Incomplete Markets; Equivalent Martingale Measure; Admissible Pricing Measure - Articles

Contingent Claims in Incomplete Markets: A Case Study (Articles)

Sure Mataramvura

Journal of Mathematical Finance Vol.3 No.4，October 17, 2013

DOI: 10.4236/jmf.2013.34044 3,911 Downloads 6,258 Views Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

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

DOI: 10.4236/jmf.2014.44027 4,932 Downloads 5,900 Views Citations
Assessing the Risks of Trading Strategies Using Acceptability Indices (Articles)

Masimba E. Sonono, Hopolang P. Mashele

Journal of Mathematical Finance Vol.3 No.4，November 27, 2013

DOI: 10.4236/jmf.2013.34049 3,432 Downloads 5,551 Views Citations
Intrinsic Prices of Risk (Articles)

Truc Le

Journal of Mathematical Finance Vol.4 No.5，November 19, 2014

DOI: 10.4236/jmf.2014.45029 4,857 Downloads 6,363 Views Citations
Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets (Articles)

João Amaro de Matos, Ana Lacerda

Journal of Mathematical Finance Vol.6 No.5，November 18, 2016

DOI: 10.4236/jmf.2016.65057 1,407 Downloads 2,428 Views Citations
General Closed-Form Solutions to the Dynamic Optimization Problem in Incomplete Markets (Articles)

Moawia Alghalith

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

DOI: 10.4236/am.2011.24054 4,395 Downloads 8,471 Views Citations
Embedding-Based Sliding Mode Control for Linear Time Varying Systems (Articles)

Mohammad Reza Zarrabi, Mohammad Hadi Farahi, Ali Jafar Koshkouei, Sohrab Effati, Keith Burnham

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

DOI: 10.4236/am.2011.24063 4,956 Downloads 10,043 Views Citations
Environmental Radiation Measurement and Assessment of Natural Radioactivity in Soil, Water and Vegetation (Articles)

Nandi-Esom Chariette Ereh, Meng Zhang

Journal of Applied Mathematics and Physics Vol.6 No.11，November 22, 2018

DOI: 10.4236/jamp.2018.611194 850 Downloads 2,341 Views Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.10 No.4，November 25, 2020

DOI: 10.4236/jmf.2020.104040 917 Downloads 1,973 Views Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates (Articles)

Sarisa Pinkham, Pairote Sattayatham

Journal of Mathematical Finance Vol.1 No.3，November 25, 2011

DOI: 10.4236/jmf.2011.13013 4,956 Downloads 11,212 Views Citations
An Elementary Proof That Well-Behaved Utility Functions Exist (Articles)

Mark Voorneveld, Jörgen W. Weibull

Theoretical Economics Letters Vol.6 No.3，June 6, 2016

DOI: 10.4236/tel.2016.63051 3,084 Downloads 5,386 Views Citations
This article belongs to the Special Issue on Utility Theory Research
Moral Conscience and Psychological Conflict in Shakespeare’s Character Angelo from the Play Measure for Measure (Articles)

Giuseppe Giordano

Advances in Literary Study Vol.9 No.4，October 29, 2021

DOI: 10.4236/als.2021.94023 290 Downloads 2,993 Views Citations
Relative Performance Evaluation of Competing Crude Oil Prices’ Volatility Forecasting Models: A Slacks-Based Super-Efficiency DEA Model (Articles)

Jamal Ouenniche, Bing Xu, Kaoru Tone

American Journal of Operations Research Vol.4 No.4，July 10, 2014

DOI: 10.4236/ajor.2014.44023 3,578 Downloads 5,317 Views Citations
The VL2-Spoken Language Phonological Awareness (VL2-SLPA) Measure (Articles)

M. Diane Clark

Psychology Vol.3 No.10，October 23, 2012

DOI: 10.4236/psych.2012.310137 4,896 Downloads 7,200 Views Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4，April 21, 2021

DOI: 10.4236/jamp.2021.94050 369 Downloads 968 Views Citations
Methods Research to Calculate Equivalent of Environmental Cost in Power Industry (Articles)

Wenchang Han, Dunnan Liu, Yuhong Fan, Yu Hu, Yujie Xu, Xinming Liu

Journal of Power and Energy Engineering Vol.2 No.4，April 16, 2014

DOI: 10.4236/jpee.2014.24014 5,357 Downloads 6,528 Views Citations
Deviation Measures on Banach Spaces and Applications (Articles)

Christos E. Kountzakis

Journal of Financial Risk Management Vol.2 No.1，March 28, 2013

DOI: 10.4236/jfrm.2013.21003 4,252 Downloads 8,184 Views Citations
Study of Similarity Measures with Linear Discriminant Analysis for Face Recognition (Articles)

Mohamed A. El-Sayed, Kadry Hamed

Journal of Software Engineering and Applications Vol.8 No.9，September 16, 2015

DOI: 10.4236/jsea.2015.89046 7,203 Downloads 8,522 Views Citations
Deciding on a Measure of Effect under Indeterminism (Articles)

Doron J. Shahar

Open Journal of Epidemiology Vol.6 No.4，November 9, 2016

DOI: 10.4236/ojepi.2016.64022 1,364 Downloads 2,085 Views Citations
This article belongs to the Special Issue on Tropical Diseases
Quantum Physical Systems and Their Evolution (Articles)

Malkhaz Mumladze

Open Access Library Journal Vol.5 No.1，January 11, 2018

DOI: 10.4236/oalib.1104244 537 Downloads 1,276 Views Citations

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