Membership Function; Fuzzy Coefficient; Black-Scholes Partial Differential Equations PDE; Asset-or-Nothing Option; Fuzzy Real Options - Articles

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 4,410 Downloads 8,109 Views Citations
Recent Developments in Option Pricing (Articles)

Hui Gong, Aerambamoorthy Thavaneswaran, You Liang

Journal of Mathematical Finance Vol.1 No.3，November 25, 2011

DOI: 10.4236/jmf.2011.13009 6,562 Downloads 13,497 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 800 Downloads 2,392 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
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 5,567 Downloads 9,024 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 3,869 Downloads 4,803 Views Citations
Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.6 No.2，May 31, 2016

DOI: 10.4236/jmf.2016.62028 3,239 Downloads 5,094 Views Citations
Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option (Articles)

Sunday Emmanuel Fadugba, Adedoyin Olayinka Ajayi

Open Access Library Journal Vol.2 No.4，April 17, 2015

DOI: 10.4236/oalib.1101466 2,827 Downloads 4,894 Views Citations
An Accurate Numerical Integrator for the Solution of Black Scholes Financial Model Equation (Articles)

Iyakino P. Akpan, Johnson O. Fatokun

American Journal of Computational Mathematics Vol.5 No.3，September 2, 2015

DOI: 10.4236/ajcm.2015.53026 5,083 Downloads 6,267 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 3,489 Downloads 4,592 Views Citations
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8，August 2, 2019

DOI: 10.4236/oalib.1105568 198 Downloads 697 Views Citations
There Also Can Be Fuzziness in Quantum States Itself—Breaking through the Framework and the Principle of Quantum Mechanics (Articles)

Wenbing Qiu

Journal of Modern Physics Vol.11 No.6，June 30, 2020

DOI: 10.4236/jmp.2020.116059 425 Downloads 1,313 Views Citations
A Quadratic Programming with Triangular Fuzzy Numbers (Articles)

Seyedeh Maedeh Mirmohseni, Seyed Hadi Nasseri

Journal of Applied Mathematics and Physics Vol.5 No.11，November 23, 2017

DOI: 10.4236/jamp.2017.511181 1,270 Downloads 2,578 Views Citations
RETRACTED: Elementary Operations on L-R Fuzzy Number (Articles)

Abdul Alim, Fatema Tuj Johora, Shohel Babu, Abeda Sultana

Advances in Pure Mathematics Vol.5 No.3，March 19, 2015

DOI: 10.4236/apm.2015.53016 10,189 Downloads 14,882 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 4,736 Downloads 5,676 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 485 Downloads 2,827 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 4,456 Downloads 8,216 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 5,994 Downloads 10,309 Views Citations
The Expected Value of a Fuzzy Number (Articles)

Mohamed Shenify, Fokrul Alom Mazarbhuiya

International Journal of Intelligence Science Vol.5 No.1，December 22, 2014

DOI: 10.4236/ijis.2015.51001 4,054 Downloads 5,387 Views Citations
Describing Fuzzy Membership Function and Detecting the Outlier by Using Five Number Summary of Data (Articles)

Md. Farooq Hasan, Md. Abdus Sobhan

American Journal of Computational Mathematics Vol.10 No.3，August 11, 2020

DOI: 10.4236/ajcm.2020.103022 3,247 Downloads 8,844 Views Citations
Improvement of Rainfall Prediction Model by Using Fuzzy Logic (Articles)

Md. Anisur Rahman

American Journal of Climate Change Vol.9 No.4，December 7, 2020

DOI: 10.4236/ajcc.2020.94024 869 Downloads 4,439 Views Citations

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