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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
Pricing Credit Default Swap under Fractional Vasicek Interest Rate Model
(Articles)
Ruili Hao
,
Yonghui Liu
,
Shoubai Wang
Journal of Mathematical Finance
Vol.4 No.1
,January 10, 2014
DOI:
10.4236/jmf.2014.41002
4,780
Downloads
7,545
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
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
Effect of Extra Contribution on Stochastic Optimal Investment Strategies for DC Pension with Stochastic Salary under the Affine Interest Rate Model
(Articles)
K. N. C. Njoku
,
Bright O. Osu
,
Edikan E. Akpanibah
,
Rosemary N. Ujumadu
Journal of Mathematical Finance
Vol.7 No.4
,October 25, 2017
DOI:
10.4236/jmf.2017.74043
912
Downloads
1,844
Views
Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates
(Articles)
Sarisa Pinkham
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13013
4,858
Downloads
10,993
Views
Citations
A Research on Interbank Loan Interest Rate Fluctuation Characteristics and the VaR Risk of China’s Commercial Banks
(Articles)
Baoqian Wang
,
Cheng Wang
,
Xikun Zhang
Modern Economy
Vol.3 No.6
,October 31, 2012
DOI:
10.4236/me.2012.36097
5,633
Downloads
8,552
Views
Citations
Relationship between Maximum Principle and Dynamic Programming in Stochastic Differential Games and Applications
(Articles)
Jingtao Shi
American Journal of Operations Research
Vol.3 No.6
,October 24, 2013
DOI:
10.4236/ajor.2013.36043
6,037
Downloads
9,722
Views
Citations
Research on Credit Risk Measurement Based on Uncertain KMV Model
(Articles)
Ni Zhan
,
Liang Lin
,
Ting Lou
Journal of Applied Mathematics and Physics
Vol.1 No.5
,September 27, 2013
DOI:
10.4236/jamp.2013.15003
5,028
Downloads
8,478
Views
Citations
In-Arrears Interest Rate Derivatives under the 3/2 Model
(Articles)
Joanna Goard
Modern Economy
Vol.6 No.6
,June 18, 2015
DOI:
10.4236/me.2015.66067
3,661
Downloads
4,474
Views
Citations
Pricing Loan CDS with Vasicek Interest Rate under the Contagious Model
(Articles)
Yinglin Liu
,
Ruili Hao
,
Zuhua Wang
Journal of Mathematical Finance
Vol.6 No.3
,August 26, 2016
DOI:
10.4236/jmf.2016.63033
1,712
Downloads
2,510
Views
Citations
Optimal Dividend Problem for a Compound Poisson Risk Model
(Articles)
Ying Shen
,
Chuancun Yin
Applied Mathematics
Vol.5 No.10
,June 3, 2014
DOI:
10.4236/am.2014.510142
3,116
Downloads
4,339
Views
Citations
Discrete-Time Nonlinear Stochastic Optimal Control Problem Based on Stochastic Approximation Approach
(Articles)
Sie Long Kek
,
Sy Yi Sim
,
Wah June Leong
,
Kok Lay Teo
Advances in Pure Mathematics
Vol.8 No.3
,March 14, 2018
DOI:
10.4236/apm.2018.83012
767
Downloads
1,822
Views
Citations
Optimal Investment and Risk Control Strategies for an Insurance Fund in Stochastic Framework
(Articles)
Patrick Kandege Mwanakatwe
,
Xiaoguang Wang
,
Yue Su
Journal of Mathematical Finance
Vol.9 No.3
,July 8, 2019
DOI:
10.4236/jmf.2019.93014
785
Downloads
1,900
Views
Citations
Optimal Investment Problem with Multiple Risky Assets under the Constant Elasticity of Variance (CEV) Model
(Articles)
Hui Zhao
,
Ximin Rong
,
Weiqin Ma
,
Bo Gao
Modern Economy
Vol.3 No.6
,October 31, 2012
DOI:
10.4236/me.2012.36092
4,321
Downloads
7,308
Views
Citations
The Impulse Response of Domestic and Foreign Interest Rate in Output, Price, Exchange Rate Model, a Deconstructed Derivation and Economic Calibration of Vector Error Correction Model
(Articles)
Lingkai Kong
,
Yunxin Chang
Journal of Mathematical Finance
Vol.12 No.4
,November 2, 2022
DOI:
10.4236/jmf.2022.124034
95
Downloads
539
Views
Citations
Optimal Investment Strategy under Stochastic Interest Rates
(Articles)
Adeline Peter Mtunya
,
Philip Ngare
,
Yaw Nkansah-Gyekye
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72017
1,672
Downloads
2,735
Views
Citations
Stochastic Modeling and Power Control of Time-Varying Wireless Communication Networks
(Articles)
Mohammed M. Olama
,
Seddik M. Djouadi
,
Charalambos D. Charalambous
Communications and Network
Vol.6 No.3
,August 7, 2014
DOI:
10.4236/cn.2014.63017
2,831
Downloads
3,621
Views
Citations
Deterministic and Stochastic Analysis of a New Rumor Propagation Model with Nonlinear Propagation Rate in Social Network
(Articles)
Chunxin Liu
Journal of Applied Mathematics and Physics
Vol.11 No.11
,November 16, 2023
DOI:
10.4236/jamp.2023.1111219
57
Downloads
239
Views
Citations
Determinants of Exchange Rate: Vector Error Correction Method (VECM). Case of Yemen
(Articles)
Ghassan Al-Masbhi
,
Yulan Du
Open Journal of Social Sciences
Vol.9 No.8
,August 4, 2021
DOI:
10.4236/jss.2021.98005
486
Downloads
3,143
Views
Citations
Novel Rate-Control Algorithm Based on TM5 Framework
(Articles)
Zhongjie ZHU
,
Yongqiang BAI
,
Zhiyong DUAN
,
Feng LIANG
Wireless Sensor Network
Vol.1 No.3
,October 16, 2009
DOI:
10.4236/wsn.2009.13024
5,566
Downloads
9,338
Views
Citations
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