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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
9,373
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
4,807
Downloads
5,824
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
2,374
Downloads
4,369
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
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods
(Articles)
Mauricio Contreras
,
Rely Pellicer
,
Daniel Santiagos
,
Marcelo Villena
Journal of Mathematical Finance
Vol.6 No.4
,October 12, 2016
DOI:
10.4236/jmf.2016.64042
1,408
Downloads
2,457
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Extended Model of Stock Price Behaviour
(Articles)
Nico Koning
,
Daniel T. Cassidy
,
Rachid Ouyed
Journal of Mathematical Finance
Vol.8 No.1
,January 19, 2018
DOI:
10.4236/jmf.2018.81001
1,046
Downloads
2,378
Views
Citations
Exact Solution of Fractional Black-Scholes European Option Pricing Equations
(Articles)
Maryeme Ouafoudi
,
Fei Gao
Applied Mathematics
Vol.9 No.1
,January 30, 2018
DOI:
10.4236/am.2018.91006
1,409
Downloads
3,642
Views
Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.8 No.1
,February 28, 2018
DOI:
10.4236/jmf.2018.81013
966
Downloads
2,438
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
585
Downloads
3,410
Views
Citations
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets
(Articles)
Praewnapa Seelama
,
Dawud Thongtha
Journal of Mathematical Finance
Vol.11 No.3
,June 10, 2021
DOI:
10.4236/jmf.2021.113020
364
Downloads
1,682
Views
Citations
This article belongs to the Special Issue on
Stochastic and Financial Mathematics
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
Java Simulation of Au Diffusion in Si Affected by Vacancies and Self-Interstitials: Partial Differential Equations
(Articles)
Masami Morooka
Journal of Software Engineering and Applications
Vol.5 No.10
,October 31, 2012
DOI:
10.4236/jsea.2012.510089
3,799
Downloads
5,755
Views
Citations
Mean Square Solutions of Second-Order Random Differential Equations by Using the Differential Transformation Method
(Articles)
Ayad R. Khudair
,
S. A. M. Haddad
,
Sanaa L. Khalaf
Open Journal of Applied Sciences
Vol.6 No.4
,April 28, 2016
DOI:
10.4236/ojapps.2016.64028
2,502
Downloads
3,775
Views
Citations
An Inequality for Second Order Differential Equation with Retarded Argument
(Articles)
Erdoğan Şen
Advances in Pure Mathematics
Vol.1 No.4
,July 28, 2011
DOI:
10.4236/apm.2011.14043
5,131
Downloads
10,883
Views
Citations
A Closed Form Solution to a Special Normal Form of Riccati Equation
(Articles)
Haiduke Sarafian
Advances in Pure Mathematics
Vol.1 No.5
,September 21, 2011
DOI:
10.4236/apm.2011.15053
4,360
Downloads
9,196
Views
Citations
Fixed Point Theorem and Fractional Differential Equations with Multiple Delays Related with Chaos Neuron Models
(Articles)
Toshiharu Kawasaki
,
Masashi Toyoda
Applied Mathematics
Vol.6 No.13
,November 30, 2015
DOI:
10.4236/am.2015.613192
3,308
Downloads
4,476
Views
Citations
This article belongs to the Special Issue on
Fractional Calculus
Remarks on the Solution of Laplace’s Differential Equation and Fractional Differential Equation of That Type
(Articles)
Tohru Morita
,
Ken-ichi Sato
Applied Mathematics
Vol.4 No.11A
,October 31, 2013
DOI:
10.4236/am.2013.411A1003
4,856
Downloads
7,110
Views
Citations
This article belongs to the Special Issue on
Functional Analysis
Solution of Laplace’s Differential Equation and Fractional Differential Equation of That Type
(Articles)
Tohru Morita
,
Ken-ichi Sato
Applied Mathematics
Vol.4 No.11A
,October 31, 2013
DOI:
10.4236/am.2013.411A1005
4,987
Downloads
7,821
Views
Citations
This article belongs to the Special Issue on
Functional Analysis
The Third-Order Viscoelastic Acoustic Model Enables an Ice-Detection System for a Smart Deicing of Wind-Turbine Blade Shells
(Articles)
Eugen Mamontov
,
Viktor Berbyuk
Journal of Applied Mathematics and Physics
Vol.4 No.10
,October 31, 2016
DOI:
10.4236/jamp.2016.410197
1,448
Downloads
2,176
Views
Citations
The Solutions for the Eco-Epidemic Model with Homotopy Analysis Method
(Articles)
Xiurong Chen
Engineering
Vol.5 No.10B
,December 17, 2013
DOI:
10.4236/eng.2013.510B091
3,932
Downloads
5,440
Views
Citations
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