American Option Pricing - Articles - Scientific Research Publishing

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 7,456 Downloads 12,449 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 1,820 Downloads 3,757 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 4,508 Downloads 7,522 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 2,712 Downloads 3,484 Views Citations
This article belongs to the Special Issue on Water Pollution and Control
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 1,646 Downloads 3,637 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 1,117 Downloads 1,767 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 5,267 Downloads 8,142 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 3,486 Downloads 4,571 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 1,606 Downloads 2,846 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 3,424 Downloads 4,237 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6，June 26, 2012

DOI: 10.4236/am.2012.36093 6,832 Downloads 11,115 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 4,112 Downloads 8,189 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Int'l J. of Modern Nonlinear Theory and Application Vol.2 No.1，March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,275 Downloads 11,536 Views Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4，April 21, 2021

DOI: 10.4236/jamp.2021.94050 207 Downloads 597 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 4,041 Downloads 5,927 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 4,715 Downloads 8,589 Views Citations
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 3,408 Downloads 4,365 Views Citations
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 4,900 Downloads 8,092 Views Citations
The Operator Splitting Method for Black-Scholes Equation (Articles)

Yassir Daoud, Turgut Öziş

Applied Mathematics Vol.2 No.6，June 22, 2011

DOI: 10.4236/am.2011.26103 6,088 Downloads 11,557 Views Citations
Option Pricing When Changes of the Underlying Asset Prices Are Restricted (Articles)

George J Jiang, Guanzhong Pan, Lei Shi

Journal of Mathematical Finance Vol.1 No.2，August 25, 2011

DOI: 10.4236/jmf.2011.12004 4,616 Downloads 9,574 Views Citations

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