Currency Option - Articles - Scientific Research Publishing

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 586 Views Citations
Option Pricing with Economic Feasibility (Articles)

Yi-Jang Yu

Modern Economy Vol.4 No.1，January 31, 2013

DOI: 10.4236/me.2013.41009 4,205 Downloads 6,340 Views Citations
Research on the Protection of Vulnerable Groups in Water Pollution Conflicts Based on Binomial Tree Pricing Model (Articles)

Yanping Chen, Tiejun Cheng, Fengping Wu

Journal of Water Resource and Protection Vol.7 No.8，June 30, 2015

DOI: 10.4236/jwarp.2015.78054 2,907 Downloads 3,896 Views Citations
This article belongs to the Special Issue on Water Pollution and Control
Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.5 No.3，July 10, 2015

DOI: 10.4236/jmf.2015.53023 3,571 Downloads 4,764 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 4,562 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 1,544 Downloads 3,102 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 1,078 Downloads 2,679 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 1,381 Downloads 5,422 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 200 Downloads 1,382 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 5,953 Downloads 11,891 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 5,116 Downloads 8,426 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 12,116 Views Citations
Virtual water: an effective mechanism for integrated water resources management (Articles)

Alaa El-Sadek

Agricultural Sciences Vol.2 No.3，August 4, 2011

DOI: 10.4236/as.2011.23033 8,876 Downloads 18,843 Views Citations
Option Pricing When Changes of the Underlying Asset Prices Are Restricted (Articles)

George J Jiang, Guanzhong Pan, Lei Shi

Journal of Mathematical Finance Vol.1 No.2，August 25, 2011

DOI: 10.4236/jmf.2011.12004 4,909 Downloads 10,027 Views Citations
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 5,491 Downloads 12,251 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 6,143 Downloads 12,513 Views Citations
An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing (Articles)

Deng Ding, Zuoqiu Weng, Jingya Zhao

Intelligent Information Management Vol.4 No.3，May 25, 2012

DOI: 10.4236/iim.2012.43014 4,512 Downloads 8,022 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 10,138 Downloads 17,237 Views Citations
Some Properties for the American Option-Pricing Model (Articles)

Hong-Ming Yin

Journal of Mathematical Finance Vol.2 No.3，August 31, 2012

DOI: 10.4236/jmf.2012.23027 4,900 Downloads 9,036 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 4,634 Downloads 7,550 Views Citations

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