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DOI
Author
Journal
Affiliation
ISSN
Subject
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
1,440
Downloads
2,568
Views
Citations
This article belongs to the Special Issue on
Option Pricing
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
220
Downloads
813
Views
Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model
(Articles)
Lingkang Zhu
,
Xiu Kan
,
Huisheng Shu
,
Zifeng Wang
Journal of Applied Mathematics and Physics
Vol.7 No.12
,December 9, 2019
DOI:
10.4236/jamp.2019.712211
801
Downloads
1,869
Views
Citations
Review of Asian Options
(Articles)
Jiaying Han
,
Yicheng Hong
Open Access Library Journal
Vol.9 No.2
,February 15, 2022
DOI:
10.4236/oalib.1108358
174
Downloads
1,641
Views
Citations
Perpetual American Call Option under Fractional Brownian Motion Model
(Articles)
Atsuo Suzuki
Journal of Mathematical Finance
Vol.13 No.2
,May 31, 2023
DOI:
10.4236/jmf.2023.132014
88
Downloads
410
Views
Citations
This article belongs to the Special Issue on
Pricing Strategy and Theory
Adaptive Wave Models for Sophisticated Option Pricing
(Articles)
Vladimir G. Ivancevic
Journal of Mathematical Finance
Vol.1 No.3
,November 25, 2011
DOI:
10.4236/jmf.2011.13006
5,143
Downloads
10,711
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
2,797
Downloads
3,673
Views
Citations
This article belongs to the Special Issue on
Water Pollution and Control
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
971
Downloads
2,450
Views
Citations
VIX and VIX Futures Pricing Algorithms: Cultivating Understanding
(Articles)
Hancock G. D’Anne
Modern Economy
Vol.3 No.3
,May 22, 2012
DOI:
10.4236/me.2012.33038
11,879
Downloads
19,253
Views
Citations
Cross-Market Valuation with Full Information on the Company’s Capital Structure
(Articles)
Pascal Heider
,
Peter N. Posch
Journal of Mathematical Finance
Vol.3 No.3A
,October 30, 2013
DOI:
10.4236/jmf.2013.33A007
4,558
Downloads
6,746
Views
Citations
This article belongs to the Special Issue on
Corporate Finance
Stock Price Information Content, Idiosyncratic Volatility and Expected Return
(Articles)
Meimei Liang
Journal of Mathematical Finance
Vol.5 No.4
,November 25, 2015
DOI:
10.4236/jmf.2015.54034
5,116
Downloads
6,361
Views
Citations
Patterns and Pricing of Idiosyncratic Volatility in the French Stock Market
(Articles)
Zhentao Liu
,
Gilbert V. Nartea
,
Ji Wu
Theoretical Economics Letters
Vol.8 No.1
,January 29, 2018
DOI:
10.4236/tel.2018.81005
953
Downloads
2,052
Views
Citations
This article belongs to the Special Issue on
Financial Economics
Option Pricing Applications of Quadratic Volatility Models
(Articles)
Srimantoorao. S. Appadoo
,
Aerambamoorthy Thavaneswaran
,
Saman Muthukumarana
Journal of Mathematical Finance
Vol.2 No.2
,May 23, 2012
DOI:
10.4236/jmf.2012.22017
4,609
Downloads
9,165
Views
Citations
The Stochastic Dominance Violation of Index Call Options in the Presence of Market Makers
(Articles)
Sang Baum Kang
Theoretical Economics Letters
Vol.8 No.9
,June 13, 2018
DOI:
10.4236/tel.2018.89103
692
Downloads
1,285
Views
Citations
This article belongs to the Special Issue on
Financial Modeling
Differential Evolution Optimization of the Broken Wing Butterfly Option Strategy
(Articles)
David Munoz Constantine
,
Richard Tymerski
,
Garrison Greenwood
Technology and Investment
Vol.11 No.3
,June 30, 2020
DOI:
10.4236/ti.2020.113003
778
Downloads
4,346
Views
Citations
A Simple Model to Explain Expensive Index Call Options
(Articles)
Sang Baum Kang
Theoretical Economics Letters
Vol.7 No.3
,March 16, 2017
DOI:
10.4236/tel.2017.73024
1,470
Downloads
2,937
Views
Citations
Properties of Time-Varying Causality Tests in the Presence of Multivariate Stochastic Volatility
(Articles)
Daiki Maki
Open Journal of Statistics
Vol.6 No.5
,October 8, 2016
DOI:
10.4236/ojs.2016.65064
1,497
Downloads
2,460
Views
Citations
The Barrier Binary Options
(Articles)
Min Gao
,
Zhenfeng Wei
Journal of Mathematical Finance
Vol.10 No.1
,February 26, 2020
DOI:
10.4236/jmf.2020.101010
1,147
Downloads
4,681
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
2,379
Downloads
4,386
Views
Citations
Forecasting Crude Oil Price Volatility by Heston Model
(Articles)
Patrick Kandege Mwanakatwe
,
Joanitha Daniel
,
Kulwa Roberth Nzungu
Journal of Mathematical Finance
Vol.13 No.3
,August 29, 2023
DOI:
10.4236/jmf.2023.133026
136
Downloads
717
Views
Citations
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