Perpetual Power Put Option - Articles - Scientific Research Publishing

Research on China’s “Lewis Turning Point” and Efficiency Analysis of Each Province—Based on DEA and SFA Methods (Articles)

Shu Liu

Modern Economy Vol.10 No.4，April 16, 2019

DOI: 10.4236/me.2019.104080 1,097 Downloads 3,662 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 111 Downloads 405 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 1,880 Downloads 4,874 Views Citations
Put-Call Parity in Equity Options Markets: Recent Evidence (Articles)

Timothy A. Krause

Theoretical Economics Letters Vol.9 No.4，March 26, 2019

DOI: 10.4236/tel.2019.94039 1,350 Downloads 3,402 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 3,806 Downloads 4,999 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 1,737 Downloads 3,277 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 8,173 Downloads 14,273 Views Citations
Motion machines of second kind (Articles)

Georgi Krastev, Kiril Kolikov, Yordan Epitropov

Natural Science Vol.4 No.4，April 24, 2012

DOI: 10.4236/ns.2012.44036 6,300 Downloads 10,058 Views Citations
Is “Time” Speeding up? (Articles)

Ken Biegeleisen

Open Access Library Journal Vol.3 No.12，December 7, 2016

DOI: 10.4236/oalib.1103196 954 Downloads 7,028 Views Citations
Repeated Sparks Produce Free Energy: A Rigorous Mathematical Explanation of the Authors, by the Hidden Ampere Force Law (Articles)

Panos Pappas, Theocharis Pappas, Eleuterios Pappas

Journal of Applied Mathematics and Physics Vol.6 No.1，January 17, 2018

DOI: 10.4236/jamp.2018.61015 845 Downloads 2,108 Views Citations
Valuing European Put Options under Skewness and Increasing [Excess] Kurtosis (Articles)

John-Peter D. Chateau

Journal of Mathematical Finance Vol.4 No.3，May 6, 2014

DOI: 10.4236/jmf.2014.43015 4,410 Downloads 6,670 Views Citations
Investigation on the Association of Soil Microbial Populations with Ecological and Environmental Factors in the Pearl River Estuary (Articles)

Yanchun Qiao, Donglin Xu, Hongjuan Yuan, Bei Wu, Bishao Chen, Yaowen Tan, Jianrong Lin, Dongliang Guo

Journal of Geoscience and Environment Protection Vol.6 No.3，March 13, 2018

DOI: 10.4236/gep.2018.63002 771 Downloads 1,516 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 12 Downloads 78 Views Citations
Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options (Articles)

Hasan Alzubaidi

American Journal of Computational Mathematics Vol.7 No.3，August 3, 2017

DOI: 10.4236/ajcm.2017.73020 1,032 Downloads 2,450 Views Citations
The Faraday Isolator, Detailed Balance and the Second Law (Articles)

George S. Levy

Journal of Applied Mathematics and Physics Vol.5 No.4，April 30, 2017

DOI: 10.4236/jamp.2017.54078 1,430 Downloads 2,459 Views Citations
Erratum to “The Faraday Isolator, Detailed Balance and the Second Law” [Journal of Applied Mathematics and Physics, Vol. 5, No. 4, April 2017 PP. 889-899] (Articles)

George S. Levy

Journal of Applied Mathematics and Physics Vol.5 No.8，August 25, 2017

DOI: 10.4236/jamp.2017.58127 3,135 Downloads 7,142 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 5,638 Downloads 12,145 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6，June 26, 2012

DOI: 10.4236/am.2012.36093 7,310 Downloads 11,386 Views Citations
Study on Chinese Rural Drinking Water Option and Its Pricing (Articles)

Jian-Fei Leng, Lu Li

Journal of Financial Risk Management Vol.1 No.4，December 18, 2012

DOI: 10.4236/jfrm.2012.14010 4,298 Downloads 8,466 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,760 Downloads 11,726 Views Citations

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