Spread Options - Articles - Scientific Research Publishing

A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.6 No.5，November 30, 2016

DOI: 10.4236/jmf.2016.65063 2,578 Downloads 5,363 Views Citations
Determinants of Option Markets Liquidity: An Empirical Analysis on European Markets (Articles)

Thomas Poufinas, Konstantinos Pappas

Theoretical Economics Letters Vol.11 No.4，August 31, 2021

DOI: 10.4236/tel.2021.114053 141 Downloads 787 Views Citations
A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method (Articles)

Chi-Fai Lo

Journal of Mathematical Finance Vol.4 No.3，May 6, 2014

DOI: 10.4236/jmf.2014.43016 6,240 Downloads 8,545 Views Citations
A Stochastic Correlation Model with Time Change for Pricing Credit Spread Options (Articles)

Zhigang Tong, Allen Liu

Journal of Mathematical Finance Vol.7 No.2，May 31, 2017

DOI: 10.4236/jmf.2017.72024 1,309 Downloads 2,340 Views Citations
This article belongs to the Special Issue on Option Pricing
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 5,925 Downloads 10,036 Views Citations
Expected Stock Returns and Option-Implied Rate of Return (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.4，November 19, 2012

DOI: 10.4236/jmf.2012.24030 8,073 Downloads 14,021 Views Citations
Prescription for Obesity: Eat Less and Move More. Is It Really That Simple? (Articles)

Karen M. Deck, Beth Haney, Camille F. Fitzpatrick, Susanne J. Phillips, Susan M. Tiso

Open Journal of Nursing Vol.4 No.9，August 14, 2014

DOI: 10.4236/ojn.2014.49069 4,617 Downloads 7,331 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 2,922 Downloads 6,156 Views Citations
The Determinants of Interest Rate Spreads in Nigeria: An Empirical Investigation (Articles)

Anthony E. Akinlo, Babatunde Olanrewaju Owoyemi

Modern Economy Vol.3 No.7，November 29, 2012

DOI: 10.4236/me.2012.37107 7,372 Downloads 14,137 Views Citations
The Spread and Reception of Don Quixote in China (Articles)

Guoen Chen, Hongying Zhao

Advances in Literary Study Vol.2 No.2，April 29, 2014

DOI: 10.4236/als.2014.22011 3,451 Downloads 6,199 Views Citations
An Analysis of the Determinants of Arbitrage Spread (Articles)

Etienne Redor

Theoretical Economics Letters Vol.9 No.3，March 12, 2019

DOI: 10.4236/tel.2019.93034 846 Downloads 2,902 Views Citations
This article belongs to the Special Issue on Financial Economics
Alternative Financing Instruments for African Economies (Articles)

Jane Mpapalika

Journal of Mathematical Finance Vol.10 No.1，January 16, 2020

DOI: 10.4236/jmf.2020.101005 442 Downloads 1,050 Views Citations
Real Options Literature Review (Articles)

Shihong Zeng, Shuai Zhang

iBusiness Vol.3 No.1，March 10, 2011

DOI: 10.4236/ib.2011.31007 12,401 Downloads 24,766 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 4,366 Downloads 8,007 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5，November 26, 2014

DOI: 10.4236/jmf.2014.45032 4,503 Downloads 5,974 Views Citations
The Impact of Maturity on Futures and Options with Reference to National Stock Exchange: An Exploratory Study (Articles)

B. Radhakrishna, S. Ravikumar, B. D. Hansraj

Theoretical Economics Letters Vol.9 No.6，August 5, 2019

DOI: 10.4236/tel.2019.96110 765 Downloads 2,137 Views Citations
Secure Spread-Spectrum Watermarking for Telemedicine Applications (Articles)

Basant Kumar, Harsh Vikram Singh, Surya Pal Singh, Anand Mohan

Journal of Information Security Vol.2 No.2，April 22, 2011

DOI: 10.4236/jis.2011.22009 6,177 Downloads 12,928 Views Citations
Cooperative Self Encoded Spread Spectrum in Fading Channels (Articles)

Kun HUA, Won Mee JANG, Lim NGUYEN

Int'l J. of Communications, Network and System Sciences Vol.2 No.2，May 14, 2009

DOI: 10.4236/ijcns.2009.22011 4,439 Downloads 8,045 Views Citations
A Model of Spatial Spread of an Infection with Applications to HIV/AIDS in Mali (Articles)

Ouaténi Diallo, Yaya Koné, Jérôme Pousin

Applied Mathematics Vol.3 No.12，December 14, 2012

DOI: 10.4236/am.2012.312256 4,285 Downloads 6,496 Views Citations
Epidemic Propagation: An Automaton Model as the Continuous SIR Model (Articles)

Luciano Misici, Filippo Santarelli

Applied Mathematics Vol.4 No.10C，October 23, 2013

DOI: 10.4236/am.2013.410A3011 4,774 Downloads 6,675 Views Citations
This article belongs to the Special Issue on Advances in Mathematical Physics

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