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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 3,193 Downloads 3,892 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)
Jin Li, Kaili Xiang, Chuanyi Luo
Applied Mathematics Vol.5 No.16，August 29, 2014
DOI: 10.4236/am.2014.516234 2,936 Downloads 3,344 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 867 Downloads 1,258 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 1,339 Downloads 2,271 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 3,147 Downloads 3,867 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 1,370 Downloads 2,111 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 1,506 Downloads 2,688 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 5,896 Downloads 9,128 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 682 Downloads 1,211 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 5,072 Downloads 10,932 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 5,807 Downloads 8,821 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 3,870 Downloads 7,663 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)
Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013
DOI: 10.4236/ijmnta.2013.21003 5,424 Downloads 9,801 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 4,464 Downloads 6,571 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 6,549 Downloads 9,705 Views Citations
Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy (Articles)
Miwaka Yamashita
Journal of Mathematical Finance Vol.4 No.2，February 14, 2014
DOI: 10.4236/jmf.2014.42006 3,993 Downloads 6,429 Views Citations
Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance (Articles)
Erik Bølviken, Frank Proske, Mark Rubtsov
Journal of Mathematical Finance Vol.4 No.2，February 27, 2014
DOI: 10.4236/jmf.2014.42011 3,658 Downloads 5,403 Views Citations
The Project Valuation with Abandonment and Reset Investment Proportion Applying Real Option Method (Articles)
Yi-Long Hsiao, Li-Ling Chen
Journal of Mathematical Finance Vol.4 No.5，November 19, 2014
DOI: 10.4236/jmf.2014.45028 2,832 Downloads 3,502 Views Citations
Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options (Articles)
Feng Jiao
Theoretical Economics Letters Vol.8 No.3，February 12, 2018
DOI: 10.4236/tel.2018.83027 499 Downloads 944 Views Citations This article belongs to the Special Issue on Financial Derivatives
Option Pricing with Economic Feasibility (Articles)
Yi-Jang Yu
Modern Economy Vol.4 No.1，January 31, 2013
DOI: 10.4236/me.2013.41009 3,799 Downloads 5,405 Views Citations