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DOI
Author
Journal
Affiliation
ISSN
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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
1,860
Downloads
9,206
Views
Citations
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
219
Downloads
804
Views
Citations
Option Pricing Model Driven by G-Lévy Process under the G-Expectation Framework
(Articles)
Yingmei Xu
,
Yang Li
Journal of Applied Mathematics and Physics
Vol.11 No.1
,January 16, 2023
DOI:
10.4236/jamp.2023.111004
161
Downloads
495
Views
Citations
An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy
(Articles)
Werner Hürlimann
Applied Mathematics
Vol.2 No.4
,March 31, 2011
DOI:
10.4236/am.2011.24053
6,314
Downloads
12,236
Views
Citations
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
6,649
Downloads
13,744
Views
Citations
Option Pricing with Economic Feasibility
(Articles)
Yi-Jang Yu
Modern Economy
Vol.4 No.1
,January 31, 2013
DOI:
10.4236/me.2013.41009
4,117
Downloads
6,136
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
3,773
Downloads
6,037
Views
Citations
A Simple Method to Price Window Reset Options
(Articles)
Yi-Long Hsiao
Journal of Mathematical Finance
Vol.3 No.1
,February 28, 2013
DOI:
10.4236/jmf.2013.31008
5,723
Downloads
9,374
Views
Citations
Recent Developments in Fuzzy Sets Approach in Option Pricing
(Articles)
Srimantoorao S. Appadoo
,
Aerambamoorthy Thavaneswaran
Journal of Mathematical Finance
Vol.3 No.2
,May 24, 2013
DOI:
10.4236/jmf.2013.32031
4,518
Downloads
8,362
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
4,809
Downloads
5,831
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
2,378
Downloads
4,379
Views
Citations
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market
(Articles)
Fadugba Sunday Emmanuel
,
Emeka Helen Oluyemisi
Applied Mathematics
Vol.7 No.9
,May 26, 2016
DOI:
10.4236/am.2016.79075
1,862
Downloads
3,352
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
1,411
Downloads
2,460
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
1,047
Downloads
2,386
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
1,412
Downloads
3,653
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
967
Downloads
2,441
Views
Citations
The Black-Scholes Merton Model
—Implications for the Option Delta and the Probability of Exercise
(Articles)
Sunil K. Parameswaran
,
Sankarshan Basu
Theoretical Economics Letters
Vol.10 No.6
,December 25, 2020
DOI:
10.4236/tel.2020.106080
593
Downloads
3,434
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
366
Downloads
1,687
Views
Citations
This article belongs to the Special Issue on
Stochastic and Financial Mathematics
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock
(Articles)
Paulina Nangolo
,
Elias Rabson Offen
,
Othusitse Basmanebothe
Journal of Mathematical Finance
Vol.13 No.2
,May 25, 2023
DOI:
10.4236/jmf.2023.132012
99
Downloads
688
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
2,963
Downloads
4,419
Views
Citations
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