Exchange Option; Contingent Claim; Hedging; Generalized CHO Formula - Articles

The Malliavin Derivative and Application to Pricing and Hedging a European Exchange Option (Articles)

Sure Mataramvura

Journal of Mathematical Finance Vol.2 No.4，November 19, 2012

DOI: 10.4236/jmf.2012.24031 3,458 Downloads 6,598 Views Citations
Pricing a European Option in a Black-Scholes Quanto Market When Stock Price is a Semimartingale (Articles)

E. R. Offen, E. M. Lungu

Journal of Mathematical Finance Vol.5 No.3，July 30, 2015

DOI: 10.4236/jmf.2015.53025 6,519 Downloads 8,604 Views Citations
The Optimal Hedging Ratio for Contingent Claims Based on Different Risk Aversions (Articles)

Jianhua Guo

Open Journal of Business and Management Vol.7 No.2，March 7, 2019

DOI: 10.4236/ojbm.2019.72030 816 Downloads 1,466 Views Citations
Pricing Options on Foreign Currency with a Preset Exchange Rate (Articles)

Avner Wolf, Christopher Hessel

Journal of Mathematical Finance Vol.2 No.3，August 31, 2012

DOI: 10.4236/jmf.2012.23024 6,125 Downloads 10,940 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2，March 30, 2015

DOI: 10.4236/jmf.2015.52009 3,985 Downloads 5,304 Views Citations
Using the Power Series Method to Evaluate Non-Linear Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow Jr., James Sochacki, Bernd Hanke

Journal of Mathematical Finance Vol.12 No.4，November 29, 2022

DOI: 10.4236/jmf.2022.124039 182 Downloads 1,010 Views Citations
Option Pricing with Stochastic Volatility (Articles)

Rossano Giandomenico

Journal of Applied Mathematics and Physics Vol.3 No.12，December 25, 2015

DOI: 10.4236/jamp.2015.312189 2,640 Downloads 3,943 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 5,645 Downloads 12,182 Views Citations
Optimal Foreign Exchange Risk Hedging: A Mean Variance Portfolio Approach (Articles)

Yun-Yeong Kim

Theoretical Economics Letters Vol.3 No.1，February 26, 2013

DOI: 10.4236/tel.2013.31001 6,906 Downloads 13,503 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 1,744 Downloads 3,321 Views Citations
Martingales and Super-Martingales Relative to a Convex Set of Equivalent Measures (Articles)

Nicholas S. Gonchar

Advances in Pure Mathematics Vol.8 No.4，April 24, 2018

DOI: 10.4236/apm.2018.84025 1,177 Downloads 2,196 Views Citations
Derivation of the Gutenberg-Richter empirical formula from the solution of the generalized logistic equation (Articles)

Lev A. Maslov, Vladimir M. Anokhin

Natural Science Vol.4 No.8A，August 14, 2012

DOI: 10.4236/ns.2012.428085 5,665 Downloads 9,106 Views Citations
This article belongs to the Special Issue on Earthquakes
A Generalization of Cramer’s Rule (Articles)

Hugo Leiva

Advances in Linear Algebra & Matrix Theory Vol.5 No.4，December 7, 2015

DOI: 10.4236/alamt.2015.54016 6,660 Downloads 10,345 Views Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models (Articles)

Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, Nicolas Papageorgiou

Modern Economy Vol.8 No.8，August 4, 2017

DOI: 10.4236/me.2017.88070 1,448 Downloads 2,883 Views Citations
This article belongs to the Special Issue on Econometrics
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 (Articles)

Z. Guo, H. Schellhorn

Applied Mathematics Vol.10 No.6，June 28, 2019

DOI: 10.4236/am.2019.106034 690 Downloads 1,572 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
The SMW Formula for Bounded Homogeneous Generalized Inverses with Applications (Articles)

Jianbing Cao

Journal of Applied Mathematics and Physics Vol.5 No.9，September 15, 2017

DOI: 10.4236/jamp.2017.59143 914 Downloads 1,711 Views Citations
An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy (Articles)

Werner Hürlimann

Applied Mathematics Vol.2 No.4，March 31, 2011

DOI: 10.4236/am.2011.24053 6,521 Downloads 12,427 Views Citations
Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1，January 27, 2025

DOI: 10.4236/am.2025.161005 45 Downloads 334 Views Citations
N-acetyl-l-aspartate values of hippocampus are reduced in patients with hypochondriasis (Articles)

Huseyin Ozdemir, Osman Mermi, M. Gurkan Gurok, Sema Saglam, Hanefi Yildirim, Semih Sec, Specialist Murad Atmaca

Journal of Biomedical Science and Engineering Vol.6 No.6，June 27, 2013

DOI: 10.4236/jbise.2013.66084 3,587 Downloads 5,201 Views Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate (Articles)

Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

Journal of Mathematical Finance Vol.4 No.4，August 28, 2014

DOI: 10.4236/jmf.2014.44024 3,481 Downloads 4,866 Views Citations

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