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ISSN
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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
4,170
Downloads
6,739
Views
Citations
Valuating New Product Development Project with a Stochastic Volatility Model
(Articles)
Chengru Hu
,
Chulhee Jun
,
Maggie Foley
Journal of Mathematical Finance
Vol.6 No.5
,November 30, 2016
DOI:
10.4236/jmf.2016.65064
1,578
Downloads
3,304
Views
Citations
The Equation of Real Option Value under Trinomial Tree Model
(Articles)
Changsheng Dou
,
Li Wang
,
Chenxi Zhu
Open Journal of Social Sciences
Vol.5 No.3
,March 13, 2017
DOI:
10.4236/jss.2017.53001
2,364
Downloads
4,169
Views
Citations
A Comparison Study of ADI and LOD Methods on Option Pricing Models
(Articles)
Neda Bagheri
,
Hassan Karnameh Haghighi
Journal of Mathematical Finance
Vol.7 No.2
,May 15, 2017
DOI:
10.4236/jmf.2017.72014
1,506
Downloads
2,340
Views
Citations
This article belongs to the Special Issue on
Option Pricing
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model
(Articles)
Takayuki Sakuma
Journal of Mathematical Finance
Vol.7 No.2
,May 19, 2017
DOI:
10.4236/jmf.2017.72016
1,448
Downloads
2,446
Views
Citations
This article belongs to the Special Issue on
Option Pricing
A Study on Numerical Solution of Black-Scholes Model
(Articles)
Md. Nurul Anwar
,
Laek Sazzad Andallah
Journal of Mathematical Finance
Vol.8 No.2
,May 17, 2018
DOI:
10.4236/jmf.2018.82024
1,898
Downloads
8,962
Views
Citations
Optimization of Water Resource Management Using Chooser Option Contracts under Uncertainty
(Articles)
Zhichao Gao
,
Hong Zhang
,
Minghu Ha
American Journal of Industrial and Business Management
Vol.8 No.5
,May 24, 2018
DOI:
10.4236/ajibm.2018.85089
732
Downloads
1,219
Views
Citations
The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers
(Articles)
Sang Baum Kang
Theoretical Economics Letters
Vol.8 No.9
,June 13, 2018
DOI:
10.4236/tel.2018.89103
696
Downloads
1,169
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
The Valuation of Currency Put Options
(Articles)
Rebecca Abraham
Theoretical Economics Letters
Vol.8 No.11
,August 24, 2018
DOI:
10.4236/tel.2018.811165
849
Downloads
3,273
Views
Citations
Mother to Child Transmission of HIV after Option B+ in Low Income Environment
(Articles)
Mve Koh Valère
,
Kamgaing Nelly
,
Nda Mefo
,
Foumane Pascal
Open Journal of Obstetrics and Gynecology
Vol.8 No.12
,October 18, 2018
DOI:
10.4236/ojog.2018.812118
1,180
Downloads
2,582
Views
Citations
Mixed Fractional Merton Model to Evaluate European Options with Transaction Costs
(Articles)
Foad Shokrollahi
Journal of Mathematical Finance
Vol.8 No.4
,November 7, 2018
DOI:
10.4236/jmf.2018.84040
887
Downloads
1,672
Views
Citations
Factors Influencing the Choice of Investment in Life Insurance Policy
(Articles)
Ravi Kumar Tati
,
Ernest Beryl B. Baltazar
Theoretical Economics Letters
Vol.8 No.15
,December 27, 2018
DOI:
10.4236/tel.2018.815224
5,617
Downloads
11,056
Views
Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1
(Articles)
Z. Guo
,
H. Schellhorn
Applied Mathematics
Vol.10 No.6
,June 28, 2019
DOI:
10.4236/am.2019.106034
609
Downloads
1,277
Views
Citations
This article belongs to the Special Issue on
Stochastic Process and Stochastic Calculus
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion
(Articles)
Kebareng I. Moalosi-Court
Open Access Library Journal
Vol.6 No.8
,August 2, 2019
DOI:
10.4236/oalib.1105568
221
Downloads
775
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
808
Downloads
1,663
Views
Citations
Strategies for Indexed Stock Option Hedgers with Loss-Risk-Minimizing Criterion Based on Monte-Carlo Method
(Articles)
Jianhua Guo
,
Lijuan Deng
Journal of Financial Risk Management
Vol.8 No.4
,December 17, 2019
DOI:
10.4236/jfrm.2019.84019
502
Downloads
1,053
Views
Citations
Differential Evolution Optimization of the Broken Wing Butterfly Option Strategy
(Articles)
David Munoz Constantine
,
Richard Tymerski
,
Garrison Greenwood
Technology and Investment
Vol.11 No.3
,June 30, 2020
DOI:
10.4236/ti.2020.113003
785
Downloads
4,169
Views
Citations
An Assessment of the Social, Cultural, and Economical Barriers to Option B+ Retention and Their Solutions in Malawi: A Review
(Articles)
Jamie Yoon
,
David S. Chung
,
Michelle Kim
,
Kunmin Kim
,
Sang Heon Lee
,
Tae Youn Kim
,
Hark Joon Lee
,
Seog In Moon
,
Jooheon Park
,
Paul S. Chung
,
Thomas Nyirenda
World Journal of AIDS
Vol.11 No.1
,March 31, 2021
DOI:
10.4236/wja.2021.111002
400
Downloads
787
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
178
Downloads
1,564
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
95
Downloads
378
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy and Theory
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