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ISSN
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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
948
Downloads
2,189
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
4,386
Downloads
7,767
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
1,130
Downloads
4,584
Views
Citations
CreditGrades Framework within Stochastic Covariance Models
(Articles)
Marcos Escobar
,
Hamidreza Arian
,
Luis Seco
Journal of Mathematical Finance
Vol.2 No.4
,November 21, 2012
DOI:
10.4236/jmf.2012.24033
5,425
Downloads
9,248
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
1,333
Downloads
2,570
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
1,161
Downloads
1,874
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
47
Downloads
180
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
1,718
Downloads
4,226
Views
Citations
An Investigation into Barriers of Technology Transfer in the Construction Industry in Iran and Malaysia
(Articles)
Byung Gyoo Kang
,
Mehrdad Arefi
,
Boon Hoe Goh
,
Myung Kyu Song
Open Journal of Social Sciences
Vol.3 No.7
,July 14, 2015
DOI:
10.4236/jss.2015.37015
4,956
Downloads
6,340
Views
Citations
A New Perspective on Earth’s Radiation Zone
(Articles)
Delong Chi
Journal of Applied Mathematics and Physics
Vol.9 No.11
,November 30, 2021
DOI:
10.4236/jamp.2021.911191
124
Downloads
1,204
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
3,640
Downloads
4,932
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
1,661
Downloads
3,063
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
1,874
Downloads
4,078
Views
Citations
Influence of the Multispecies Probiotic Ecologic
®
BARRIER on Parameters of Intestinal Barrier Function
(Articles)
Saskia Van Hemert
,
Geline Ormel
Food and Nutrition Sciences
Vol.5 No.18
,September 22, 2014
DOI:
10.4236/fns.2014.518187
4,804
Downloads
8,024
Views
Citations
This article belongs to the Special Issue on
Probiotics and Prebiotics
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
7,885
Downloads
13,727
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
7,083
Downloads
11,780
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
4,174
Downloads
8,325
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
6,569
Downloads
12,190
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
5,496
Downloads
8,630
Views
Citations
Pricing Options in Jump Diffusion Models Using Mellin Transforms
(Articles)
Robert Frontczak
Journal of Mathematical Finance
Vol.3 No.3
,August 15, 2013
DOI:
10.4236/jmf.2013.33037
7,429
Downloads
11,626
Views
Citations
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