Merton Model - Articles - Scientific Research Publishing

Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs (Articles)

Foad Shokrollahi

Journal of Mathematical Finance Vol.8 No.4，November 7, 2018

DOI: 10.4236/jmf.2018.84040 958 Downloads 1,858 Views Citations
Pricing the Idiosyncratic Risk in the Cost of Capital: A Comprehensive Model (Articles)

Federico Beltrame, Gianni Zorzi

Theoretical Economics Letters Vol.12 No.5，September 9, 2022

DOI: 10.4236/tel.2022.125065 191 Downloads 1,021 Views Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market (Articles)

Fadugba Sunday Emmanuel, Emeka Helen Oluyemisi

Applied Mathematics Vol.7 No.9，May 26, 2016

DOI: 10.4236/am.2016.79075 1,945 Downloads 3,644 Views Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3，June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,429 Downloads 2,740 Views Citations
Quantitative Structural Models to Assess Credit Risk on Individuals (Articles)

Akorede K. Oluwo, Enrique Villamor

Journal of Applied Mathematics and Physics Vol.10 No.7，July 29, 2022

DOI: 10.4236/jamp.2022.107158 170 Downloads 1,389 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 3,974 Downloads 5,248 Views Citations
The Black-Scholes Merton Model
—Implications for the Option Delta and the Probability of Exercise (Articles)

Sunil K. Parameswaran, Sankarshan Basu

Theoretical Economics Letters Vol.10 No.6，December 25, 2020

DOI: 10.4236/tel.2020.106080 803 Downloads 4,045 Views Citations
Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow, James Sochacki

Journal of Mathematical Finance Vol.9 No.4，October 25, 2019

DOI: 10.4236/jmf.2019.94031 1,051 Downloads 2,846 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
Optimal Variational Portfolios with Inflation Protection Strategy and Efficient Frontier of Expected Value of Wealth for a Defined Contributory Pension Scheme (Articles)

Joshua O. Okoro, Charles I. Nkeki

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

DOI: 10.4236/jmf.2013.34050 3,516 Downloads 5,769 Views Citations
Model Averaging by Stacking (Articles)

Claudio Morana

Open Journal of Statistics Vol.5 No.7，December 30, 2015

DOI: 10.4236/ojs.2015.57079 5,286 Downloads 6,342 Views Citations
This article belongs to the Special Issue on Multivariate Statistical Analysis
Towards Automatic Transformation from UML Model to FSM Model for Web Applications (Articles)

Xi Wang, Huaikou Miao, Liang Guo

Journal of Software Engineering and Applications Vol.1 No.1，December 9, 2008

DOI: 10.4236/jsea.2008.11010 6,108 Downloads 11,354 Views Citations
Model Interpretation Development: Analysis Design of Automatic Control System (Articles)

Guohua Wu, Wenning Liu, Qiuhua Zheng, Zhen Zhang

Journal of Software Engineering and Applications Vol.2 No.2，July 15, 2009

DOI: 10.4236/jsea.2009.22017 6,383 Downloads 11,049 Views Citations
The Models of Investing Schools (Articles)

Jun’e Liu, Lei Chai, Zina Xu

Journal of Applied Mathematics and Physics Vol.4 No.6，June 16, 2016

DOI: 10.4236/jamp.2016.46113 1,901 Downloads 2,713 Views Citations
A Small-Size Macroeconometric Model for Pakistan Economy (Articles)

Muhammad Nadim Hanif, Zulfiqar Hyder, Muhammad Amin Khan Lodhi, Mahmood ul Hassan Khan, Irem Batool

Technology and Investment Vol.2 No.2，June 3, 2011

DOI: 10.4236/ti.2011.22008 6,790 Downloads 12,913 Views Citations
Solving Basic Inventory Models Using Excel (Articles)

Sarbjit Singh

Theoretical Economics Letters Vol.8 No.11，August 6, 2018

DOI: 10.4236/tel.2018.811137 2,843 Downloads 10,643 Views Citations
Application of Markowitz Model to Mongolian Government Budget (Articles)

Ch. Ankhbayar, B. Lkhagvajav, N. Tungalag, R. Enkhbat

iBusiness Vol.11 No.3，September 19, 2019

DOI: 10.4236/ib.2019.113004 813 Downloads 1,807 Views Citations
NARCCAP Model Skill and Bias for the Southeast United States (Articles)

Erik D. Kabela, Gregory J. Carbone

American Journal of Climate Change Vol.4 No.1，March 23, 2015

DOI: 10.4236/ajcc.2015.41009 4,446 Downloads 5,754 Views Citations
Comparison of Stochastic Models in Forecasting Monthly Streamflow in Rivers: A Case Study of River Nile and Its Tributaries (Articles)

Mohammed A. Elganiny, Alaa Esmaeil Eldwer

Journal of Water Resource and Protection Vol.8 No.2，February 5, 2016

DOI: 10.4236/jwarp.2016.82012 5,789 Downloads 7,339 Views Citations
This article belongs to the Special Issue on Hydrological Hazards
A Mixed Model Analysis of a Fertilizer Experiment on Oil Palm in Nigeria (Articles)

Edwin A. Iguodala, Eghwerido Joseph Thomas, Austin Edokpayi, Obilade Titilola

Agricultural Sciences Vol.7 No.8，August 16, 2016

DOI: 10.4236/as.2016.78052 2,288 Downloads 3,793 Views Citations
This article belongs to the Special Issue on Fruit and Vegetables
Exlog Weighted Sum Model for Long Term Forecasting (Articles)

Luvsandash Ouyntsetseg, Natsagdorj Tungalag, Rentsen Enkhbat

iBusiness Vol.14 No.2，April 28, 2022

DOI: 10.4236/ib.2022.142003 222 Downloads 933 Views Citations

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