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ISSN
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A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques
(Articles)
Farshid Mehrdoust
,
Kianoush Fathi Vajargah
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22021
4,866
Downloads
9,886
Views
Citations
Pricing Options on Foreign Currency with a Preset Exchange Rate
(Articles)
Avner Wolf
,
Christopher Hessel
Journal of Mathematical Finance
Vol.2 No.3
,August 31, 2012
DOI:
10.4236/jmf.2012.23024
5,961
Downloads
10,672
Views
Citations
The Efficiency Research on Stock Index Derivatives in a Bear Market—The Evidences from Hangseng Index Derivatives Markets
(Articles)
Jie Wei
Technology and Investment
Vol.4 No.2
,May 24, 2013
DOI:
10.4236/ti.2013.42012
5,004
Downloads
7,328
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
Option Pricing with Markov Switching in Uncertainty Markets
(Articles)
Guoshuai Wang
,
Dianli Zhao
Open Journal of Applied Sciences
Vol.5 No.5
,May 12, 2015
DOI:
10.4236/ojapps.2015.55019
2,683
Downloads
3,486
Views
Citations
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach
(Articles)
Honglei Zhang
,
Yixiang Tian
,
Gaoxun Zhang
Open Journal of Social Sciences
Vol.4 No.3
,March 15, 2016
DOI:
10.4236/jss.2016.43011
2,417
Downloads
3,333
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
1,406
Downloads
2,451
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets
(Articles)
João Amaro de Matos
,
Ana Lacerda
Journal of Mathematical Finance
Vol.6 No.5
,November 18, 2016
DOI:
10.4236/jmf.2016.65057
1,332
Downloads
2,203
Views
Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory
(Articles)
Thomas Chinwe Urama
,
Patrick Oseloka Ezepue
,
Chimezie Peters Nnanwa
Journal of Mathematical Finance
Vol.7 No.2
,May 16, 2017
DOI:
10.4236/jmf.2017.72015
1,672
Downloads
2,936
Views
Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models
(Articles)
Bruno Rémillard
,
Alexandre Hocquard
,
Hugo Lamarre
,
Nicolas Papageorgiou
Modern Economy
Vol.8 No.8
,August 4, 2017
DOI:
10.4236/me.2017.88070
1,353
Downloads
2,590
Views
Citations
This article belongs to the Special Issue on
Econometrics
Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics
(Articles)
Patrick Oseloka Ezepue
,
Thomas Chinwe Urama
,
Mahmoud A. Taib Omar
Journal of Mathematical Finance
Vol.9 No.2
,April 8, 2019
DOI:
10.4236/jmf.2019.92007
779
Downloads
1,897
Views
Citations
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model
(Articles)
Wanting Hu
Modern Economy
Vol.11 No.2
,February 20, 2020
DOI:
10.4236/me.2020.112031
792
Downloads
1,861
Views
Citations
An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating
(Articles)
Calvin Tadmon
,
Eric Rostand Njike-Tchaptchet
Journal of Mathematical Finance
Vol.10 No.2
,May 21, 2020
DOI:
10.4236/jmf.2020.102019
557
Downloads
1,449
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
Pricing and Hedging Options Conditional on Market Activity
(Articles)
Alec Kercheval
,
Navid Salehy
,
Nima Salehy
Journal of Mathematical Finance
Vol.12 No.1
,December 29, 2021
DOI:
10.4236/jmf.2022.121001
207
Downloads
779
Views
Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution
(Articles)
Yue Hu
,
Hongling Dong
,
Le Fu
,
Jiayang Zhai
Journal of Mathematical Finance
Vol.12 No.3
,August 25, 2022
DOI:
10.4236/jmf.2022.123029
182
Downloads
1,002
Views
Citations
Sustainable Development: An Ambitious Target to Be Achieved?
(Articles)
Basil Dalamagas
,
John Leventides
,
Stefanos Tantos
Theoretical Economics Letters
Vol.13 No.5
,August 31, 2023
DOI:
10.4236/tel.2023.135060
70
Downloads
344
Views
Citations
Predisposed Agency: A New Term for Free Will Because Our Will Isn’t So Free
(Articles)
Randall S. Firestone
Open Journal of Philosophy
Vol.13 No.4
,September 28, 2023
DOI:
10.4236/ojpp.2023.134040
75
Downloads
411
Views
Citations
Investigating the Challenges and Strategies of Teacher Morality Policy for Higher Education Sustainability in China: Perspective of Stakeholder
(Articles)
Guang Ma
,
Wanbing Shi
Open Journal of Social Sciences
Vol.11 No.5
,May 25, 2023
DOI:
10.4236/jss.2023.115018
75
Downloads
334
Views
Citations
This article belongs to the Special Issue on
Development Studies and Sustainability
Social Work (Social Policy) Used as a Tool of Social Control
(Articles)
Zeinab Abulhul
Open Journal of Social Sciences
Vol.9 No.1
,January 25, 2021
DOI:
10.4236/jss.2021.91018
1,441
Downloads
13,697
Views
Citations
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