Heston’s Model; European-Style Option; Characteristic Function Inversion - Articles

Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.1，February 23, 2012

DOI: 10.4236/tel.2012.21003 6,076 Downloads 12,341 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 2,996 Downloads 4,512 Views Citations
Stochastic Volatility Jump-Diffusion Model for Option Pricing (Articles)

Nonthiya Makate, Pairote Sattayatham

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

DOI: 10.4236/jmf.2011.13012 5,403 Downloads 12,040 Views Citations
Joint Characteristic Function of Stock Log-Price and Squared Volatility in the Bates Model and Its Asset Pricing Applications (Articles)

Oleksandr Zhylyevskyy

Theoretical Economics Letters Vol.2 No.4，November 1, 2012

DOI: 10.4236/tel.2012.24074 4,530 Downloads 7,338 Views Citations
Optimal Investment and Consumption Problem with Stochastic Environments (Articles)

Stanley Jere, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.12 No.4，October 21, 2022

DOI: 10.4236/jmf.2022.124032 179 Downloads 794 Views Citations
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.6 No.5，November 30, 2016

DOI: 10.4236/jmf.2016.65063 2,871 Downloads 6,104 Views Citations
On the Efficacy of Fourier Series Approximations for Pricing European Options (Articles)

A. S. Hurn, K. A. Lindsay, A. J. McClelland

Applied Mathematics Vol.5 No.17，October 23, 2014

DOI: 10.4236/am.2014.517267 4,568 Downloads 5,588 Views Citations
Complex Magnetic Anomalous Chaotic Inversion (Articles)

Jiaxiong Cai, Yueping Yan

International Journal of Geosciences Vol.12 No.12，December 23, 2021

DOI: 10.4236/ijg.2021.1212057 144 Downloads 549 Views Citations
Ambient Noise Tomography, Green’s Function and Earthquakes (Articles)

Panayiotis K. Varotsos, Efthimios S. Skordas

International Journal of Geosciences Vol.13 No.12，December 20, 2022

DOI: 10.4236/ijg.2022.1312055 117 Downloads 712 Views Citations
Distribution of Geometrically Weighted Sum of Bernoulli Random Variables (Articles)

Deepesh Bhati, Phazamile Kgosi, Ranganath Narayanacharya Rattihalli

Applied Mathematics Vol.2 No.11，November 30, 2011

DOI: 10.4236/am.2011.211195 5,430 Downloads 10,899 Views Citations
The Characteristic Function Method and Its Application to (1 + 1)-Dimensional Dispersive Long Wave Equation (Articles)

Medhat M. Helal, Mohammad L. Mekky, Emad A. Mohamed

Applied Mathematics Vol.3 No.1，January 4, 2012

DOI: 10.4236/am.2012.31002 5,359 Downloads 10,335 Views Citations
Research on Fitness Value of Plum Blossom Boxing Basic Skill (Articles)

Yanmin Yin, Qiong Liu

Open Access Library Journal Vol.9 No.7，July 11, 2022

DOI: 10.4236/oalib.1108981 52 Downloads 387 Views Citations
Study on Chinese Rural Drinking Water Option and Its Pricing (Articles)

Jian-Fei Leng, Lu Li

Journal of Financial Risk Management Vol.1 No.4，December 18, 2012

DOI: 10.4236/jfrm.2012.14010 4,232 Downloads 8,370 Views Citations
Generalized Option Betas (Articles)

Sven Husmann, Neda Todorova

Journal of Mathematical Finance Vol.3 No.3，August 8, 2013

DOI: 10.4236/jmf.2013.33035 5,587 Downloads 8,065 Views Citations
Entanglement Quantifier Based on Atomic Wehrl Entropy for Non-Linear Interaction between a Single Two-Level Atom and SU(1,1) Quantum System (Articles)

Sayed Abdel-Khalek, Manal Al-Quthami, Mohamed M. A. Ahmed

Journal of Quantum Information Science Vol.4 No.1，March 7, 2014

DOI: 10.4236/jqis.2014.41004 3,613 Downloads 5,349 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
The Analysis of Stiffness for Rubbery Metallic Material Based on Mesoscopic Features (Articles)

Hong Zuo, Hongbai Bai, Yuhong Feng

Materials Sciences and Applications Vol.2 No.6，June 24, 2011

DOI: 10.4236/msa.2011.26090 5,143 Downloads 8,012 Views Citations
Detective Method for Water Pollution Based on Millimeter Wave Radiant Characteristics (Articles)

Beibei Li, Guangfeng Zhang, Guowei Lou, Luyan Zhou, Jing Liu

Journal of Computer and Communications Vol.4 No.3，March 2, 2016

DOI: 10.4236/jcc.2016.43013 2,344 Downloads 3,161 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 2,394 Downloads 4,360 Views Citations
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 1,479 Downloads 2,580 Views Citations
This article belongs to the Special Issue on Option Pricing

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