Perpetual Power Put Option - Articles - Scientific Research Publishing

Generalized Option Betas (Articles)

Sven Husmann, Neda Todorova

Journal of Mathematical Finance Vol.3 No.3，August 8, 2013

DOI: 10.4236/jmf.2013.33035 5,713 Downloads 8,262 Views Citations
Pricing Options in Jump Diffusion Models Using Mellin Transforms (Articles)

Robert Frontczak

Journal of Mathematical Finance Vol.3 No.3，August 15, 2013

DOI: 10.4236/jmf.2013.33037 7,643 Downloads 11,596 Views Citations
Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.4 No.2，February 14, 2014

DOI: 10.4236/jmf.2014.42006 4,610 Downloads 7,608 Views Citations
Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance (Articles)

Erik Bølviken, Frank Proske, Mark Rubtsov

Journal of Mathematical Finance Vol.4 No.2，February 27, 2014

DOI: 10.4236/jmf.2014.42011 4,399 Downloads 6,609 Views Citations
Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options (Articles)

Feng Jiao

Theoretical Economics Letters Vol.8 No.3，February 12, 2018

DOI: 10.4236/tel.2018.83027 875 Downloads 2,442 Views Citations
This article belongs to the Special Issue on Financial Derivatives
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 382 Downloads 1,020 Views Citations
Longitudinal Market Valuation of Unexpectedly Increased R&D Expenditure with the Real Option Logic (Articles)

Hyeri Jung, Jaeho Lee

Open Journal of Business and Management Vol.9 No.5，September 28, 2021

DOI: 10.4236/ojbm.2021.95139 231 Downloads 757 Views Citations
Classical and Quantum Structures of the Wave: Modelling the Controlled, Optimised, Continuum-System (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.10 No.3，March 3, 2022

DOI: 10.4236/jamp.2022.103044 208 Downloads 1,048 Views Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes (Articles)

Zhongmin Qian, Xingcheng Xu

Journal of Mathematical Finance Vol.13 No.2，May 31, 2023

DOI: 10.4236/jmf.2023.132015 260 Downloads 1,233 Views Citations
Women’s Co-Optation in Institutions: Promoting Values of Equity and Equal Opportunity Tested in the Democratic Republic of the Congo (Articles)

Kahenga Ekota Ferdinand, Elise Féron, Barumwete Simon, Kazoviyo Gertrude

Open Journal of Political Science Vol.13 No.4，October 31, 2023

DOI: 10.4236/ojps.2023.134031 128 Downloads 589 Views Citations
Valuation of Asian American Option Using a Modified Path Simulation Method (Articles)

Ferry Jaya Permana, Dharma Lesmono, Erwinna Chendra

World Journal of Engineering and Technology Vol.3 No.3C，October 23, 2015

DOI: 10.4236/wjet.2015.33C044 3,592 Downloads 4,568 Views Citations
A Simple Model to Explain Expensive Index Call Options (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.7 No.3，March 16, 2017

DOI: 10.4236/tel.2017.73024 1,549 Downloads 3,117 Views Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1，February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,079 Downloads 2,686 Views Citations
The Barrier Binary Options (Articles)

Min Gao, Zhenfeng Wei

Journal of Mathematical Finance Vol.10 No.1，February 26, 2020

DOI: 10.4236/jmf.2020.101010 1,386 Downloads 5,459 Views Citations
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock (Articles)

Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.13 No.2，May 25, 2023

DOI: 10.4236/jmf.2023.132012 203 Downloads 1,402 Views Citations
European Options and Fixed Cost Spreads (Articles)

Sunil K. Parameswaran, Sankarshan Basu

Theoretical Economics Letters Vol.13 No.3，June 21, 2023

DOI: 10.4236/tel.2023.133029 131 Downloads 501 Views Citations
A Risk Assessing Approach on Hi-tech SMEs of China: Based on Multi-stage Compound Real Options (Articles)

Chen Zhang, Wei-Dong Zhu, Allen Garth, Yong Wu

Journal of Service Science and Management Vol.1 No.1，June 10, 2008

DOI: 10.4236/jssm.2008.11006 5,955 Downloads 11,898 Views Citations
Study on Option Price Model of the Transaction of Information Commodities (Articles)

Changping HU, Xianjun QI

Journal of Service Science and Management Vol.2 No.4，December 15, 2009

DOI: 10.4236/jssm.2009.24047 5,123 Downloads 8,442 Views Citations
Pricing European Call Currency Option Based on Fuzzy Estimators (Articles)

Xing Yu, Hongguo Sun, Guohua Chen

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

DOI: 10.4236/am.2011.24058 5,379 Downloads 9,251 Views Citations
The Operator Splitting Method for Black-Scholes Equation (Articles)

Yassir Daoud, Turgut Öziş

Applied Mathematics Vol.2 No.6，June 22, 2011

DOI: 10.4236/am.2011.26103 6,470 Downloads 12,124 Views Citations

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