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ISSN
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Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods
(Articles)
Mauricio Contreras
,
Rely Pellicer
,
Daniel Santiagos
,
Marcelo Villena
Journal of Mathematical Finance
Vol.6 No.4
,October 12, 2016
DOI:
10.4236/jmf.2016.64042
1,418
Downloads
2,476
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets
(Articles)
João Amaro de Matos
,
Ana Lacerda
Journal of Mathematical Finance
Vol.6 No.5
,November 18, 2016
DOI:
10.4236/jmf.2016.65057
1,337
Downloads
2,226
Views
Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory
(Articles)
Thomas Chinwe Urama
,
Patrick Oseloka Ezepue
,
Chimezie Peters Nnanwa
Journal of Mathematical Finance
Vol.7 No.2
,May 16, 2017
DOI:
10.4236/jmf.2017.72015
1,680
Downloads
2,969
Views
Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models
(Articles)
Bruno Rémillard
,
Alexandre Hocquard
,
Hugo Lamarre
,
Nicolas Papageorgiou
Modern Economy
Vol.8 No.8
,August 4, 2017
DOI:
10.4236/me.2017.88070
1,363
Downloads
2,619
Views
Citations
This article belongs to the Special Issue on
Econometrics
Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics
(Articles)
Patrick Oseloka Ezepue
,
Thomas Chinwe Urama
,
Mahmoud A. Taib Omar
Journal of Mathematical Finance
Vol.9 No.2
,April 8, 2019
DOI:
10.4236/jmf.2019.92007
786
Downloads
1,928
Views
Citations
An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating
(Articles)
Calvin Tadmon
,
Eric Rostand Njike-Tchaptchet
Journal of Mathematical Finance
Vol.10 No.2
,May 21, 2020
DOI:
10.4236/jmf.2020.102019
569
Downloads
1,483
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
370
Downloads
1,711
Views
Citations
This article belongs to the Special Issue on
Stochastic and Financial Mathematics
Pricing and Hedging Options Conditional on Market Activity
(Articles)
Alec Kercheval
,
Navid Salehy
,
Nima Salehy
Journal of Mathematical Finance
Vol.12 No.1
,December 29, 2021
DOI:
10.4236/jmf.2022.121001
211
Downloads
790
Views
Citations
Pricing European Options Based on a Logarithmic Truncated
t
-Distribution
(Articles)
Yingying Cao
,
Xueping Liu
,
Yiqian Zhao
,
Xuege Han
Journal of Applied Mathematics and Physics
Vol.11 No.5
,May 25, 2023
DOI:
10.4236/jamp.2023.115087
73
Downloads
318
Views
Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates
(Articles)
Niloofar Ghorbani
,
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.10 No.4
,November 25, 2020
DOI:
10.4236/jmf.2020.104040
789
Downloads
1,926
Views
Citations
Put Options with Linear Investment for Hull-White Interest Rates
(Articles)
Andrzej Korzeniowski
,
Niloofar Ghorbani
Journal of Mathematical Finance
Vol.11 No.1
,February 26, 2021
DOI:
10.4236/jmf.2021.111007
666
Downloads
1,979
Views
Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.6 No.2
,May 19, 2016
DOI:
10.4236/jmf.2016.62026
2,966
Downloads
4,439
Views
Citations
On Two Transform Methods for the Valuation of Contingent Claims
(Articles)
Chuma Raphael Nwozo
,
Sunday Emmanuel Fadugba
Journal of Mathematical Finance
Vol.5 No.2
,March 30, 2015
DOI:
10.4236/jmf.2015.52009
3,893
Downloads
5,029
Views
Citations
Likelihood and Quadratic Distance Methods for the Generalized Asymmetric Laplace Distribution for Financial Data
(Articles)
Andrew Luong
Open Journal of Statistics
Vol.7 No.2
,April 30, 2017
DOI:
10.4236/ojs.2017.72025
1,430
Downloads
2,823
Views
Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing
(Articles)
Mohammed Alhagyan
,
Masnita Misiran
,
Zurni Omar
Open Access Library Journal
Vol.3 No.8
,August 19, 2016
DOI:
10.4236/oalib.1102863
1,476
Downloads
2,707
Views
Citations
On the Economic Premium Principle
(Articles)
Kazuhiro Takino
Theoretical Economics Letters
Vol.8 No.3
,February 14, 2018
DOI:
10.4236/tel.2018.83036
685
Downloads
1,332
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
The Model-Free Equivalence Condition for American Spread Options
(Articles)
Sang Baum Kang
,
Pascal Létourneau
Theoretical Economics Letters
Vol.7 No.4
,June 13, 2017
DOI:
10.4236/tel.2017.74055
1,181
Downloads
1,921
Views
Citations
Pricing Strategies of Pharmaceutical Wholesalers in Zimbabwe and Their Impact on Service Provision
(Articles)
Pias Tomupei Musiza
Open Access Library Journal
Vol.10 No.5
,May 26, 2023
DOI:
10.4236/oalib.1110185
104
Downloads
1,010
Views
Citations
The Timeliness of Direct Democracy in the EU—The Example of Nuclear Energy in the EU and the Institutionalisation of the European Citizens’ Initiative in the Lisbon Treaty
(Articles)
Christian Joerges
Beijing Law Review
Vol.3 No.1
,March 31, 2012
DOI:
10.4236/blr.2012.31001
6,451
Downloads
11,356
Views
Citations
Landscape Profiles, Urbanization and Environmental Protection in Europe: Is Western the Future Scenario for Eastern?
(Articles)
Bernardino Romano
,
Camilla Sette
,
Francesco Zullo
,
Cristina Montaldi
Current Urban Studies
Vol.11 No.2
,June 21, 2023
DOI:
10.4236/cus.2023.112016
111
Downloads
546
Views
Citations
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