Quanto Options - Articles - Scientific Research Publishing

Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3，August 22, 2019

DOI: 10.4236/jmf.2019.93025 954 Downloads 2,051 Views Citations
The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula (Articles)

Yujie Cui, Baoli Yu

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

DOI: 10.4236/jmf.2012.23029 6,242 Downloads 10,775 Views Citations
Expected Stock Returns and Option-Implied Rate of Return (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.4，November 19, 2012

DOI: 10.4236/jmf.2012.24030 8,876 Downloads 14,713 Views Citations
Prescription for Obesity: Eat Less and Move More. Is It Really That Simple? (Articles)

Karen M. Deck, Beth Haney, Camille F. Fitzpatrick, Susanne J. Phillips, Susan M. Tiso

Open Journal of Nursing Vol.4 No.9，August 14, 2014

DOI: 10.4236/ojn.2014.49069 5,116 Downloads 8,141 Views Citations
Computation of Greeks Using Binomial Tree (Articles)

Yoshifumi Muroi, Shintaro Suda

Journal of Mathematical Finance Vol.7 No.3，July 17, 2017

DOI: 10.4236/jmf.2017.73031 3,427 Downloads 9,385 Views Citations
An Analytic Hedging Model of Energy Quanto Contracts (Articles)

Sang Baum Kang, Jialin Zhao

Theoretical Economics Letters Vol.7 No.4，June 7, 2017

DOI: 10.4236/tel.2017.74053 1,463 Downloads 3,022 Views Citations
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model (Articles)

Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu

Journal of Mathematical Finance Vol.9 No.4，October 30, 2019

DOI: 10.4236/jmf.2019.94036 1,035 Downloads 2,356 Views Citations
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.6 No.5，November 30, 2016

DOI: 10.4236/jmf.2016.65063 3,059 Downloads 6,829 Views Citations
Alternative Financing Instruments for African Economies (Articles)

Jane Mpapalika

Journal of Mathematical Finance Vol.10 No.1，January 16, 2020

DOI: 10.4236/jmf.2020.101005 698 Downloads 1,824 Views Citations
Real Options Literature Review (Articles)

Shihong Zeng, Shuai Zhang

iBusiness Vol.3 No.1，March 10, 2011

DOI: 10.4236/ib.2011.31007 13,590 Downloads 26,099 Views Citations
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters (Articles)

Stafford Johnson, Amit Sen, Brian Balyeat

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21013 4,712 Downloads 8,673 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45032 4,985 Downloads 7,242 Views Citations
The Impact of Maturity on Futures and Options with Reference to National Stock Exchange: An Exploratory Study (Articles)

B. Radhakrishna, S. Ravikumar, B. D. Hansraj

Theoretical Economics Letters Vol.9 No.6，August 5, 2019

DOI: 10.4236/tel.2019.96110 974 Downloads 3,264 Views Citations
A Mathematical Formulation of the Valuation of Short Sales and Put Options on Real Estate (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.15 No.2，April 25, 2025

DOI: 10.4236/tel.2025.152027 48 Downloads 273 Views Citations
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 66 Downloads 525 Views Citations
Trading Responses to Negative Signals (Articles)

Mark W. Zikiye, Rebecca Abraham, Charles Harrington

Theoretical Economics Letters Vol.4 No.6，June 13, 2014

DOI: 10.4236/tel.2014.46049 4,023 Downloads 5,205 Views Citations
In-Arrears Interest Rate Derivatives under the 3/2 Model (Articles)

Joanna Goard

Modern Economy Vol.6 No.6，June 18, 2015

DOI: 10.4236/me.2015.66067 3,788 Downloads 4,978 Views Citations
Approximation for Convenience Yield with Mean-Reverting Commodity Price (Articles)

Qiang Zhao, Guiding Gu

Journal of Mathematical Finance Vol.5 No.3，June 27, 2015

DOI: 10.4236/jmf.2015.53021 4,233 Downloads 5,633 Views Citations
Determinants of Oil Futures Prices (Articles)

Rebecca Abraham, Charles Harrington

Theoretical Economics Letters Vol.6 No.4，August 10, 2016

DOI: 10.4236/tel.2016.64078 2,307 Downloads 3,499 Views Citations
Adaptation to Climate Change in the Pastoral and Agropastoral Systems of Borana, South Ethiopia: Options and Barriers (Articles)

Nega Debela, David McNeil, Kerry Bridle, Caroline Mohammed

American Journal of Climate Change Vol.8 No.1，February 2, 2019

DOI: 10.4236/ajcc.2019.81003 2,080 Downloads 6,500 Views Citations

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