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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
1,881
Downloads
4,113
Views
Citations
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
7,938
Downloads
13,928
Views
Citations
The Effect of Short Term Vitamin D Supplementation on the Inflammatory and Oxidative Mediators of Arterial Stiffness
(Articles)
David Martins
,
Yuan-Xiang Meng
,
Naureen Tareen
,
Jorge Artaza
,
Jae Eun Lee
,
Caroline Farodolu
,
Gary Gibbons
,
Keith Norris
Health
Vol.6 No.12
,June 27, 2014
DOI:
10.4236/health.2014.612185
3,748
Downloads
5,115
Views
Citations
Conversion of U-238 and Th-232 Using a Fusion Neutron Source
(Articles)
Xianjun Zheng
,
Baiquan Deng
,
Wei Ou
,
Fujun Gou
World Journal of Nuclear Science and Technology
Vol.4 No.4
,October 16, 2014
DOI:
10.4236/wjnst.2014.44028
4,928
Downloads
6,778
Views
Citations
Emergency Remote Teaching and Programme Intervention: Towards a Human-Machine Pedagogy Based on Interactive Learning Documents
(Articles)
P. Stiefenhofer
,
L. Xie
,
K. Wildish-Jones
Creative Education
Vol.13 No.11
,November 29, 2022
DOI:
10.4236/ce.2022.1311234
100
Downloads
458
Views
Citations
The Eurozone 1999-2010 (Some Thoughts about the Long Term Dynamic Forces in the EMU)
(Articles)
Antonin Rusek
Modern Economy
Vol.2 No.3
,July 25, 2011
DOI:
10.4236/me.2011.23042
4,041
Downloads
7,289
Views
Citations
Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options
(Articles)
Hasan Alzubaidi
American Journal of Computational Mathematics
Vol.7 No.3
,August 3, 2017
DOI:
10.4236/ajcm.2017.73020
954
Downloads
2,203
Views
Citations
Analysis of Studies from 2000-2010 in Real Option Theory and Application to OM
(Articles)
Hui-Chuan Chen
American Journal of Operations Research
Vol.1 No.1
,March 25, 2011
DOI:
10.4236/ajor.2011.11003
5,538
Downloads
11,886
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
7,115
Downloads
11,858
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
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
6,602
Downloads
12,261
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
5,516
Downloads
8,673
Views
Citations
Pricing Options in Jump Diffusion Models Using Mellin Transforms
(Articles)
Robert Frontczak
Journal of Mathematical Finance
Vol.3 No.3
,August 15, 2013
DOI:
10.4236/jmf.2013.33037
7,446
Downloads
11,660
Views
Citations
Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy
(Articles)
Miwaka Yamashita
Journal of Mathematical Finance
Vol.4 No.2
,February 14, 2014
DOI:
10.4236/jmf.2014.42006
4,442
Downloads
7,408
Views
Citations
Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance
(Articles)
Erik Bølviken
,
Frank Proske
,
Mark Rubtsov
Journal of Mathematical Finance
Vol.4 No.2
,February 27, 2014
DOI:
10.4236/jmf.2014.42011
4,229
Downloads
6,512
Views
Citations
Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options
(Articles)
Feng Jiao
Theoretical Economics Letters
Vol.8 No.3
,February 12, 2018
DOI:
10.4236/tel.2018.83027
769
Downloads
2,031
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
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
264
Downloads
753
Views
Citations
Classical and Quantum Structures of the Wave: Modelling the Controlled, Optimised, Continuum-System
(Articles)
Tafireyi Nemaura
Journal of Applied Mathematics and Physics
Vol.10 No.3
,March 3, 2022
DOI:
10.4236/jamp.2022.103044
139
Downloads
868
Views
Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes
(Articles)
Zhongmin Qian
,
Xingcheng Xu
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132015
139
Downloads
626
Views
Citations
Women’s Co-Optation in Institutions: Promoting Values of Equity and Equal Opportunity Tested in the Democratic Republic of the Congo
(Articles)
Kahenga Ekota Ferdinand
,
Elise Féron
,
Barumwete Simon
,
Kazoviyo Gertrude
Open Journal of Political Science
Vol.13 No.4
,October 31, 2023
DOI:
10.4236/ojps.2023.134031
51
Downloads
302
Views
Citations
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