Option Portfolio - Articles - Scientific Research Publishing

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 207 Downloads 1,451 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4，November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,252 Downloads 3,055 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
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 1,257 Downloads 2,063 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 135 Downloads 488 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 1,909 Downloads 5,026 Views Citations
An Alternative Method of Stochastic Optimization: The Portfolio Model (Articles)

Moawia Alghalith

Applied Mathematics Vol.2 No.7，July 15, 2011

DOI: 10.4236/am.2011.27123 4,687 Downloads 9,047 Views Citations
Generalized Stochastic Processes: The Portfolio Model (Articles)

Moawia Alghalith

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22022 4,169 Downloads 8,214 Views Citations
Theoretical Analysis of Financial Portfolio Model (Articles)

Xingang Wang

iBusiness Vol.5 No.3B，November 8, 2013

DOI: 10.4236/ib.2013.53B015 4,415 Downloads 6,306 Views Citations
Multivariate Volatility Regulated Kelly Strategy: A Superior Choice in Low Correlated Portfolios (Articles)

Ruanmin Cao, Zhenya Liu, Shixuan Wang, Weifeng Zhou

Theoretical Economics Letters Vol.7 No.5，August 15, 2017

DOI: 10.4236/tel.2017.75098 1,477 Downloads 3,235 Views Citations
Application of Bitcoin in Investment Strategy (Articles)

Honglin Li

Modern Economy Vol.16 No.2，February 27, 2025

DOI: 10.4236/me.2025.162014 67 Downloads 507 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 3,845 Downloads 5,111 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 1,752 Downloads 3,355 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 1,987 Downloads 4,436 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 8,207 Downloads 14,682 Views Citations
Research on the Project Portfolio Technology Based on Functional Objective (Articles)

Jingchun Feng, Xin Zhang, Zhanjun Liu, Haiyang Li

iBusiness Vol.3 No.2，June 28, 2011

DOI: 10.4236/ib.2011.32019 5,325 Downloads 8,694 Views Citations
Smart Beta Portfolio Optimization (Articles)

Saud AlMahdi

Journal of Mathematical Finance Vol.5 No.2，May 26, 2015

DOI: 10.4236/jmf.2015.52019 5,536 Downloads 8,623 Views Citations
Portfolio Optimization under Cardinality Constraints: A Comparative Study (Articles)

Henri Claver Jimbo, Isidore Seraphin Ngongo, Nicolas Gabriel Andjiga, Takeru Suzuki, Charles Awona Onana

Open Journal of Statistics Vol.7 No.4，August 31, 2017

DOI: 10.4236/ojs.2017.74051 2,373 Downloads 5,655 Views Citations
Portfolio Mathematics with General Linear and Quadratic Constraints (Articles)

David L. Stowe

Journal of Mathematical Finance Vol.9 No.4，October 30, 2019

DOI: 10.4236/jmf.2019.94034 984 Downloads 3,017 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Portfolio Management of 8 Australian Companies’ Stocks (Articles)

Ke Lyu

Open Journal of Social Sciences Vol.9 No.1，January 28, 2021

DOI: 10.4236/jss.2021.91032 650 Downloads 1,781 Views Citations
Optimal Portfolio Control with Unknown Horizon (Articles)

Moawia Alghalith

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21005 4,038 Downloads 8,048 Views Citations

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