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ISSN
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Pricing Double Barrier Parisian Option Using Finite Difference
(Articles)
Xuemei Gao
Journal of Financial Risk Management
Vol.2 No.4
,October 31, 2013
DOI:
10.4236/jfrm.2013.24011
4,742
Downloads
9,050
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
876
Downloads
2,659
Views
Citations
This article belongs to the Special Issue on
Actuarial Science and Finance
A Comparison Study of ADI and LOD Methods on Option Pricing Models
(Articles)
Neda Bagheri
,
Hassan Karnameh Haghighi
Journal of Mathematical Finance
Vol.7 No.2
,May 15, 2017
DOI:
10.4236/jmf.2017.72014
1,487
Downloads
2,384
Views
Citations
This article belongs to the Special Issue on
Option Pricing
Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework
(Articles)
B. F. Nteumagné
,
E. Pindza
,
E. Maré
Journal of Mathematical Finance
Vol.4 No.1
,January 21, 2014
DOI:
10.4236/jmf.2014.41004
6,489
Downloads
8,921
Views
Citations
This article belongs to the Special Issue on
Option Pricing Research
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
4,484
Downloads
8,300
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
6,051
Downloads
10,477
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
4,791
Downloads
5,795
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
3,537
Downloads
4,731
Views
Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility
(Articles)
Mitun Kumar Mondal
,
Md. Abdul Alim
,
Md. Faizur Rahman
,
Md. Haider Ali Biswas
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72019
2,819
Downloads
5,817
Views
Citations
A Study on Numerical Solution of Black-Scholes Model
(Articles)
Md. Nurul Anwar
,
Laek Sazzad Andallah
Journal of Mathematical Finance
Vol.8 No.2
,May 17, 2018
DOI:
10.4236/jmf.2018.82024
1,820
Downloads
8,845
Views
Citations
Square-Root Dynamics of a SIR-Model in Fractional Order
(Articles)
Young Il Seo
,
Anwar Zeb
,
Gul Zaman
,
Il Hyo Jung
Applied Mathematics
Vol.3 No.12
,December 14, 2012
DOI:
10.4236/am.2012.312257
6,324
Downloads
9,769
Views
Citations
On Two Transform Methods for the Valuation of Contingent Claims
(Articles)
Chuma Raphael Nwozo
,
Sunday Emmanuel Fadugba
Journal of Mathematical Finance
Vol.5 No.2
,March 30, 2015
DOI:
10.4236/jmf.2015.52009
3,875
Downloads
4,968
Views
Citations
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
4,491
Downloads
8,299
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
6,646
Downloads
9,472
Views
Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market
(Articles)
Shivam Singh
,
Alok Dixit
Theoretical Economics Letters
Vol.6 No.2
,April 6, 2016
DOI:
10.4236/tel.2016.62018
2,360
Downloads
4,326
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
568
Downloads
3,340
Views
Citations
A Numerical Simulation of Air Flow in the Human Respiratory System Based on Lung Model
(Articles)
Md. Kamrul Hasan
,
Mahtab U. Ahmmed
,
Md. Samsul Arefin
Journal of Applied Mathematics and Physics
Vol.11 No.8
,August 14, 2023
DOI:
10.4236/jamp.2023.118142
84
Downloads
489
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
3,918
Downloads
4,956
Views
Citations
Modeling the Dynamics of Malaria Transmission with Bed Net Protection Perspective
(Articles)
Jean Claude Kamgang
,
Vivient Corneille Kamla
,
Stéphane Yanick Tchoumi
Applied Mathematics
Vol.5 No.19
,November 12, 2014
DOI:
10.4236/am.2014.519298
4,202
Downloads
6,014
Views
Citations
A Numerical Solution of Heat Equation for Several Thermal Diffusivity Using Finite Difference Scheme with Stability Conditions
(Articles)
Wahida Zaman Loskor
,
Rama Sarkar
Journal of Applied Mathematics and Physics
Vol.10 No.2
,February 24, 2022
DOI:
10.4236/jamp.2022.102034
413
Downloads
6,731
Views
Citations
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