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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
4,518
Downloads
8,362
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
6,649
Downloads
13,743
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
901
Downloads
2,731
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
5,723
Downloads
9,374
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
3,929
Downloads
4,993
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
3,292
Downloads
5,314
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
2,937
Downloads
5,209
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
5,143
Downloads
6,470
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
3,549
Downloads
4,764
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
219
Downloads
804
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
486
Downloads
1,524
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
1,332
Downloads
2,806
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
10,507
Downloads
15,568
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
4,809
Downloads
5,831
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
593
Downloads
3,434
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
4,498
Downloads
8,329
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
6,062
Downloads
10,500
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
4,220
Downloads
5,722
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
3,705
Downloads
11,285
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
1,017
Downloads
5,302
Views
Citations
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