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DOI
Author
Journal
Affiliation
ISSN
Subject
Stochastic Volatility Jump-Diffusion Model for Option Pricing
(Articles)
Nonthiya Makate
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13012
5,345
Downloads
11,853
Views
Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.1
,February 23, 2012
DOI:
10.4236/tel.2012.21003
6,030
Downloads
12,204
Views
Citations
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques
(Articles)
Deng Ding
,
Qi Fu
,
Jacky So
Technology and Investment
Vol.3 No.2
,May 29, 2012
DOI:
10.4236/ti.2012.32015
9,890
Downloads
16,325
Views
Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.4
,November 1, 2012
DOI:
10.4236/tel.2012.24074
4,489
Downloads
7,198
Views
Citations
A Study on Numerical Solution of Black-Scholes Model
(Articles)
Md. Nurul Anwar
,
Laek Sazzad Andallah
Journal of Mathematical Finance
Vol.8 No.2
,May 17, 2018
DOI:
10.4236/jmf.2018.82024
1,909
Downloads
9,085
Views
Citations
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
891
Downloads
1,684
Views
Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1
(Articles)
Z. Guo
,
H. Schellhorn
Applied Mathematics
Vol.10 No.6
,June 28, 2019
DOI:
10.4236/am.2019.106034
616
Downloads
1,297
Views
Citations
This article belongs to the Special Issue on
Stochastic Process and Stochastic Calculus
Call and Put Option Pricing with Discrete Linear Investment Strategy
(Articles)
Niloofar Ghorbani
,
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.12 No.1
,January 29, 2022
DOI:
10.4236/jmf.2022.121005
230
Downloads
905
Views
Citations
Instability in the Hotelling’s Non-Price Spatial Competition Model
(Articles)
Yosuke Yasuda
Theoretical Economics Letters
Vol.3 No.3A
,June 18, 2013
DOI:
10.4236/tel.2013.33A002
5,670
Downloads
11,728
Views
Citations
This article belongs to the Special Issue on
Business Economics
Study on the Fluctuation of Purchasing Power Parity
(Articles)
Hua Niu
,
Xiaoyuan Chu
,
Yanxin Ma
Open Journal of Business and Management
Vol.4 No.1
,January 14, 2016
DOI:
10.4236/ojbm.2016.41008
4,579
Downloads
7,605
Views
Citations
Comparison of Ruin Probabilities in Compound Poisson Risk Model
(Articles)
Dol Nath Khanal
Open Journal of Statistics
Vol.9 No.1
,January 25, 2019
DOI:
10.4236/ojs.2019.91004
894
Downloads
1,941
Views
Citations
Analysis of the Resolution of Crime Using Predictive Modeling
(Articles)
Keshab R. Dahal
,
Jiba N. Dahal
,
Kenneth R. Goward
,
Oluremi Abayami
Open Journal of Statistics
Vol.10 No.3
,June 30, 2020
DOI:
10.4236/ojs.2020.103036
866
Downloads
1,896
Views
Citations
Argumentative Comparative Analysis of Machine Learning on Coronary Artery Disease
(Articles)
Keshab R. Dahal
,
Yadu Gautam
Open Journal of Statistics
Vol.10 No.4
,August 19, 2020
DOI:
10.4236/ojs.2020.104043
537
Downloads
1,875
Views
Citations
A Method for Setting the Artificial Boundary Conditions of Groundwater Model
(Articles)
Yipeng Zhou
,
Zhaoli Shen
,
Weijun Shi
,
Jinhui Liu
,
Yajie Liu
Open Journal of Geology
Vol.3 No.2B
,October 22, 2013
DOI:
10.4236/ojg.2013.32B012
3,387
Downloads
4,753
Views
Citations
Determination of One Unknown Thermal Coefficient through the One-Phase Fractional Lamé-Clapeyron-Stefan Problem
(Articles)
Domingo Alberto Tarzia
Applied Mathematics
Vol.6 No.13
,November 30, 2015
DOI:
10.4236/am.2015.613191
3,368
Downloads
4,180
Views
Citations
This article belongs to the Special Issue on
Fractional Calculus
Global Optimization for Solving Linear Non-Quadratic Optimal Control Problems
(Articles)
Jinghao Zhu
Journal of Applied Mathematics and Physics
Vol.4 No.10
,October 13, 2016
DOI:
10.4236/jamp.2016.410188
1,275
Downloads
1,962
Views
Citations
An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy
(Articles)
Werner Hürlimann
Applied Mathematics
Vol.2 No.4
,March 31, 2011
DOI:
10.4236/am.2011.24053
6,346
Downloads
12,057
Views
Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach
(Articles)
Honglei Zhang
,
Yixiang Tian
,
Gaoxun Zhang
Open Journal of Social Sciences
Vol.4 No.3
,March 15, 2016
DOI:
10.4236/jss.2016.43011
2,422
Downloads
3,280
Views
Citations
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets
(Articles)
Praewnapa Seelama
,
Dawud Thongtha
Journal of Mathematical Finance
Vol.11 No.3
,June 10, 2021
DOI:
10.4236/jmf.2021.113020
379
Downloads
1,573
Views
Citations
This article belongs to the Special Issue on
Stochastic and Financial Mathematics
Inventory and Regularity of Scientific Productions of Teachers in Lubumbashi Nursing College (from March 2006 up to April 2018)
(Articles)
Kabongo Mamie Mujinga
,
Masika Gauthier Messa
,
Mpulu Angel Mabanga
,
Kasongo Narcisse Mwinkeu
Open Access Library Journal
Vol.6 No.1
,January 30, 2019
DOI:
10.4236/oalib.1105119
403
Downloads
799
Views
Citations
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