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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
367
Downloads
1,694
Views
Citations
This article belongs to the Special Issue on
Stochastic and Financial Mathematics
Assessing Lysine Requirement of Growing Chicken by Direct Comparison between Supplementation Technique and “Goettingen Approach”
(Articles)
Samadi
,
Christian Wecke
,
Anja Pastor
,
Frank Liebert
Open Journal of Animal Sciences
Vol.7 No.1
,January 16, 2017
DOI:
10.4236/ojas.2017.71006
1,596
Downloads
2,920
Views
Citations
Dominant Meaning Method for Intelligent Topic-Based Information Agent towards More Flexible MOOCs
(Articles)
Mohammed Abdel Razek
Journal of Intelligent Learning Systems and Applications
Vol.6 No.4
,November 25, 2014
DOI:
10.4236/jilsa.2014.64015
4,660
Downloads
5,431
Views
Citations
Weighted Maximum Likelihood Technique for Logistic Regression
(Articles)
Idriss Abdelmajid Idriss
,
Weihu Cheng
,
Yemane Hailu Fissuh
Open Journal of Statistics
Vol.13 No.6
,December 8, 2023
DOI:
10.4236/ojs.2023.136041
69
Downloads
346
Views
Citations
A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.6 No.2
,May 19, 2016
DOI:
10.4236/jmf.2016.62026
2,966
Downloads
4,432
Views
Citations
The Optimum of a Quadratic Univariate Response Function Is Located at the Origin
(Articles)
Idorenyin Etukudo
American Journal of Operations Research
Vol.7 No.6
,October 18, 2017
DOI:
10.4236/ajor.2017.76024
802
Downloads
1,393
Views
Citations
From Dynamic Linear Evaluation Rule to Dynamic CAPM in a Fractional Brownian Motion Environment
(Articles)
Qing Zhou
,
Chao Li
Journal of Mathematical Finance
Vol.2 No.4
,November 23, 2012
DOI:
10.4236/jmf.2012.24034
4,765
Downloads
7,826
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
4,814
Downloads
5,841
Views
Citations
A Three-Stage Stochastic Dynamic Pricing Game Model Affected by New Products into the Market
(Articles)
Waka Cheung
,
Fang Chen
Open Journal of Statistics
Vol.5 No.4
,June 3, 2015
DOI:
10.4236/ojs.2015.54030
2,782
Downloads
3,494
Views
Citations
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
2,799
Downloads
3,679
Views
Citations
This article belongs to the Special Issue on
Water Pollution and Control
The Cross-Section of Stock Returns: An Application of Fama-French Approach to Nepal
(Articles)
Sabin Bikram Panta
,
Niranjan Phuyal
,
Rajesh Sharma
,
Gautam Vora
Modern Economy
Vol.7 No.2
,February 26, 2016
DOI:
10.4236/me.2016.72024
4,101
Downloads
7,581
Views
Citations
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods
(Articles)
Mauricio Contreras
,
Rely Pellicer
,
Daniel Santiagos
,
Marcelo Villena
Journal of Mathematical Finance
Vol.6 No.4
,October 12, 2016
DOI:
10.4236/jmf.2016.64042
1,416
Downloads
2,472
Views
Citations
This article belongs to the Special Issue on
Portfolio Theory and Risk Management
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility
(Articles)
Wentao Zhou
,
Liuling Li
Journal of Mathematical Finance
Vol.6 No.5
,November 16, 2016
DOI:
10.4236/jmf.2016.65050
2,870
Downloads
6,779
Views
Citations
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes
(Articles)
Raj Jagannathan
Journal of Mathematical Finance
Vol.8 No.1
,February 28, 2018
DOI:
10.4236/jmf.2018.81013
973
Downloads
2,453
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
157
Downloads
892
Views
Citations
An Improved Task Scheduling Algorithm in Grid Computing Environment
(Articles)
Liang Yu
,
Gang Zhou
,
Yifei Pu
Int'l J. of Communications, Network and System Sciences
Vol.4 No.4
,April 15, 2011
DOI:
10.4236/ijcns.2011.44027
6,219
Downloads
12,422
Views
Citations
In-Depth Study on Synthesis Load Modeling
(Articles)
Qi Wang
,
Yong Tang
,
Bing Zhao
Energy and Power Engineering
Vol.5 No.4B
,October 29, 2013
DOI:
10.4236/epe.2013.54B096
4,744
Downloads
5,990
Views
Citations
Role of Internet of Things in the Smart Grid Technology
(Articles)
A. R. Al-Ali
,
Raafat Aburukba
Journal of Computer and Communications
Vol.3 No.5
,May 27, 2015
DOI:
10.4236/jcc.2015.35029
9,792
Downloads
16,067
Views
Citations
Impact of Wind Energy System Integration on the Al-Zawiya Refinery Electric Grid in Libya
(Articles)
Akram Gawedar
,
R. Ramakumar
Journal of Power and Energy Engineering
Vol.4 No.9
,September 5, 2016
DOI:
10.4236/jpee.2016.49002
1,800
Downloads
3,179
Views
Citations
Component Analysis and Calculation for Social Benefits of UHV Assessment
(Articles)
Jingshan Luo
,
Dichen Liu
,
Jun Wu
,
Fan Gao
,
Qixin Wang
,
Kai Wang
,
Xuedong Zhu
Smart Grid and Renewable Energy
Vol.7 No.10
,October 24, 2016
DOI:
10.4236/sgre.2016.710020
1,283
Downloads
1,898
Views
Citations
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