Forward Start Options - Articles - Scientific Research Publishing

Valuation of Certificates on a Straddle with Forward Start—Theory and Evidence (Articles)

Rodrigo Hernandez, Yinying Shao

Theoretical Economics Letters Vol.4 No.5，June 9, 2014

DOI: 10.4236/tel.2014.45045 5,153 Downloads 6,592 Views Citations
This article belongs to the Special Issue on The Bond and Money Markets
Valuation of Game Swaptions under the Generalized Ho-Lee Model (Articles)

Aki Ebina, Natsumi Ochiai, Masamitsu Ohnishi

Journal of Mathematical Finance Vol.6 No.5，November 30, 2016

DOI: 10.4236/jmf.2016.65065 1,891 Downloads 3,078 Views Citations
Financial Derivatives: The Concepts, Operations, and Impact on the Nigerian Economy (Articles)

Fadimatu Jalal-Eddeen, Zainab J. Saleh

Open Access Library Journal Vol.9 No.1，January 19, 2022

DOI: 10.4236/oalib.1108102 244 Downloads 2,258 Views Citations
The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula (Articles)

Yujie Cui, Baoli Yu

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

DOI: 10.4236/jmf.2012.23029 6,172 Downloads 10,559 Views Citations
Prevalence of Anemia among People Living with HIV/AIDS Starting Antiretroviral Therapy in the Era of Dolutegravir in Kinshasa, Democratic Republic of Congo (Articles)

Berry Bongenya Ikolango, Mariano Lusakibanza, Gauthier Mesia Kahunu, Baudoin Buassa Bu Tsumbu, Richard Kalala Lunganza, Erick Kamangu Ntambwe

Open Access Library Journal Vol.10 No.1，January 20, 2023

DOI: 10.4236/oalib.1109580 86 Downloads 1,102 Views Citations
Expected Stock Returns and Option-Implied Rate of Return (Articles)

Samuel Y. M. Ze-To

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

DOI: 10.4236/jmf.2012.24030 8,801 Downloads 14,437 Views Citations
Prescription for Obesity: Eat Less and Move More. Is It Really That Simple? (Articles)

Karen M. Deck, Beth Haney, Camille F. Fitzpatrick, Susanne J. Phillips, Susan M. Tiso

Open Journal of Nursing Vol.4 No.9，August 14, 2014

DOI: 10.4236/ojn.2014.49069 5,065 Downloads 7,981 Views Citations
Computation of Greeks Using Binomial Tree (Articles)

Yoshifumi Muroi, Shintaro Suda

Journal of Mathematical Finance Vol.7 No.3，July 17, 2017

DOI: 10.4236/jmf.2017.73031 3,342 Downloads 8,987 Views Citations
Sociodemographic and Anthropometric Profile of People Living with Human Immunodeficiency Virus Starting Treatment in Kinshasa, Democratic Republic of the Congo (Articles)

Lambert Omombo Losenga, Noëlla Makela Dikati, Berry Ikolango Bongenya, Thérèse Kasaka Ntumba, Grace Ipaya Booto, Rosalie Djamba Dembo, Stéphanie Mauwa Selenge, Jocelyn Ewuti Nonga, Candide About Kabamba, Marie-Thérèse Ayanne Safi Sombo, Guy Makila Mabe Bumoko, Erick Ntambwe Kamangu

Open Access Library Journal Vol.9 No.9，September 13, 2022

DOI: 10.4236/oalib.1109056 60 Downloads 866 Views Citations
Investigating the Effect of Diversity on Innovation Performance: An Empirical Research on the Relationship between Career, Education, and Age Diversity of Start-Up Founders and Business Growth (Articles)

Daisuke Kanama, Shin Ito, Sakura Muranaka, Toshiya Watanabe

Journal of Human Resource and Sustainability Studies Vol.12 No.4，December 4, 2024

DOI: 10.4236/jhrss.2024.124040 69 Downloads 380 Views Citations
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.6 No.5，November 30, 2016

DOI: 10.4236/jmf.2016.65063 2,981 Downloads 6,465 Views Citations
Alternative Financing Instruments for African Economies (Articles)

Jane Mpapalika

Journal of Mathematical Finance Vol.10 No.1，January 16, 2020

DOI: 10.4236/jmf.2020.101005 649 Downloads 1,643 Views Citations
Real Options Literature Review (Articles)

Shihong Zeng, Shuai Zhang

iBusiness Vol.3 No.1，March 10, 2011

DOI: 10.4236/ib.2011.31007 13,427 Downloads 25,645 Views Citations
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters (Articles)

Stafford Johnson, Amit Sen, Brian Balyeat

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

DOI: 10.4236/jmf.2012.21013 4,629 Downloads 8,446 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45032 4,926 Downloads 6,975 Views Citations
The Impact of Maturity on Futures and Options with Reference to National Stock Exchange: An Exploratory Study (Articles)

B. Radhakrishna, S. Ravikumar, B. D. Hansraj

Theoretical Economics Letters Vol.9 No.6，August 5, 2019

DOI: 10.4236/tel.2019.96110 949 Downloads 3,057 Views Citations
A Mathematical Formulation of the Valuation of Short Sales and Put Options on Real Estate (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.15 No.2，April 25, 2025

DOI: 10.4236/tel.2025.152027 24 Downloads 129 Views Citations
Evaluation of Various Linear Regression Methods for Downscaling of Mean Monthly Precipitation in Arid Pichola Watershed (Articles)

Manish Kumar Goyal, Chandra Shekhar Prasad Ojha

Natural Resources Vol.1 No.1，October 21, 2010

DOI: 10.4236/nr.2010.11002 6,179 Downloads 12,413 Views Citations
Potential of Magnesium Chloride for Nutrient Rejection in Forward Osmosis (Articles)

Yatnanta Padma Devia, Tsuyoshi Imai, Takaya Higuchi, Ariyo Kanno, Koichi Yamamoto, Masahiko Sekine, Tuan Van Le

Journal of Water Resource and Protection Vol.7 No.9，July 13, 2015

DOI: 10.4236/jwarp.2015.79060 4,107 Downloads 5,755 Views Citations
Analysing TCP for Bursty Traffic (Articles)

Israfil Biswas, Arjuna Sathiaseelan, Raffaello Secchi, Gorry Fairhurst

Int'l J. of Communications, Network and System Sciences Vol.3 No.7，July 27, 2010

DOI: 10.4236/ijcns.2010.37078 6,044 Downloads 10,863 Views Citations

<12 3 ...>

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	customer@scirp.org
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies