has been cited by the following article(s):
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[1]
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Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution
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Journal of Mathematical Finance,
2022 |
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[2]
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Homotopy perturbation method to solve Black Scholes differential equation for ML-payoff function
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Journal of Interdisciplinary Mathematics,
2022 |
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[3]
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Direct Solution of Black-Scholes-Merton European Put Option Model on Dividend Yield With Modified-Log Payoff Function
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International Journal of …,
2022 |
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[4]
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The Adomian Decomposition Method for Standard Power Options
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Ratio Mathematica,
2022 |
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[5]
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PDTM approach to solve Black Scholes equation for powered ML-Payoff function
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Computational Methods for Differential Equations,
2022 |
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[6]
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PEMODELAN TRANSFORMASI FAST-FOURIER PADA VALUASI OBLIGASI KORPORASI (Studi Kasus: PT. Bank Danamon Tbk, PT. Bank CIMB Niaga Tbk, dan PT …
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2021 |
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[7]
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A comparison of European and Asian options under Markov additive processes
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2019 |
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[8]
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An improved Mellin transform approach to BSM formula of ML-payoff function
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2019 |
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[9]
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Exponential Functionals of Markov Additive Processes
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2019 |
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[10]
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Moments and Mellin transform of the asset price in Stein and Stein model and option pricing
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Lithuanian Mathematical Journal,
2018 |
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[11]
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BSM model for ML-payoff function through PDTM
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Asian-European Journal of Mathematics,
2018 |
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[12]
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Imaginary Mass, Black Scholes Variance, and Group Quantization
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2018 |
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[13]
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Fixed point iterative methods for linear complementarity problems in American option pricing
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2017 |
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[14]
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PEMODELAN OPSI SAHAM KARYAWAN MENGGUNAKAN PENDEKATAN TOP-DOWN
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[1]
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Modelling Asymmetric Dependence in Stochastic Volatility and Option Pricing: A Conditional Copula Approach
Scientific African,
2023
DOI:10.1016/j.sciaf.2023.e01765
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[2]
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Homotopy perturbation method to solve Black Scholes differential equation for ML-payoff function
Journal of Interdisciplinary Mathematics,
2022
DOI:10.1080/09720502.2021.2012899
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[3]
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An improved Mellin transform approach to BSM formula of ML-payoff function
Journal of Interdisciplinary Mathematics,
2019
DOI:10.1080/09720502.2019.1677314
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[4]
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Moments and Mellin transform of the asset price in Stein and Stein model and option pricing
Lithuanian Mathematical Journal,
2018
DOI:10.1007/s10986-018-9380-9
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[5]
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BSM model for ML-payoff function through PDTM
Asian-European Journal of Mathematics,
2018
DOI:10.1142/S1793557120500242
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[6]
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Imaginary Mass, Black Scholes Variance, and Group Quantization
SSRN Electronic Journal ,
2018
DOI:10.2139/ssrn.3140485
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