Option Theory - Articles - Scientific Research Publishing

Application of Fast N-Body Algorithm to Option Pricing under CGMY Model (Articles)

Takayuki Sakuma

Journal of Mathematical Finance Vol.7 No.2，May 19, 2017

DOI: 10.4236/jmf.2017.72016 1,522 Downloads 2,711 Views Citations
This article belongs to the Special Issue on Option Pricing
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 2,141 Downloads 10,634 Views Citations
Optimization of Water Resource Management Using Chooser Option Contracts under Uncertainty (Articles)

Zhichao Gao, Hong Zhang, Minghu Ha

American Journal of Industrial and Business Management Vol.8 No.5，May 24, 2018

DOI: 10.4236/ajibm.2018.85089 778 Downloads 1,396 Views Citations
The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers (Articles)

Sang Baum Kang

Theoretical Economics Letters Vol.8 No.9，June 13, 2018

DOI: 10.4236/tel.2018.89103 788 Downloads 1,376 Views Citations
This article belongs to the Special Issue on Financial Modeling
The Valuation of Currency Put Options (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.8 No.11，August 24, 2018

DOI: 10.4236/tel.2018.811165 932 Downloads 3,633 Views Citations
Mother to Child Transmission of HIV after Option B+ in Low Income Environment (Articles)

Mve Koh Valère, Kamgaing Nelly, Nda Mefo, Foumane Pascal

Open Journal of Obstetrics and Gynecology Vol.8 No.12，October 18, 2018

DOI: 10.4236/ojog.2018.812118 1,246 Downloads 2,877 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 958 Downloads 1,858 Views Citations
Factors Influencing the Choice of Investment in Life Insurance Policy (Articles)

Ravi Kumar Tati, Ernest Beryl B. Baltazar

Theoretical Economics Letters Vol.8 No.15，December 27, 2018

DOI: 10.4236/tel.2018.815224 6,412 Downloads 13,036 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 676 Downloads 1,514 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8，August 2, 2019

DOI: 10.4236/oalib.1105568 262 Downloads 1,041 Views Citations
Going Nuclear: Rule Manipulation and Judicial Nomination Efficacy (Articles)

Corey Bopp

Open Journal of Political Science Vol.9 No.4，October 31, 2019

DOI: 10.4236/ojps.2019.94042 768 Downloads 1,378 Views Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model (Articles)

Lingkang Zhu, Xiu Kan, Huisheng Shu, Zifeng Wang

Journal of Applied Mathematics and Physics Vol.7 No.12，December 9, 2019

DOI: 10.4236/jamp.2019.712211 895 Downloads 2,054 Views Citations
Strategies for Indexed Stock Option Hedgers with Loss-Risk-Minimizing Criterion Based on Monte-Carlo Method (Articles)

Jianhua Guo, Lijuan Deng

Journal of Financial Risk Management Vol.8 No.4，December 17, 2019

DOI: 10.4236/jfrm.2019.84019 578 Downloads 1,256 Views Citations
Differential Evolution Optimization of the Broken Wing Butterfly Option Strategy (Articles)

David Munoz Constantine, Richard Tymerski, Garrison Greenwood

Technology and Investment Vol.11 No.3，June 30, 2020

DOI: 10.4236/ti.2020.113003 888 Downloads 4,725 Views Citations
An Assessment of the Social, Cultural, and Economical Barriers to Option B+ Retention and Their Solutions in Malawi: A Review (Articles)

Jamie Yoon, David S. Chung, Michelle Kim, Kunmin Kim, Sang Heon Lee, Tae Youn Kim, Hark Joon Lee, Seog In Moon, Jooheon Park, Paul S. Chung, Thomas Nyirenda

World Journal of AIDS Vol.11 No.1，March 31, 2021

DOI: 10.4236/wja.2021.111002 478 Downloads 1,074 Views Citations
Review of Asian Options (Articles)

Jiaying Han, Yicheng Hong

Open Access Library Journal Vol.9 No.2，February 15, 2022

DOI: 10.4236/oalib.1108358 239 Downloads 2,217 Views Citations
Perpetual American Call Option under Fractional Brownian Motion Model (Articles)

Atsuo Suzuki

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

DOI: 10.4236/jmf.2023.132014 173 Downloads 638 Views Citations
This article belongs to the Special Issue on Pricing Strategy and Theory
Modeling the Spatio-Temporal Dynamics of Local Context for a Contextualized Diffusion of Agroecological Intensification Options in Niger (Articles)

Nouhou Salifou Jangorzo, Maud Loireau, Abou-Souﬁanou Sadda, Ousmane Sami Mari, Abdoul-Aziz Saïdou, Hassane Bil-Assanou Issoufou

International Journal of Geosciences Vol.15 No.3，March 28, 2024

DOI: 10.4236/ijg.2024.153016 133 Downloads 382 Views Citations
Adaptive Wave Models for Sophisticated Option Pricing (Articles)

Vladimir G. Ivancevic

Journal of Mathematical Finance Vol.1 No.3，November 25, 2011

DOI: 10.4236/jmf.2011.13006 5,298 Downloads 10,772 Views Citations
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 296 Downloads 1,206 Views Citations

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