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Stock Price Information Content, Idiosyncratic Volatility and Expected Return
(Articles)
Meimei Liang
Journal of Mathematical Finance
Vol.5 No.4
,November 25, 2015
DOI:
10.4236/jmf.2015.54034
5,118
Downloads
6,278
Views
Citations
Risk Component Based Infrastructure Debt Valuation Analysis and Long-Term Investment
(Articles)
Chunlan Wang
,
Satheesh Kumar Sundararajan
Journal of Financial Risk Management
Vol.5 No.3
,September 9, 2016
DOI:
10.4236/jfrm.2016.53014
2,283
Downloads
4,046
Views
Citations
Opening Noise in the Indian Stock Market: Analysis at Individual Stock Level
(Articles)
Faisal Nazir Zargar
,
Dilip Kumar
Theoretical Economics Letters
Vol.9 No.1
,January 10, 2019
DOI:
10.4236/tel.2019.91003
1,087
Downloads
3,793
Views
Citations
This article belongs to the Special Issue on
Computational Economics and Econometrics
Research on China’s Exchange Online Financial Market: An Exchange Online Financial Capital Asset Pricing Model
(Articles)
Chengyu Yang
American Journal of Industrial and Business Management
Vol.9 No.4
,April 28, 2019
DOI:
10.4236/ajibm.2019.94072
1,079
Downloads
2,046
Views
Citations
A General Framework of Derivatives Pricing
(Articles)
Liangliang Zhang
Journal of Mathematical Finance
Vol.10 No.2
,May 13, 2020
DOI:
10.4236/jmf.2020.102016
658
Downloads
2,186
Views
Citations
Erratum to “Opening Noise in the Indian Stock Market: Analysis at Individual Stock Level” [Theoretical Economics Letters 9(1) (2019) 21-32]
(Articles)
Faisal Nazir Zargar
,
Dilip Kumar
Theoretical Economics Letters
Vol.12 No.1
,February 8, 2022
DOI:
10.4236/tel.2022.121007
118
Downloads
468
Views
Citations
Capital Gains Due to Changes in the Market Discount Rate and Workers’ Welfare
(Articles)
Geoffrey Woglom
Modern Economy
Vol.14 No.9
,September 4, 2023
DOI:
10.4236/me.2023.149058
68
Downloads
295
Views
Citations
A Deep Dive: Does Big Data Improve Maturity in the Developed Capital Markets?
(Articles)
Rajesh Kumar Singh
,
Subrata Kumar Mitra
Theoretical Economics Letters
Vol.9 No.1
,January 29, 2019
DOI:
10.4236/tel.2019.91006
852
Downloads
1,698
Views
Citations
On the Economic Premium Principle
(Articles)
Kazuhiro Takino
Theoretical Economics Letters
Vol.8 No.3
,February 14, 2018
DOI:
10.4236/tel.2018.83036
686
Downloads
1,268
Views
Citations
This article belongs to the Special Issue on
Financial Derivatives
Recent Developments in Option Pricing
(Articles)
Hui Gong
,
You Liang
,
Aerambamoorthy Thavaneswaran
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13009
6,663
Downloads
13,450
Views
Citations
European Option Pricing for a Stochastic Volatility Lévy Model with Stochastic Interest Rates
(Articles)
Sarisa Pinkham
,
Pairote Sattayatham
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13013
4,849
Downloads
10,971
Views
Citations
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
4,879
Downloads
9,821
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
5,968
Downloads
10,493
Views
Citations
Can Bailout Improve the Economic Welfare? A Structural Derivation of the Option Price
(Articles)
Masayuki Otaki
Theoretical Economics Letters
Vol.3 No.2
,April 30, 2013
DOI:
10.4236/tel.2013.32017
3,527
Downloads
5,379
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
5,013
Downloads
7,227
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
2,689
Downloads
3,398
Views
Citations
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
1,336
Downloads
2,180
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
1,678
Downloads
2,717
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
1,364
Downloads
2,491
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
787
Downloads
1,809
Views
Citations
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