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Affiliation
ISSN
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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
690
Views
Citations
Feynman Perturbation Series for the Morse Potential
(Articles)
Boudjedaa Badredine
,
Meftah Mohamed Tayeb
,
Chetouani Lyazid
Journal of Modern Physics
Vol.5 No.5
,March 24, 2014
DOI:
10.4236/jmp.2014.55028
4,051
Downloads
6,369
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
6,318
Downloads
12,242
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
13,747
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
Integral Representations for the Price of Vanilla Put Options on a Basket of Two-Dividend Paying Stocks
(Articles)
Sunday Emmanuel Fadugba
,
Chuma Raphael Nwozo
Applied Mathematics
Vol.6 No.5
,May 12, 2015
DOI:
10.4236/am.2015.65074
3,932
Downloads
4,996
Views
Citations
Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform
(Articles)
Sunday Emmanuel Fadugba
,
Chuma Raphael Nwozo
Journal of Mathematical Finance
Vol.6 No.2
,May 31, 2016
DOI:
10.4236/jmf.2016.62028
3,296
Downloads
5,322
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
596
Downloads
3,442
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
367
Downloads
1,690
Views
Citations
This article belongs to the Special Issue on
Stochastic and Financial Mathematics
Iterative Technology in a Singular Fractional Boundary Value Problem with
q
-Difference
(Articles)
Xiuli Lin
,
Zengqin Zhao
,
Yongliang Guan
Applied Mathematics
Vol.7 No.1
,January 26, 2016
DOI:
10.4236/am.2016.71008
4,192
Downloads
4,743
Views
Citations
A Domain-Boundary Integral Treatment of Transient Scalar Transport with Memory
(Articles)
Okey Oseloka Onyejekwe
Applied Mathematics
Vol.7 No.11
,July 12, 2016
DOI:
10.4236/am.2016.711109
1,520
Downloads
2,408
Views
Citations
This article belongs to the Special Issue on
Applied Iterative Methods
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
5,136
Downloads
10,701
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
1,413
Downloads
3,658
Views
Citations
Spectral Analysis of the Derivation of Green’s Function of Helmholtz Integral Equation via Dirac-Delta Function and Cauchy Residual Approach
(Articles)
Md. Shuzon Ali
,
Sherajum Monira Bristy
,
Md. Abdullah Al Asad
,
Nur Hasan Mahmud Shahen
Open Access Library Journal
Vol.10 No.6
,June 14, 2023
DOI:
10.4236/oalib.1110245
56
Downloads
378
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
4,422
Views
Citations
A Simple Generalisation of Kirk’s Approximation for Multi-Asset Spread Options by the Lie-Trotter Operator Splitting Method
(Articles)
Chi-Fai Lo
Journal of Mathematical Finance
Vol.4 No.3
,May 6, 2014
DOI:
10.4236/jmf.2014.43016
6,692
Downloads
9,569
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
5,144
Downloads
6,472
Views
Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model
(Articles)
Henrietta Ify Ojarikre
,
Ideh Rapheal
,
Ebimene James Mamadu
Journal of Applied Mathematics and Physics
Vol.12 No.3
,March 26, 2024
DOI:
10.4236/jamp.2024.123050
38
Downloads
116
Views
Citations
Quadrature Rules for Functions with a Mid-Point Logarithmic Singularity in the Boundary Element Method Based on the
x = t
p
Substitution
(Articles)
Stephen M. Kirkup
,
Javad Yazdani
,
George Papazafeiropoulos
American Journal of Computational Mathematics
Vol.9 No.4
,December 16, 2019
DOI:
10.4236/ajcm.2019.94021
553
Downloads
1,695
Views
Citations
Theoretical Study of the Interplay of Superconductivity and Magnetism in FeAs Based Superconductors
(Articles)
Mesfin A. Afrassa
,
Poran Singh
World Journal of Condensed Matter Physics
Vol.4 No.2
,March 31, 2014
DOI:
10.4236/wjcmp.2014.42008
3,671
Downloads
6,118
Views
Citations
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