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Valuation of European and American Options under Variance Gamma Process
(Articles)
Ferry Jaya Permana
,
Dharma Lesmono
,
Erwinna Chendra
Journal of Applied Mathematics and Physics
Vol.2 No.11
,October 28, 2014
DOI:
10.4236/jamp.2014.211114
3,667
Downloads
5,000
Views
Citations
Rapid Quantum Search Algorithm
(Articles)
Yehuda Roth
Journal of Modern Physics
Vol.4 No.9
,September 3, 2013
DOI:
10.4236/jmp.2013.49158
4,413
Downloads
6,508
Views
Citations
On the Internal Consistency of the Black-Scholes Option Pricing Model
(Articles)
Jeremy Berkowitz
Theoretical Economics Letters
Vol.3 No.3
,June 13, 2013
DOI:
10.4236/tel.2013.33032
4,252
Downloads
6,468
Views
Citations
Foreign Exchange Derivative Pricing with Stochastic Correlation
(Articles)
Topilista Nabirye
,
Philip Ngare
,
Joseph Mungatu
Journal of Mathematical Finance
Vol.6 No.5
,November 23, 2016
DOI:
10.4236/jmf.2016.65059
1,671
Downloads
3,098
Views
Citations
E-Commerce Business Models and Search Engine Dependency
(Articles)
Tobias Klatt
iBusiness
Vol.5 No.3B
,November 8, 2013
DOI:
10.4236/ib.2013.53B041
5,879
Downloads
9,231
Views
Citations
EU Coordination Weaknesses: Transaction Costs
(Articles)
Jan-Erik Lane
Open Access Library Journal
Vol.3 No.8
,August 5, 2016
DOI:
10.4236/oalib.1102800
836
Downloads
1,389
Views
Citations
The Analysis of Carbon Trade Economics and Its Policy Implication to Mitigate Climate Change in Tanzania
(Articles)
Felister Mombo
,
Miriam Mrutu
,
Yonika Ngaga
American Journal of Climate Change
Vol.7 No.4
,September 30, 2018
DOI:
10.4236/ajcc.2018.74031
831
Downloads
2,608
Views
Citations
High Order Portfolio Optimization Problem with Transaction Costs
(Articles)
Xin Li
,
Peiai Zhang
Modern Economy
Vol.10 No.6
,June 12, 2019
DOI:
10.4236/me.2019.106100
846
Downloads
2,166
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
7,123
Downloads
11,876
Views
Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Int'l J. of Modern Nonlinear Theory and Application
Vol.2 No.1
,March 13, 2013
DOI:
10.4236/ijmnta.2013.21003
6,611
Downloads
12,283
Views
Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information
(Articles)
Weicheng Xu
,
Tian Zhou
,
Di Peng
Journal of Applied Mathematics and Physics
Vol.9 No.4
,April 21, 2021
DOI:
10.4236/jamp.2021.94050
266
Downloads
758
Views
Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes
(Articles)
Zhongmin Qian
,
Xingcheng Xu
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132015
141
Downloads
639
Views
Citations
Geometric Fractional Brownian Motion Perturbed by Fractional Ornstein-Uhlenbeck Process and Application on KLCI Option Pricing
(Articles)
Mohammed Alhagyan
,
Masnita Misiran
,
Zurni Omar
Open Access Library Journal
Vol.3 No.8
,August 19, 2016
DOI:
10.4236/oalib.1102863
1,469
Downloads
2,684
Views
Citations
A Hybrid Parallel Multi-Objective Genetic Algorithm for 0/1 Knapsack Problem
(Articles)
Sudhir B. Jagtap
,
Subhendu Kumar Pani
,
Ganeshchandra Shinde
Journal of Software Engineering and Applications
Vol.4 No.5
,May 26, 2011
DOI:
10.4236/jsea.2011.45035
5,013
Downloads
9,404
Views
Citations
An Intelligent Bi-Directional Parallel B* Routing Algorithm
(Articles)
Xueyu Zhang
,
Caihong Li
Journal of Computer and Communications
Vol.8 No.7
,June 30, 2020
DOI:
10.4236/jcc.2020.87001
492
Downloads
1,810
Views
Citations
Sensitivity Encoding Reconstruction for MRI with Gridding Algorithm
(Articles)
Lianjun Zhang
,
Gang Liu
Journal of Computer and Communications
Vol.9 No.2
,February 23, 2021
DOI:
10.4236/jcc.2021.92002
264
Downloads
978
Views
Citations
Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields
(Articles)
Sunday Emmanuel Fadugba
,
Chuma Raphael Nwozo
Journal of Mathematical Finance
Vol.5 No.3
,July 10, 2015
DOI:
10.4236/jmf.2015.53023
3,476
Downloads
4,567
Views
Citations
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
6,308
Downloads
12,065
Views
Citations
Option Pricing When Changes of the Underlying Asset Prices Are Restricted
(Articles)
George J Jiang
,
Guanzhong Pan
,
Lei Shi
Journal of Mathematical Finance
Vol.1 No.2
,August 25, 2011
DOI:
10.4236/jmf.2011.12004
4,731
Downloads
9,816
Views
Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration
(Articles)
Lorella Fatone
,
Francesca Mariani
,
Maria Cristina Recchioni
,
Francesco Zirilli
Journal of Mathematical Finance
Vol.3 No.1
,February 26, 2013
DOI:
10.4236/jmf.2013.31002
6,568
Downloads
12,322
Views
Citations
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