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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
4,619
Downloads
7,770
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
3,667
Views
Citations
This article belongs to the Special Issue on
Water Pollution and Control
A New Binomial Tree Method for European Options under the Jump Diffusion Model
(Articles)
Lingkang Zhu
,
Xiu Kan
,
Huisheng Shu
,
Zifeng Wang
Journal of Applied Mathematics and Physics
Vol.7 No.12
,December 9, 2019
DOI:
10.4236/jamp.2019.712211
796
Downloads
1,852
Views
Citations
The Equation of Real Option Value under Trinomial Tree Model
(Articles)
Changsheng Dou
,
Li Wang
,
Chenxi Zhu
Open Journal of Social Sciences
Vol.5 No.3
,March 13, 2017
DOI:
10.4236/jss.2017.53001
2,358
Downloads
4,390
Views
Citations
Generalized Option Betas
(Articles)
Sven Husmann
,
Neda Todorova
Journal of Mathematical Finance
Vol.3 No.3
,August 8, 2013
DOI:
10.4236/jmf.2013.33035
5,517
Downloads
8,675
Views
Citations
Study on Chinese Rural Drinking Water Option and Its Pricing
(Articles)
Jian-Fei Leng
,
Lu Li
Journal of Financial Risk Management
Vol.1 No.4
,December 18, 2012
DOI:
10.4236/jfrm.2012.14010
4,189
Downloads
8,349
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
4,117
Downloads
6,135
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
971
Downloads
2,575
Views
Citations
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model
(Articles)
Takayuki Sakuma
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72016
1,439
Downloads
2,561
Views
Citations
This article belongs to the Special Issue on
Option Pricing
Study on Option Price Model of the Transaction of Information Commodities
(Articles)
Changping HU
,
Xianjun QI
Journal of Service Science and Management
Vol.2 No.4
,December 15, 2009
DOI:
10.4236/jssm.2009.24047
4,984
Downloads
8,289
Views
Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing
(Articles)
Nonthiya Makate
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 8, 2011
DOI:
10.4236/jmf.2011.13012
5,306
Downloads
12,107
Views
Citations
Pricing Callable Bonds Based on Monte Carlo Simulation Techniques
(Articles)
Deng Ding
,
Qi Fu
,
Jacky So
Technology and Investment
Vol.3 No.2
,May 29, 2012
DOI:
10.4236/ti.2012.32015
9,765
Downloads
17,632
Views
Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.4
,November 1, 2012
DOI:
10.4236/tel.2012.24074
4,460
Downloads
7,284
Views
Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1
(Articles)
Z. Guo
,
H. Schellhorn
Applied Mathematics
Vol.10 No.6
,June 28, 2019
DOI:
10.4236/am.2019.106034
593
Downloads
1,374
Views
Citations
This article belongs to the Special Issue on
Stochastic Process and Stochastic Calculus
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.8 No.1
,February 28, 2018
DOI:
10.4236/jmf.2018.81013
966
Downloads
2,438
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
3,153
Downloads
8,047
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
1,728
Downloads
4,294
Views
Citations
An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy
(Articles)
Werner Hürlimann
Applied Mathematics
Vol.2 No.4
,March 31, 2011
DOI:
10.4236/am.2011.24053
6,314
Downloads
12,235
Views
Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach
(Articles)
Honglei Zhang
,
Yixiang Tian
,
Gaoxun Zhang
Open Journal of Social Sciences
Vol.4 No.3
,March 15, 2016
DOI:
10.4236/jss.2016.43011
2,418
Downloads
3,338
Views
Citations
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets
(Articles)
Praewnapa Seelama
,
Dawud Thongtha
Journal of Mathematical Finance
Vol.11 No.3
,June 10, 2021
DOI:
10.4236/jmf.2021.113020
365
Downloads
1,683
Views
Citations
This article belongs to the Special Issue on
Stochastic and Financial Mathematics
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