Competitive Pricing - Articles - Scientific Research Publishing

Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3，August 22, 2019

DOI: 10.4236/jmf.2019.93025 889 Downloads 1,837 Views Citations
A General Framework of Optimal Investment (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3，August 27, 2019

DOI: 10.4236/jmf.2019.93028 1,125 Downloads 2,764 Views Citations
Derivatives Pricing via Machine Learning (Articles)

Tingting Ye, Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3，August 27, 2019

DOI: 10.4236/jmf.2019.93029 1,672 Downloads 8,014 Views Citations
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model (Articles)

Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu

Journal of Mathematical Finance Vol.9 No.4，October 30, 2019

DOI: 10.4236/jmf.2019.94036 990 Downloads 2,211 Views Citations
Study on Globalization of Shipping Stocks Pricing Based on a DC-MSV Model (Articles)

Yiping Yu

Modern Economy Vol.10 No.12，December 27, 2019

DOI: 10.4236/me.2019.1012149 446 Downloads 1,029 Views Citations
Basic Erosion and Profit Shifting (BEPS) (Articles)

Marco Lupi

Beijing Law Review Vol.11 No.1，January 22, 2020

DOI: 10.4236/blr.2020.111007 1,058 Downloads 2,824 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 944 Downloads 2,122 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 685 Downloads 1,591 Views Citations
Pricing Pseudo Contingencies on Motion Picture Assets under No Free Lunch with Vanishing Risk (Articles)

Sulaiman Sani, Sihle Precious Maseko, Qiniso Dlamini, Firdausi Adamu Abdullahi

Journal of Mathematical Finance Vol.10 No.4，October 14, 2020

DOI: 10.4236/jmf.2020.104032 419 Downloads 1,119 Views Citations
Thought Experiment: Marginal Cost versus John M. Clark’s Workable Competition Pricing (Articles)

Gerald Aranoff

Modern Economy Vol.11 No.11，November 17, 2020

DOI: 10.4236/me.2020.1111119 500 Downloads 1,420 Views Citations
Smart Network Price Policy for ISP Based on Traffic Prediction (Articles)

Tingya Su

Journal of Mathematical Finance Vol.11 No.1，February 4, 2021

DOI: 10.4236/jmf.2021.111001 530 Downloads 1,365 Views Citations
Business Continuity Management in a Time of Crisis: Emerging Trends for Commercial Banks in Zimbabwe during and Post the Covid-19 Global Crisis (Articles)

Taurai Muparadzi, Letwin Rodze

Open Journal of Business and Management Vol.9 No.3，May 21, 2021

DOI: 10.4236/ojbm.2021.93063 1,046 Downloads 5,765 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 483 Downloads 2,002 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 297 Downloads 998 Views Citations
Seeking for Passenger under Dynamic Prices: A Markov Decision Process Approach (Articles)

Qianrong Shen

Journal of Computer and Communications Vol.9 No.12，December 30, 2021

DOI: 10.4236/jcc.2021.912006 283 Downloads 1,042 Views Citations
Effect of Transit Capacity onto Morning Commute Problem with Competitive Modes and Distributed Demand (Articles)

Hiroshi Shimamoto

Journal of Transportation Technologies Vol.12 No.1，January 10, 2022

DOI: 10.4236/jtts.2022.121005 216 Downloads 835 Views Citations
Swaption Pricing under Libor Market Model Using Monte-Carlo Method with Simulated Annealing Optimization (Articles)

Kennedy Munene Ondieki

Journal of Mathematical Finance Vol.12 No.2，May 31, 2022

DOI: 10.4236/jmf.2022.122024 263 Downloads 1,424 Views Citations
Risk Factors and Stock Price Performance of U.S. Sectors: A Quintile Approach (Articles)

Panagiotis G. Artikis, Lydia G. Diamantopoulou, Christos G. Kampouris

Theoretical Economics Letters Vol.12 No.3，June 28, 2022

DOI: 10.4236/tel.2022.123046 239 Downloads 1,191 Views Citations
How Would Leveraged Exchange-Traded Funds Perform in Chinese A-Share Market? (Articles)

Yizhao Huang, Ying Yuan, Hongfei Tang

Journal of Mathematical Finance Vol.12 No.3，August 15, 2022

DOI: 10.4236/jmf.2022.123027 222 Downloads 957 Views Citations
This article belongs to the Special Issue on Option Pricing
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 273 Downloads 1,190 Views Citations

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