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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
4,538
Downloads
8,090
Views
Citations
Recent Developments in Option Pricing
(Articles)
Hui Gong
,
You Liang
,
Aerambamoorthy Thavaneswaran
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13009
6,673
Downloads
13,487
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
936
Downloads
2,499
Views
Citations
This article belongs to the Special Issue on
Actuarial Science and Finance
A Simple Method to Price Window Reset Options
(Articles)
Yi-Long Hsiao
Journal of Mathematical Finance
Vol.3 No.1
,February 28, 2013
DOI:
10.4236/jmf.2013.31008
5,766
Downloads
8,787
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
3,942
Downloads
4,754
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
3,314
Downloads
5,169
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
2,958
Downloads
4,164
Views
Citations
An Accurate Numerical Integrator for the Solution of Black Scholes Financial Model Equation
(Articles)
Iyakino P. Akpan
,
Johnson O. Fatokun
American Journal of Computational Mathematics
Vol.5 No.3
,September 2, 2015
DOI:
10.4236/ajcm.2015.53026
5,150
Downloads
6,255
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
3,566
Downloads
4,621
Views
Citations
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion
(Articles)
Kebareng I. Moalosi-Court
Open Access Library Journal
Vol.6 No.8
,August 2, 2019
DOI:
10.4236/oalib.1105568
222
Downloads
794
Views
Citations
There Also Can Be Fuzziness in Quantum States Itself—Breaking through the Framework and the Principle of Quantum Mechanics
(Articles)
Wenbing Qiu
Journal of Modern Physics
Vol.11 No.6
,June 30, 2020
DOI:
10.4236/jmp.2020.116059
509
Downloads
1,453
Views
Citations
A Quadratic Programming with Triangular Fuzzy Numbers
(Articles)
Seyedeh Maedeh Mirmohseni
,
Seyed Hadi Nasseri
Journal of Applied Mathematics and Physics
Vol.5 No.11
,November 23, 2017
DOI:
10.4236/jamp.2017.511181
1,343
Downloads
2,602
Views
Citations
RETRACTED: Elementary Operations on L-R Fuzzy Number
(Articles)
Abdul Alim
,
Fatema Tuj Johora
,
Shohel Babu
,
Abeda Sultana
Advances in Pure Mathematics
Vol.5 No.3
,March 19, 2015
DOI:
10.4236/apm.2015.53016
10,540
Downloads
11,993
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
4,825
Downloads
5,650
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
615
Downloads
3,285
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
4,519
Downloads
8,142
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
6,078
Downloads
10,265
Views
Citations
The Expected Value of a Fuzzy Number
(Articles)
Mohamed Shenify
,
Fokrul Alom Mazarbhuiya
International Journal of Intelligence Science
Vol.5 No.1
,December 22, 2014
DOI:
10.4236/ijis.2015.51001
4,257
Downloads
5,163
Views
Citations
Describing Fuzzy Membership Function and Detecting the Outlier by Using Five Number Summary of Data
(Articles)
Md. Farooq Hasan
,
Md. Abdus Sobhan
American Journal of Computational Mathematics
Vol.10 No.3
,August 11, 2020
DOI:
10.4236/ajcm.2020.103022
3,793
Downloads
9,814
Views
Citations
Improvement of Rainfall Prediction Model by Using Fuzzy Logic
(Articles)
Md. Anisur Rahman
American Journal of Climate Change
Vol.9 No.4
,December 7, 2020
DOI:
10.4236/ajcc.2020.94024
1,054
Downloads
4,929
Views
Citations
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