Black-Scholes Equations - Articles - Scientific Research Publishing

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 192 Downloads 580 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 6,692 Downloads 13,597 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 4,581 Downloads 8,239 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 5,179 Downloads 6,394 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 1,455 Downloads 3,646 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4，November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,261 Downloads 3,773 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow, James Sochacki

Journal of Mathematical Finance Vol.9 No.4，October 25, 2019

DOI: 10.4236/jmf.2019.94031 985 Downloads 2,697 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters (Articles)

Stafford Johnson, Amit Sen, Brian Balyeat

Journal of Mathematical Finance Vol.2 No.1，February 28, 2012

DOI: 10.4236/jmf.2012.21013 4,563 Downloads 8,298 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6，June 26, 2012

DOI: 10.4236/am.2012.36093 7,212 Downloads 11,142 Views Citations
The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula (Articles)

Yujie Cui, Baoli Yu

Journal of Mathematical Finance Vol.2 No.3，August 31, 2012

DOI: 10.4236/jmf.2012.23029 6,103 Downloads 10,378 Views Citations
Darboux Transformation in Quantum Black-Scholes Hamiltonian and Supersymmetry (Articles)

Jafar Sadeghi, Mohammad Rostami, Ahmad Pourdarvish, Behnam Pourhassan

Open Journal of Microphysics Vol.3 No.2，May 24, 2013

DOI: 10.4236/ojm.2013.32008 3,598 Downloads 6,663 Views Citations
Mathematical Analysis of Financial Model on Market Price with Stochastic Volatility (Articles)

Mitun Kumar Mondal, Md. Abdul Alim, Md. Faizur Rahman, Md. Haider Ali Biswas

Journal of Mathematical Finance Vol.7 No.2，May 19, 2017

DOI: 10.4236/jmf.2017.72019 2,894 Downloads 5,798 Views Citations
Applying the Barycentric Jacobi Spectral Method to Price Options with Transaction Costs in a Fractional Black-Scholes Framework (Articles)

B. F. Nteumagné, E. Pindza, E. Maré

Journal of Mathematical Finance Vol.4 No.1，January 21, 2014

DOI: 10.4236/jmf.2014.41004 6,541 Downloads 8,980 Views Citations
This article belongs to the Special Issue on Option Pricing Research
The Operator Splitting Method for Black-Scholes Equation (Articles)

Yassir Daoud, Turgut Öziş

Applied Mathematics Vol.2 No.6，June 22, 2011

DOI: 10.4236/am.2011.26103 6,364 Downloads 11,919 Views Citations
On the Individual Expectations of Non-Average Investors (Articles)

Lucia Del Chicca, Gerhard Larcher

Journal of Mathematical Finance Vol.1 No.3，November 8, 2011

DOI: 10.4236/jmf.2011.13010 5,228 Downloads 8,764 Views Citations
Pricing Double Barrier Parisian Option Using Finite Difference (Articles)

Xuemei Gao

Journal of Financial Risk Management Vol.2 No.4，October 31, 2013

DOI: 10.4236/jfrm.2013.24011 4,834 Downloads 9,075 Views Citations
Pricing American Options Using Transition Probabilities: A Dynamical Systems Approach (Articles)

Rocio Elizondo, Pablo Padilla, Mogens Bladt

Open Journal of Statistics Vol.5 No.6，October 20, 2015

DOI: 10.4236/ojs.2015.56056 3,592 Downloads 4,732 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 1,533 Downloads 2,465 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 1,977 Downloads 9,640 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 238 Downloads 914 Views Citations

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