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Parallel Binomial American Option Pricing under Proportional Transaction Costs
(Articles)
Nan Zhang
,
Alet Roux
,
Tomasz Zastawniak
Applied Mathematics
Vol.3 No.11A
,November 27, 2012
DOI:
10.4236/am.2012.331245
4,641
Downloads
7,818
Views
Citations
This article belongs to the Special Issue on
Computing
Some Exact Results for an Asset Pricing Test Based on the Average
F
Distribution
(Articles)
Soosung Hwang
,
Stephen E. Satchell
Theoretical Economics Letters
Vol.2 No.5
,December 21, 2012
DOI:
10.4236/tel.2012.25080
4,283
Downloads
6,575
Views
Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31002
6,574
Downloads
12,341
Views
Citations
Altruism and Pricing Strategy in Dual-Channel Supply Chains
(Articles)
Kuiran Shi
,
Feng Jiang
,
Qi Ouyang
American Journal of Operations Research
Vol.3 No.4
,July 16, 2013
DOI:
10.4236/ajor.2013.34038
5,003
Downloads
9,109
Views
Citations
Contingent Claims in Incomplete Markets: A Case Study
(Articles)
Sure Mataramvura
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34044
3,845
Downloads
6,654
Views
Citations
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options
(Articles)
Qiang Zhao
,
Guo Liu
,
Guiding Gu
Journal of Mathematical Finance
Vol.3 No.4
,October 17, 2013
DOI:
10.4236/jmf.2013.34045
7,427
Downloads
13,763
Views
Citations
Cross-Market Valuation with Full Information on the Company’s Capital Structure
(Articles)
Pascal Heider
,
Peter N. Posch
Journal of Mathematical Finance
Vol.3 No.3A
,October 30, 2013
DOI:
10.4236/jmf.2013.33A007
4,562
Downloads
6,751
Views
Citations
This article belongs to the Special Issue on
Corporate Finance
Pricing Mechanism of China’s Trans-regional and Trans-provincial Electricity Trading
(Articles)
Tian Xia
,
ZhiYan Liu
,
Wei Xiong
,
YongXiu He
Energy and Power Engineering
Vol.5 No.4B
,November 11, 2013
DOI:
10.4236/epe.2013.54B156
4,634
Downloads
5,758
Views
Citations
The Differentiated Pricing Strategy or Hotel under Dual-Channel Reservation Forms
(Articles)
Xiaoyan Xu
,
Rui Zhao
,
Liang Xu
Open Journal of Social Sciences
Vol.2 No.4
,April 18, 2014
DOI:
10.4236/jss.2014.24039
5,293
Downloads
7,566
Views
Citations
Modeling and Design of Real-Time Pricing Systems Based on Markov Decision Processes
(Articles)
Koichi Kobayashi
,
Ichiro Maruta
,
Kazunori Sakurama
,
Shun-ichi Azuma
Applied Mathematics
Vol.5 No.10
,June 3, 2014
DOI:
10.4236/am.2014.510141
3,921
Downloads
5,454
Views
Citations
An Option Pricing Analysis of Exotic Bonus Certificates—The Case of Bonus Certificates PLUS
(Articles)
Rodrigo Hernandez
,
Pu Liu
Theoretical Economics Letters
Vol.4 No.5
,June 9, 2014
DOI:
10.4236/tel.2014.45044
7,135
Downloads
9,414
Views
Citations
This article belongs to the Special Issue on
The Bond and Money Markets
Valuation of Certificates on a Straddle with Forward Start—Theory and Evidence
(Articles)
Rodrigo Hernandez
,
Yinying Shao
Theoretical Economics Letters
Vol.4 No.5
,June 9, 2014
DOI:
10.4236/tel.2014.45045
5,067
Downloads
6,451
Views
Citations
This article belongs to the Special Issue on
The Bond and Money Markets
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Applied Mathematics and Physics
Vol.2 No.7
,June 13, 2014
DOI:
10.4236/jamp.2014.27062
5,086
Downloads
7,442
Views
Citations
A Model of Manufacturers and Buyers of Cars over the Business Cycle Illustrating Competitive Manufacturing
(Articles)
Gerald Aranoff
Theoretical Economics Letters
Vol.4 No.7
,August 5, 2014
DOI:
10.4236/tel.2014.47070
2,688
Downloads
3,422
Views
Citations
Equity Pricing and Risk Premium under Long-Run Risks and Incomplete Information
(Articles)
Ji Zhou
,
Alex Paseka
Journal of Mathematical Finance
Vol.4 No.4
,August 28, 2014
DOI:
10.4236/jmf.2014.44025
3,228
Downloads
4,222
Views
Citations
Bayesian Conjoint Analysis in Water Park Pricing: A New Approach Taking Varying Part Worths for Attribute Levels into Account
(Articles)
Stephanie Löffler
,
Daniel Baier
Journal of Service Science and Management
Vol.8 No.1
,February 3, 2015
DOI:
10.4236/jssm.2015.81006
4,834
Downloads
6,061
Views
Citations
A Research of Real-Time Pricing Mechanism and Its Characteristics
(Articles)
Yichao Dong
,
Bin Zou
Journal of Power and Energy Engineering
Vol.3 No.4
,April 14, 2015
DOI:
10.4236/jpee.2015.34033
5,978
Downloads
7,472
Views
Citations
Ordering and Pricing Strategies for Fresh Products with Multiple Quality Levels Considering Consumer Utility
(Articles)
Peiqi Ma
American Journal of Operations Research
Vol.5 No.3
,May 20, 2015
DOI:
10.4236/ajor.2015.53015
5,047
Downloads
5,947
Views
Citations
Effect of Spices on Consumer Acceptability of Purple Tea (
Camellia sinensis
)
(Articles)
Simon O. Ochanda
,
John K. Wanyoko
,
Henrik K. Ruto
Food and Nutrition Sciences
Vol.6 No.8
,May 26, 2015
DOI:
10.4236/fns.2015.68073
4,168
Downloads
5,959
Views
Citations
This article belongs to the Special Issue on
Food Science and Technology
On Asymptotic Behaviors of Exponential Hedging in the Basis-Risk Model
(Articles)
Kazuhiro Takino
Journal of Mathematical Finance
Vol.5 No.2
,May 27, 2015
DOI:
10.4236/jmf.2015.52020
3,429
Downloads
4,367
Views
Citations
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