views
Citations
Gender in the American Anthology Apparatus: A Linguistic Analysis
(Articles)
Laura Aull
Advances in Literary Study
Vol.2 No.1
,January 17, 2014
DOI:
10.4236/als.2014.21008
6,267
Downloads
10,046
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
50
Downloads
192
Views
Citations
Book Review— Looking Like the Enemy: My Story of Imprisonment in Japanese American Internment Camps. By Mary Matsuda Gruenewald. NewSage Press, 2005. xi-227 pp.
(Articles)
Floyd Cheung
Advances in Literary Study
Vol.2 No.3
,July 31, 2014
DOI:
10.4236/als.2014.23015
3,988
Downloads
7,219
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
1,725
Downloads
4,287
Views
Citations
Research on American English Translation of Chinese Signs in Baoding from the Perspective of Cultural Differences
(Articles)
Nan Zhao
,
Ruixian Ma
,
Xiaomei Du
Open Journal of Modern Linguistics
Vol.5 No.1
,January 27, 2015
DOI:
10.4236/ojml.2015.51001
4,959
Downloads
6,661
Views
Citations
The Influence of American TV Series on Spoken English from the Perspective of Constructivism
(Articles)
Huiping Ye
,
Jiahui Liu
Open Access Library Journal
Vol.8 No.11
,November 25, 2021
DOI:
10.4236/oalib.1108158
226
Downloads
2,562
Views
Citations
Recruitment of Minorities into Nursing, Best Practices: A Scoping Review
(Articles)
Paula R. Klemm
,
Hason Jafrey
Open Journal of Nursing
Vol.12 No.10
,October 25, 2022
DOI:
10.4236/ojn.2022.1210047
165
Downloads
925
Views
Citations
Correlates and Covariates of Type 2 Diabetes in an African American Population in the Washington DC Area
(Articles)
Jyothirmai J. Simhadri
,
Christopher A. Loffredo
,
Tanmoy Mondal
,
Zarish Noreen
,
Thomas Nnanabu
,
Ruth Quartey
,
Charles Howell
,
Brent Korba
,
Gail Nunlee-Bland
,
Somiranjan Ghosh
Open Journal of Epidemiology
Vol.12 No.4
,November 10, 2022
DOI:
10.4236/ojepi.2022.124035
290
Downloads
1,131
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
1,665
Downloads
3,078
Views
Citations
Deaf Individuals’ Bilingual Abilities: American Sign Language Proficiency, Reading Skills, and Family Characteristics
(Articles)
Brittany L. Freel
,
M. Diane Clark
,
Melissa L. Anderson
,
Gizelle L. Gilbert
,
Millicent M. Musyoka
,
Peter C. Hauser
Psychology
Vol.2 No.1
,February 25, 2011
DOI:
10.4236/psych.2011.21003
12,294
Downloads
24,417
Views
Citations
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