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C-MET Inhibitors as New Members of the NSCLC Treatment Armamentarium—A Pooled Analysis (Articles)

Susanne Reuther, Niccolo Bassani, Michael F. Murphy, Wolfram Dempke

Advances in Lung Cancer Vol.11 No.1，March 15, 2022

DOI: 10.4236/alc.2022.111001 331 Downloads 1,874 Views Citations
Structured Financial Product Designing (Articles)

Huayue Zhang, Jingwen Wang

Open Journal of Social Sciences Vol.11 No.2，February 28, 2023

DOI: 10.4236/jss.2023.112032 170 Downloads 1,481 Views Citations
Investment in Generation of Photovoltaic Solar Energy: A Fezsibility Study with Flexibility and Uncertainty (Articles)

Lucimeire Cordeiro da Silva, Tara Keshar Nanda Baidya

Energy and Power Engineering Vol.15 No.7，July 31, 2023

DOI: 10.4236/epe.2023.157012 226 Downloads 888 Views Citations
An Approach to Calculate a Call Option Value on A Nontraded Underlying Asset Considering Its Risk Measures (Articles)

Rafael A. Rodríguez

Journal of Financial Risk Management Vol.13 No.4，December 27, 2024

DOI: 10.4236/jfrm.2024.134036 46 Downloads 270 Views Citations
The Pricing of Dual-Expiry Exotics with Mean Reversion and Jumps (Articles)

Kevin Z. Tong, Dongping Hou, Jianhua Guan

Journal of Mathematical Finance Vol.9 No.1，January 29, 2019

DOI: 10.4236/jmf.2019.91003 980 Downloads 2,122 Views Citations
Economic Dispatch with Multiple Fuel Options Using CCF (Articles)

R. Anandhakumar, S. Subramanian

Energy and Power Engineering Vol.3 No.2，May 18, 2011

DOI: 10.4236/epe.2011.32015 7,595 Downloads 12,740 Views Citations
Recent Developments in Fuzzy Sets Approach in Option Pricing (Articles)

Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32031 4,680 Downloads 8,501 Views Citations
An Empirical Study of Option Prices under the Hybrid Brownian Motion Model (Articles)

Hideki Iwaki, Lei Luo

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32033 4,768 Downloads 7,847 Views Citations
Evaluation of Geometric Asian Power Options under Fractional Brownian Motion (Articles)

Zhijuan Mao, Zhian Liang

Journal of Mathematical Finance Vol.4 No.1，December 25, 2013

DOI: 10.4236/jmf.2014.41001 5,560 Downloads 9,306 Views Citations
This article belongs to the Special Issue on Option Pricing Research
Adaptation Technology: Benefits of Hydrological Services—Watershed Management in Semi-Arid Region of India (Articles)

Anupam Khajuria, Sayaka Yoshikawa, Shinjiro Kanae

Journal of Water Resource and Protection Vol.6 No.6，April 28, 2014

DOI: 10.4236/jwarp.2014.66055 4,661 Downloads 6,221 Views Citations
This article belongs to the Special Issue on Watershed Management
A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method (Articles)

Chi-Fai Lo

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

DOI: 10.4236/jmf.2014.43016 6,979 Downloads 9,357 Views Citations
L^∞-Asymptotic Behavior of the Variational Inequality Related to American Options Problem (Articles)

Djaber Chemseddine Benchettah, Mohamed Haiour

Applied Mathematics Vol.5 No.8，May 15, 2014

DOI: 10.4236/am.2014.58122 2,538 Downloads 3,941 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 4,954 Downloads 5,971 Views Citations
A Note on the Kou’s Continuity Correction Formula (Articles)

Ting Liu, Chang Feng, Yanqiong Lu, Bei Yao

Open Journal of Social Sciences Vol.3 No.11，November 20, 2015

DOI: 10.4236/jss.2015.311005 3,272 Downloads 4,227 Views Citations
Evaluation the Price of Multi-Asset Rainbow Options Using Monte Carlo Method (Articles)

A. Rasulov, R. Rakhmatov, A. Nafasov

Journal of Applied Mathematics and Physics Vol.4 No.1，January 29, 2016

DOI: 10.4236/jamp.2016.41021 5,334 Downloads 7,981 Views Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2，April 6, 2016

DOI: 10.4236/tel.2016.62018 2,519 Downloads 4,813 Views Citations
A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options (Articles)

Zhigang Tong, Allen Liu

Journal of Mathematical Finance Vol.7 No.2，May 31, 2017

DOI: 10.4236/jmf.2017.72024 1,467 Downloads 2,928 Views Citations
This article belongs to the Special Issue on Option Pricing
The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights (Articles)

Alessia Cafferata, Pier Giuseppe Giribone, Marina Resta

Modern Economy Vol.8 No.7，July 13, 2017

DOI: 10.4236/me.2017.87061 2,377 Downloads 4,158 Views Citations
This article belongs to the Special Issue on Financial Investment
Saudi Arabia, Breast Plastic Surgery, Breast Construction (Articles)

Bassam Ahmed ALmutlaq, Mohammad Al-Qattan, Raed Dawood Almansour, Awad Nafel Al Harbi, Ali Dawood Almansour, Omar Abdullah AL-Noqaidan, Abdul Rahman Ali Al-Sogair, Abdullah Abdulaziz Bin Jariyd, Hussain Gadelkarim Ahmed

Modern Plastic Surgery Vol.7 No.4，October 31, 2017

DOI: 10.4236/mps.2017.74006 1,439 Downloads 3,658 Views Citations
Uncovering the Distribution of Option Implied Risk Aversion (Articles)

Maria Kyriacou, Jose Olmo, Marius Strittmatter

Journal of Mathematical Finance Vol.9 No.2，March 14, 2019

DOI: 10.4236/jmf.2019.92006 1,079 Downloads 2,380 Views Citations

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