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ISSN
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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
6,077
Downloads
10,262
Views
Citations
Risk-Neutral Pricing of European Call Options: A Specious Concept
(Articles)
Daniel T. Cassidy
Journal of Mathematical Finance
Vol.8 No.2
,May 9, 2018
DOI:
10.4236/jmf.2018.82022
893
Downloads
3,609
Views
Citations
European Options and Fixed Cost Spreads
(Articles)
Sunil K. Parameswaran
,
Sankarshan Basu
Theoretical Economics Letters
Vol.13 No.3
,June 21, 2023
DOI:
10.4236/tel.2023.133029
64
Downloads
281
Views
Citations
Put-Call Parity in Equity Options Markets: Recent Evidence
(Articles)
Timothy A. Krause
Theoretical Economics Letters
Vol.9 No.4
,March 26, 2019
DOI:
10.4236/tel.2019.94039
1,170
Downloads
2,902
Views
Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy
(Articles)
Niloofar Ghorbani
,
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.12 No.1
,January 29, 2022
DOI:
10.4236/jmf.2022.121005
225
Downloads
889
Views
Citations
Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing
(Articles)
Matabel Odin
,
Jane Akinyi Aduda
,
Cyprian Ondieki Omari
Journal of Mathematical Finance
Vol.13 No.4
,November 7, 2023
DOI:
10.4236/jmf.2023.134027
119
Downloads
465
Views
Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate
(Articles)
Anatoliy Swishchuk
,
Maksym Tertychnyi
,
Winsor Hoang
Journal of Mathematical Finance
Vol.4 No.4
,August 28, 2014
DOI:
10.4236/jmf.2014.44024
3,416
Downloads
4,584
Views
Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market
(Articles)
Fadugba Sunday Emmanuel
,
Emeka Helen Oluyemisi
Applied Mathematics
Vol.7 No.9
,May 26, 2016
DOI:
10.4236/am.2016.79075
1,871
Downloads
3,255
Views
Citations
Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
(Articles)
Sunday Emmanuel Fadugba
,
Chuma Raphael Nwozo
Journal of Mathematical Finance
Vol.6 No.2
,May 31, 2016
DOI:
10.4236/jmf.2016.62028
3,312
Downloads
5,157
Views
Citations
Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option
(Articles)
Sunday Emmanuel Fadugba
,
Adedoyin Olayinka Ajayi
Open Access Library Journal
Vol.2 No.4
,April 17, 2015
DOI:
10.4236/oalib.1101466
2,952
Downloads
4,147
Views
Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model
(Articles)
Henrietta Ify Ojarikre
,
Ideh Rapheal
,
Ebimene James Mamadu
Journal of Applied Mathematics and Physics
Vol.12 No.3
,March 26, 2024
DOI:
10.4236/jamp.2024.123050
49
Downloads
124
Views
Citations
Fast Fourier Transform of Multi-Assets Options under Economic Recession Induced Uncertainties
(Articles)
Philip Ajibola Bankole
,
Olabisi O. Ugbebor
American Journal of Computational Mathematics
Vol.9 No.3
,August 30, 2019
DOI:
10.4236/ajcm.2019.93011
516
Downloads
1,223
Views
Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model
(Articles)
Wanting Hu
Modern Economy
Vol.11 No.2
,February 20, 2020
DOI:
10.4236/me.2020.112031
810
Downloads
1,753
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
800
Downloads
1,700
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
1,432
Downloads
2,692
Views
Citations
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
6,512
Downloads
8,871
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
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
8,543
Downloads
13,824
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
4,797
Downloads
7,484
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
3,173
Downloads
7,871
Views
Citations
Especial nurse call system for ICU patient
—Nurse call system
(Articles)
Soheila Mojdeh
,
Mohammad Mehdi Nadi
,
Kasra Gordiz
,
Gholamreza Khalili
,
Alireza Sadri
Journal of Biomedical Science and Engineering
Vol.6 No.8
,August 9, 2013
DOI:
10.4236/jbise.2013.68102
4,418
Downloads
7,270
Views
Citations
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