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Valuation of Certificates on a Straddle with Forward Start—Theory and Evidence
(Articles)
Rodrigo Hernandez
,
Yinying Shao
Theoretical Economics Letters
Vol.4 No.5
,June 9, 2014
DOI:
10.4236/tel.2014.45045
5,082
Downloads
6,391
Views
Citations
This article belongs to the Special Issue on
The Bond and Money Markets
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Applied Mathematics and Physics
Vol.2 No.7
,June 13, 2014
DOI:
10.4236/jamp.2014.27062
5,105
Downloads
6,984
Views
Citations
The Role of Collateral in Credit Markets
(Articles)
Joseph Atta-Mensah
Journal of Mathematical Finance
Vol.5 No.4
,November 5, 2015
DOI:
10.4236/jmf.2015.54027
4,182
Downloads
6,806
Views
Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model
(Articles)
Lingkang Zhu
,
Xiu Kan
,
Huisheng Shu
,
Zifeng Wang
Journal of Applied Mathematics and Physics
Vol.7 No.12
,December 9, 2019
DOI:
10.4236/jamp.2019.712211
814
Downloads
1,691
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
185
Downloads
1,618
Views
Citations
Perpetual American Call Option under Fractional Brownian Motion Model
(Articles)
Atsuo Suzuki
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132014
99
Downloads
398
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy and Theory
The Perils of Relying on Return Data When Testing Asset Pricing Models
(Articles)
John F. Pinfold
Journal of Mathematical Finance
Vol.12 No.1
,January 20, 2022
DOI:
10.4236/jmf.2022.121004
169
Downloads
611
Views
Citations
Super-Diffusive Noise Source in Asset Dynamics
(Articles)
Max-Olivier Hongler
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31004
3,775
Downloads
5,972
Views
Citations
A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method
(Articles)
Chi-Fai Lo
Journal of Mathematical Finance
Vol.4 No.3
,May 6, 2014
DOI:
10.4236/jmf.2014.43016
6,730
Downloads
8,783
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
5,151
Downloads
6,260
Views
Citations
Performance of the Heston’s Stochastic Volatility Model: A Study in Indian Index Options Market
(Articles)
Shivam Singh
,
Alok Dixit
Theoretical Economics Letters
Vol.6 No.2
,April 6, 2016
DOI:
10.4236/tel.2016.62018
2,405
Downloads
4,306
Views
Citations
On the Solution of the Multi-Asset Black-Scholes Model: Correlations, Eigenvalues and Geometry
(Articles)
Mauricio Contreras
,
Alejandro Llanquihuén
,
Marcelo Villena
Journal of Mathematical Finance
Vol.6 No.4
,October 14, 2016
DOI:
10.4236/jmf.2016.64043
2,003
Downloads
4,782
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
Extended Model of Stock Price Behaviour
(Articles)
Nico Koning
,
Daniel T. Cassidy
,
Rachid Ouyed
Journal of Mathematical Finance
Vol.8 No.1
,January 19, 2018
DOI:
10.4236/jmf.2018.81001
1,059
Downloads
2,307
Views
Citations
Exact Solution of Fractional Black-Scholes European Option Pricing Equations
(Articles)
Maryeme Ouafoudi
,
Fei Gao
Applied Mathematics
Vol.9 No.1
,January 30, 2018
DOI:
10.4236/am.2018.91006
1,423
Downloads
3,504
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
4,867
Downloads
11,005
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
4,883
Downloads
9,843
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
5,983
Downloads
10,534
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
3,535
Downloads
5,398
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
5,015
Downloads
7,246
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
2,692
Downloads
3,417
Views
Citations
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