Black-Scholes Model; Double Barrier; Parisian Options; Finite Difference Scheme - Articles

Pricing Double Barrier Parisian Option Using Finite Difference (Articles)

Xuemei Gao

Journal of Financial Risk Management Vol.2 No.4，October 31, 2013

DOI: 10.4236/jfrm.2013.24011 4,862 Downloads 9,109 Views Citations
Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow, James Sochacki

Journal of Mathematical Finance Vol.9 No.4，October 25, 2019

DOI: 10.4236/jmf.2019.94031 1,006 Downloads 2,737 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
On the Individual Expectations of Non-Average Investors (Articles)

Lucia Del Chicca, Gerhard Larcher

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13010 5,244 Downloads 8,776 Views Citations
A Comparison Study of ADI and LOD Methods on Option Pricing Models (Articles)

Neda Bagheri, Hassan Karnameh Haghighi

Journal of Mathematical Finance Vol.7 No.2，May 15, 2017

DOI: 10.4236/jmf.2017.72014 1,552 Downloads 2,507 Views Citations
This article belongs to the Special Issue on Option Pricing
Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework (Articles)

B. F. Nteumagné, E. Pindza, E. Maré

Journal of Mathematical Finance Vol.4 No.1，January 21, 2014

DOI: 10.4236/jmf.2014.41004 6,561 Downloads 9,012 Views Citations
This article belongs to the Special Issue on Option Pricing Research
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 4,580 Downloads 8,311 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 6,127 Downloads 10,424 Views Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

Journal of Mathematical Finance Vol.4 No.4，August 28, 2014

DOI: 10.4236/jmf.2014.44027 4,891 Downloads 5,826 Views Citations
Pricing American Options Using Transition Probabilities: A Dynamical Systems Approach (Articles)

Rocio Elizondo, Pablo Padilla, Mogens Bladt

Open Journal of Statistics Vol.5 No.6，October 20, 2015

DOI: 10.4236/ojs.2015.56056 3,605 Downloads 4,770 Views Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility (Articles)

Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas

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

DOI: 10.4236/jmf.2017.72019 2,918 Downloads 5,875 Views Citations
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 2,046 Downloads 10,078 Views Citations
Square-Root Dynamics of a SIR-Model in Fractional Order (Articles)

Young Il Seo, Anwar Zeb, Gul Zaman, Il Hyo Jung

Applied Mathematics Vol.3 No.12，December 14, 2012

DOI: 10.4236/am.2012.312257 6,495 Downloads 9,589 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 3,948 Downloads 5,145 Views Citations
Recent Developments in Fuzzy Sets Approach in Option Pricing (Articles)

Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.3 No.2，May 24, 2013

DOI: 10.4236/jmf.2013.32031 4,614 Downloads 8,278 Views Citations
A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method (Articles)

Chi-Fai Lo

Journal of Mathematical Finance Vol.4 No.3，May 6, 2014

DOI: 10.4236/jmf.2014.43016 6,863 Downloads 9,061 Views Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market (Articles)

Shivam Singh, Alok Dixit

Theoretical Economics Letters Vol.6 No.2，April 6, 2016

DOI: 10.4236/tel.2016.62018 2,460 Downloads 4,577 Views Citations
The Black-Scholes Merton Model
—Implications for the Option Delta and the Probability of Exercise (Articles)

Sunil K. Parameswaran, Sankarshan Basu

Theoretical Economics Letters Vol.10 No.6，December 25, 2020

DOI: 10.4236/tel.2020.106080 743 Downloads 3,782 Views Citations
A Numerical Simulation of Air Flow in the Human Respiratory System Based on Lung Model (Articles)

Md. Kamrul Hasan, Mahtab U. Ahmmed, Md. Samsul Arefin

Journal of Applied Mathematics and Physics Vol.11 No.8，August 14, 2023

DOI: 10.4236/jamp.2023.118142 178 Downloads 957 Views Citations
Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Applied Mathematics Vol.6 No.5，May 12, 2015

DOI: 10.4236/am.2015.65074 3,996 Downloads 4,933 Views Citations
Modeling the Dynamics of Malaria Transmission with Bed Net Protection Perspective (Articles)

Jean Claude Kamgang, Vivient Corneille Kamla, Stéphane Yanick Tchoumi

Applied Mathematics Vol.5 No.19，November 12, 2014

DOI: 10.4236/am.2014.519298 4,323 Downloads 6,167 Views Citations

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