Option Theory - Articles - Scientific Research Publishing

Pricing Multi-Strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates (Articles)

Boris Ter-Avanesov, Gunter Meissner

Applied Mathematics Vol.16 No.1，January 27, 2025

DOI: 10.4236/am.2025.161005 42 Downloads 281 Views Citations
On the Usefulness of Search and Matching Models in Economics (Articles)

Gaetano Lisi

Theoretical Economics Letters Vol.11 No.3，June 15, 2021

DOI: 10.4236/tel.2021.113032 340 Downloads 1,552 Views Citations
The British Binary Option (Articles)

Min Gao

Journal of Mathematical Finance Vol.9 No.4，November 14, 2019

DOI: 10.4236/jmf.2019.94038 796 Downloads 1,937 Views Citations
Predicting Framed Decisions: Simulation or Theory? (Articles)

Anton Kühberger, Claudia Luger-Bazinger

Psychology Vol.7 No.6，June 27, 2016

DOI: 10.4236/psych.2016.76095 3,943 Downloads 4,923 Views Citations
This article belongs to the Special Issue on Cognitive Psychology
A Discussion of the Suitability of Only One vs More than One Theory for Depicting Corporate Governance (Articles)

Abdullah Al Mamun, Qaiser Rafique Yasser, Md. Ashikur Rahman

Modern Economy Vol.4 No.1，January 30, 2013

DOI: 10.4236/me.2013.41005 10,878 Downloads 15,617 Views Citations
Financial Intermediaries in a Search Theoretic Model of Bilateral Exchange (Articles)

Andrew C. Chang

Theoretical Economics Letters Vol.5 No.1，January 30, 2015

DOI: 10.4236/tel.2015.51005 3,021 Downloads 3,925 Views Citations
Anti Aristotle—The Division of Zero by Zero (Articles)

Jan Pavo Barukčić, Ilija Barukčić

Journal of Applied Mathematics and Physics Vol.4 No.4，April 27, 2016

DOI: 10.4236/jamp.2016.44085 2,250 Downloads 7,764 Views Citations
A Theoretical Solution for the Reynolds Stress: Validations in Canonical Flow Geometries (Articles)

Taewoo Lee

Open Journal of Fluid Dynamics Vol.6 No.4，October 21, 2016

DOI: 10.4236/ojfd.2016.64021 2,173 Downloads 3,528 Views Citations
Soldner Had Found in 1802 the Deflection of the Light by the Sun as the General Relativity Shows (Articles)

Marc Mignonat

Journal of Modern Physics Vol.9 No.8，July 18, 2018

DOI: 10.4236/jmp.2018.98095 1,143 Downloads 3,879 Views Citations
Representable Model of a Finished and Unlimited 3D Cosmos (Articles)

Marc Mignonat

Journal of Modern Physics Vol.11 No.7，July 8, 2020

DOI: 10.4236/jmp.2020.117061 316 Downloads 1,067 Views Citations
This article belongs to the Special Issue on Astrophysics, Cosmology and Gravitation
Impacts of Chromium from Tannery Effluent and Evaluation of Alternative Treatment Options (Articles)

Alebel Abebe Belay

Journal of Environmental Protection Vol.1 No.1，April 8, 2010

DOI: 10.4236/jep.2010.11007 22,221 Downloads 48,584 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 6,502 Downloads 12,369 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, You Liang, Aerambamoorthy Thavaneswaran

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

DOI: 10.4236/jmf.2011.13009 6,765 Downloads 13,818 Views Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates (Articles)

Sarisa Pinkham, Pairote Sattayatham

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

DOI: 10.4236/jmf.2011.13013 4,956 Downloads 11,214 Views Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques (Articles)

Farshid Mehrdoust, Kianoush Fathi Vajargah

Journal of Mathematical Finance Vol.2 No.2，May 23, 2012

DOI: 10.4236/jmf.2012.22021 4,967 Downloads 10,083 Views Citations
On the Consistency of the First-Order-Approach to Principal-Agent Problems (Articles)

Óscar Gutiérrez

Theoretical Economics Letters Vol.2 No.2，May 23, 2012

DOI: 10.4236/tel.2012.22028 5,049 Downloads 8,952 Views Citations
Pricing Options on Foreign Currency with a Preset Exchange Rate (Articles)

Avner Wolf, Christopher Hessel

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

DOI: 10.4236/jmf.2012.23024 6,107 Downloads 10,863 Views Citations
CreditGrades Framework within Stochastic Covariance Models (Articles)

Marcos Escobar, Hamidreza Arian, Luis Seco

Journal of Mathematical Finance Vol.2 No.4，November 21, 2012

DOI: 10.4236/jmf.2012.24033 5,569 Downloads 9,367 Views Citations
A Simple Method to Price Window Reset Options (Articles)

Yi-Long Hsiao

Journal of Mathematical Finance Vol.3 No.1，February 28, 2013

DOI: 10.4236/jmf.2013.31008 5,920 Downloads 9,085 Views Citations
Can Bailout Improve the Economic Welfare? A Structural Derivation of the Option Price (Articles)

Masayuki Otaki

Theoretical Economics Letters Vol.3 No.2，April 30, 2013

DOI: 10.4236/tel.2013.32017 3,601 Downloads 5,569 Views Citations

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