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The Barone-Adesi Whaley Formula to Price American Options Revisited
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Applied Mathematics
Vol.6 No.2
,February 13, 2015
DOI:
10.4236/am.2015.62036
7,935
Downloads
13,890
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
1,169
Downloads
1,893
Views
Citations
Valuation of European and American Options under Variance Gamma Process
(Articles)
Ferry Jaya Permana
,
Dharma Lesmono
,
Erwinna Chendra
Journal of Applied Mathematics and Physics
Vol.2 No.11
,October 28, 2014
DOI:
10.4236/jamp.2014.211114
3,656
Downloads
4,973
Views
Citations
On the Location of a Free Boundary for American Options
(Articles)
Ronald Katende
,
Diaraf Seck
,
Philip Ngare
Journal of Mathematical Finance
Vol.6 No.5
,November 24, 2016
DOI:
10.4236/jmf.2016.65062
1,879
Downloads
4,106
Views
Citations
Valuation of Asian American Option Using a Modified Path Simulation Method
(Articles)
Ferry Jaya Permana
,
Dharma Lesmono
,
Erwinna Chendra
World Journal of Engineering and Technology
Vol.3 No.3C
,October 23, 2015
DOI:
10.4236/wjet.2015.33C044
3,497
Downloads
4,424
Views
Citations
Some Properties for the American Option-Pricing Model
(Articles)
Hong-Ming Yin
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23027
4,797
Downloads
8,825
Views
Citations
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
4,617
Downloads
7,768
Views
Citations
This article belongs to the Special Issue on
Computing
Research on the Protection of Vulnerable Groups in Water Pollution Conflicts Based on Binomial Tree Pricing Model
(Articles)
Yanping Chen
,
Tiejun Cheng
,
Fengping Wu
Journal of Water Resource and Protection
Vol.7 No.8
,June 30, 2015
DOI:
10.4236/jwarp.2015.78054
2,795
Downloads
3,666
Views
Citations
This article belongs to the Special Issue on
Water Pollution and Control
Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields
(Articles)
Sunday Emmanuel Fadugba
,
Chuma Raphael Nwozo
Journal of Mathematical Finance
Vol.5 No.3
,July 10, 2015
DOI:
10.4236/jmf.2015.53023
3,473
Downloads
4,555
Views
Citations
The British Binary Option
(Articles)
Min Gao
Journal of Mathematical Finance
Vol.9 No.4
,November 14, 2019
DOI:
10.4236/jmf.2019.94038
703
Downloads
1,704
Views
Citations
Gender in the American Anthology Apparatus: A Linguistic Analysis
(Articles)
Laura Aull
Advances in Literary Study
Vol.2 No.1
,January 17, 2014
DOI:
10.4236/als.2014.21008
6,265
Downloads
10,042
Views
Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes
(Articles)
Bo Peng
Journal of Applied Mathematics and Physics
Vol.11 No.8
,August 24, 2023
DOI:
10.4236/jamp.2023.118153
50
Downloads
191
Views
Citations
Book Review— Looking Like the Enemy: My Story of Imprisonment in Japanese American Internment Camps. By Mary Matsuda Gruenewald. NewSage Press, 2005. xi-227 pp.
(Articles)
Floyd Cheung
Advances in Literary Study
Vol.2 No.3
,July 31, 2014
DOI:
10.4236/als.2014.23015
3,986
Downloads
7,215
Views
Citations
The Valuation of Corruption
(Articles)
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.6 No.5
,November 17, 2016
DOI:
10.4236/jmf.2016.65051
1,725
Downloads
4,286
Views
Citations
Research on American English Translation of Chinese Signs in Baoding from the Perspective of Cultural Differences
(Articles)
Nan Zhao
,
Ruixian Ma
,
Xiaomei Du
Open Journal of Modern Linguistics
Vol.5 No.1
,January 27, 2015
DOI:
10.4236/ojml.2015.51001
4,956
Downloads
6,654
Views
Citations
The Motif of Betrayal in Philip Roth’s “American Trilogy”
(Articles)
Mingai Zhang
Advances in Literary Study
Vol.4 No.3
,July 25, 2016
DOI:
10.4236/als.2016.43008
2,007
Downloads
3,284
Views
Citations
The Influence of American TV Series on Spoken English from the Perspective of Constructivism
(Articles)
Huiping Ye
,
Jiahui Liu
Open Access Library Journal
Vol.8 No.11
,November 25, 2021
DOI:
10.4236/oalib.1108158
225
Downloads
2,557
Views
Citations
Recruitment of Minorities into Nursing, Best Practices: A Scoping Review
(Articles)
Paula R. Klemm
,
Hason Jafrey
Open Journal of Nursing
Vol.12 No.10
,October 25, 2022
DOI:
10.4236/ojn.2022.1210047
165
Downloads
919
Views
Citations
Correlates and Covariates of Type 2 Diabetes in an African American Population in the Washington DC Area
(Articles)
Jyothirmai J. Simhadri
,
Christopher A. Loffredo
,
Tanmoy Mondal
,
Zarish Noreen
,
Thomas Nnanabu
,
Ruth Quartey
,
Charles Howell
,
Brent Korba
,
Gail Nunlee-Bland
,
Somiranjan Ghosh
Open Journal of Epidemiology
Vol.12 No.4
,November 10, 2022
DOI:
10.4236/ojepi.2022.124035
287
Downloads
1,123
Views
Citations
Foreign Exchange Derivative Pricing with Stochastic Correlation
(Articles)
Topilista Nabirye
,
Philip Ngare
,
Joseph Mungatu
Journal of Mathematical Finance
Vol.6 No.5
,November 23, 2016
DOI:
10.4236/jmf.2016.65059
1,665
Downloads
3,078
Views
Citations
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