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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
3,588
Downloads
4,542
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
8,186
Downloads
14,413
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
1,243
Downloads
2,018
Views
Citations
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
3,816
Downloads
5,032
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
1,977
Downloads
4,382
Views
Citations
Review of Asian Options
(Articles)
Jiaying Han
,
Yicheng Hong
Open Access Library Journal
Vol.9 No.2
,February 15, 2022
DOI:
10.4236/oalib.1108358
247
Downloads
2,300
Views
Citations
The Inclusive Finance Have Effects on Alleviating Poverty
(Articles)
Dian Jin
Open Journal of Social Sciences
Vol.5 No.3
,March 31, 2017
DOI:
10.4236/jss.2017.53021
2,769
Downloads
6,553
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
4,896
Downloads
9,021
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
4,783
Downloads
7,821
Views
Citations
This article belongs to the Special Issue on
Computing
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
2,901
Downloads
3,874
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
3,568
Downloads
4,746
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
4,940
Downloads
5,931
Views
Citations
Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options
(Articles)
Armin Müller
Journal of Mathematical Finance
Vol.6 No.3
,August 2, 2016
DOI:
10.4236/jmf.2016.63029
2,124
Downloads
4,107
Views
Citations
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model
(Articles)
Yingyi Fang
,
Huisheng Shu
,
Xiu Kan
,
Xin Zhang
,
Zhiwei Zheng
Open Journal of Statistics
Vol.7 No.6
,December 29, 2017
DOI:
10.4236/ojs.2017.76074
1,051
Downloads
2,889
Views
Citations
Addressing the health needs of south Asians: The community perspective
(Articles)
Nitasha Chaudhary
,
Amita Vyas
,
Kalpana Ramiah
Health
Vol.4 No.10
,October 31, 2012
DOI:
10.4236/health.2012.410121
4,118
Downloads
6,444
Views
Citations
The British Binary Option
(Articles)
Min Gao
Journal of Mathematical Finance
Vol.9 No.4
,November 14, 2019
DOI:
10.4236/jmf.2019.94038
806
Downloads
1,969
Views
Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes
(Articles)
Bo Peng
Journal of Applied Mathematics and Physics
Vol.11 No.8
,August 24, 2023
DOI:
10.4236/jamp.2023.118153
115
Downloads
420
Views
Citations
Gender in the American Anthology Apparatus: A Linguistic Analysis
(Articles)
Laura Aull
Advances in Literary Study
Vol.2 No.1
,January 17, 2014
DOI:
10.4236/als.2014.21008
6,417
Downloads
10,233
Views
Citations
Strategies to Increase the Number of Kenyan Diaspora in Southeast Asian Countries under the Accreditation of Kenya Mission in Bangkok
(Articles)
Peter Owiti Opiyo
,
Darmp Sukontasap
,
Jiraroj Mamadkul
,
Raymond Udoffe Brown
Open Journal of Political Science
Vol.6 No.2
,April 8, 2016
DOI:
10.4236/ojps.2016.62012
2,678
Downloads
4,509
Views
Citations
Mental Health Problems among Korean American Adolescents
(Articles)
Minjeong Kim
,
Jyu-Lin Chen
,
Susan Kools
,
Sandra Weiss
Psychology
Vol.7 No.14
,December 7, 2016
DOI:
10.4236/psych.2016.714172
1,690
Downloads
3,262
Views
Citations
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