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ISSN
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The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate
(Articles)
Xin Zhang
,
Huisheng Shu
,
Xiu Kan
,
Yingyi Fang
,
Zhiwei Zheng
Journal of Mathematical Finance
Vol.8 No.1
,January 29, 2018
DOI:
10.4236/jmf.2018.81004
1,353
Downloads
3,388
Views
Citations
Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy
(Articles)
Miwaka Yamashita
Journal of Mathematical Finance
Vol.4 No.2
,February 14, 2014
DOI:
10.4236/jmf.2014.42006
4,482
Downloads
7,254
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
1,899
Downloads
8,995
Views
Citations
Option Pricing with Economic Feasibility
(Articles)
Yi-Jang Yu
Modern Economy
Vol.4 No.1
,January 31, 2013
DOI:
10.4236/me.2013.41009
4,131
Downloads
6,060
Views
Citations
A Simple Model to Explain Expensive Index Call Options
(Articles)
Sang Baum Kang
Theoretical Economics Letters
Vol.7 No.3
,March 16, 2017
DOI:
10.4236/tel.2017.73024
1,476
Downloads
2,819
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
223
Downloads
883
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
Option Pricing with Markov Switching in Uncertainty Markets
(Articles)
Guoshuai Wang
,
Dianli Zhao
Open Journal of Applied Sciences
Vol.5 No.5
,May 12, 2015
DOI:
10.4236/ojapps.2015.55019
2,689
Downloads
3,400
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
1,870
Downloads
3,253
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
5,155
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
2,951
Downloads
4,145
Views
Citations
Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options
(Articles)
Armin Müller
Journal of Mathematical Finance
Vol.6 No.3
,August 2, 2016
DOI:
10.4236/jmf.2016.63029
2,037
Downloads
3,812
Views
Citations
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model
(Articles)
Yingyi Fang
,
Huisheng Shu
,
Xiu Kan
,
Xin Zhang
,
Zhiwei Zheng
Open Journal of Statistics
Vol.7 No.6
,December 29, 2017
DOI:
10.4236/ojs.2017.76074
981
Downloads
2,518
Views
Citations
Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs
(Articles)
Matabel Odin
,
Jane Akinyi Aduda
,
Cyprian Ondieki Omari
Journal of Mathematical Finance
Vol.13 No.1
,February 21, 2023
DOI:
10.4236/jmf.2023.131006
115
Downloads
524
Views
Citations
Optimal Water Allocation Model of Inter-Basin Water Transfer Based on Option Contracts under Uncertainty
(Articles)
Zhichao Gao
,
Minghu Ha
,
Hong Zhang
,
Linqing Gao
Journal of Mathematical Finance
Vol.13 No.2
,May 30, 2023
DOI:
10.4236/jmf.2023.132013
77
Downloads
361
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
1,698
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
Economic Impact of COVID-19 on the European Tourism Sector with Special View on Croatian Tourism
(Articles)
Dragan Kovačević
Modern Economy
Vol.11 No.10
,October 30, 2020
DOI:
10.4236/me.2020.1110115
1,313
Downloads
3,933
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
117
Downloads
522
Views
Citations
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
1,182
Downloads
1,837
Views
Citations
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