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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
3,660
Downloads
4,984
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
3,499
Downloads
4,430
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
7,937
Downloads
13,920
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
1,170
Downloads
1,895
Views
Citations
Developed Countries Agricultural Subsidies and Cotton Production in Burkina Faso: An Analysis Using the Vector Autoregressive Model (VAR)
(Articles)
Aboube Mahaman Laouan
Modern Economy
Vol.12 No.1
,January 28, 2021
DOI:
10.4236/me.2021.121003
632
Downloads
1,685
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
1,666
Downloads
3,079
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
7,445
Downloads
11,658
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
1,881
Downloads
4,112
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
6,301
Downloads
12,046
Views
Citations
Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model
(Articles)
Oleksandr Zhylyevskyy
Theoretical Economics Letters
Vol.2 No.1
,February 23, 2012
DOI:
10.4236/tel.2012.21003
5,999
Downloads
12,564
Views
Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs
(Articles)
Foad Shokrollahi
Journal of Mathematical Finance
Vol.8 No.4
,November 7, 2018
DOI:
10.4236/jmf.2018.84040
880
Downloads
1,756
Views
Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy
(Articles)
Niloofar Ghorbani
,
Andrzej Korzeniowski
Journal of Mathematical Finance
Vol.12 No.1
,January 29, 2022
DOI:
10.4236/jmf.2022.121005
214
Downloads
950
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
4,797
Downloads
8,825
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
4,618
Downloads
7,769
Views
Citations
This article belongs to the Special Issue on
Computing
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock
(Articles)
Paulina Nangolo
,
Elias Rabson Offen
,
Othusitse Basmanebothe
Journal of Mathematical Finance
Vol.13 No.2
,May 25, 2023
DOI:
10.4236/jmf.2023.132012
97
Downloads
664
Views
Citations
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
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
3,473
Downloads
4,556
Views
Citations
Frequency of Board Meetings and R&D Investment Strategy: Evidence from OECD Countries
(Articles)
Aws AlHares
,
Collins Ntim
,
Osama Al-Hares
,
Ruba Al Abed
Theoretical Economics Letters
Vol.8 No.14
,October 24, 2018
DOI:
10.4236/tel.2018.814187
898
Downloads
1,950
Views
Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate
(Articles)
Anatoliy Swishchuk
,
Maksym Tertychnyi
,
Winsor Hoang
Journal of Mathematical Finance
Vol.4 No.4
,August 28, 2014
DOI:
10.4236/jmf.2014.44024
3,409
Downloads
4,635
Views
Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market
(Articles)
Fadugba Sunday Emmanuel
,
Emeka Helen Oluyemisi
Applied Mathematics
Vol.7 No.9
,May 26, 2016
DOI:
10.4236/am.2016.79075
1,862
Downloads
3,346
Views
Citations
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