Partial Barrier Option - Articles - Scientific Research Publishing

Random Timestepping Algorithm with Exponential Distribution for Pricing Various Structures of One-Sided Barrier Options (Articles)

Hasan Alzubaidi

American Journal of Computational Mathematics Vol.7 No.3, August 3, 2017

DOI: 10.4236/ajcm.2017.73020 1,165 Downloads 3,044 Views Citations
An Accurate FFT-Based Algorithm for Bermudan Barrier Option Pricing (Articles)

Deng Ding, Zuoqiu Weng, Jingya Zhao

Intelligent Information Management Vol.4 No.3, May 25, 2012

DOI: 10.4236/iim.2012.43014 4,664 Downloads 8,468 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 1,642 Downloads 6,509 Views Citations
CreditGrades Framework within Stochastic Covariance Models (Articles)

Marcos Escobar, Hamidreza Arian, Luis Seco

Journal of Mathematical Finance Vol.2 No.4, November 21, 2012

DOI: 10.4236/jmf.2012.24033 5,761 Downloads 9,938 Views Citations
Numerical Methods for Discrete Double Barrier Option Pricing Based on Merton Jump Diffusion Model (Articles)

Mingjia Li

Open Journal of Statistics Vol.7 No.3, June 12, 2017

DOI: 10.4236/ojs.2017.73032 1,593 Downloads 3,280 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 7,033 Downloads 14,518 Views Citations
Recent Developments in Fuzzy Sets Approach in Option Pricing (Articles)

Srimantoorao S. Appadoo, Aerambamoorthy Thavaneswaran

Journal of Mathematical Finance Vol.3 No.2, May 24, 2013

DOI: 10.4236/jmf.2013.32031 4,906 Downloads 8,994 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 4,180 Downloads 5,496 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 3,551 Downloads 6,142 Views Citations
Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option (Articles)

Sunday Emmanuel Fadugba, Adedoyin Olayinka Ajayi

Open Access Library Journal Vol.2 No.4, April 17, 2015

DOI: 10.4236/oalib.1101466 3,154 Downloads 5,315 Views Citations
The Model-Free Equivalence Condition for American Spread Options (Articles)

Sang Baum Kang, Pascal Létourneau

Theoretical Economics Letters Vol.7 No.4, June 13, 2017

DOI: 10.4236/tel.2017.74055 1,391 Downloads 2,403 Views Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes (Articles)

Bo Peng

Journal of Applied Mathematics and Physics Vol.11 No.8, August 24, 2023

DOI: 10.4236/jamp.2023.118153 234 Downloads 869 Views Citations
The Valuation of Corruption (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.6 No.5, November 17, 2016

DOI: 10.4236/jmf.2016.65051 2,072 Downloads 5,713 Views Citations
An Investigation into Barriers of Technology Transfer in the Construction Industry in Iran and Malaysia (Articles)

Byung Gyoo Kang, Mehrdad Arefi, Boon Hoe Goh, Myung Kyu Song

Open Journal of Social Sciences Vol.3 No.7, July 14, 2015

DOI: 10.4236/jss.2015.37015 5,244 Downloads 7,128 Views Citations
A New Perspective on Earth’s Radiation Zone (Articles)

Delong Chi

Journal of Applied Mathematics and Physics Vol.9 No.11, November 30, 2021

DOI: 10.4236/jamp.2021.911191 376 Downloads 2,635 Views Citations
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 4,050 Downloads 5,575 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 1,875 Downloads 3,764 Views Citations
On the Location of a Free Boundary for American Options (Articles)

Ronald Katende, Diaraf Seck, Philip Ngare

Journal of Mathematical Finance Vol.6 No.5, November 24, 2016

DOI: 10.4236/jmf.2016.65062 2,144 Downloads 5,002 Views Citations
The Barone-Adesi Whaley Formula to Price American Options Revisited (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.6 No.2, February 13, 2015

DOI: 10.4236/am.2015.62036 8,469 Downloads 16,337 Views Citations
Influence of the Multispecies Probiotic Ecologic^® BARRIER on Parameters of Intestinal Barrier Function (Articles)

Saskia Van Hemert, Geline Ormel

Food and Nutrition Sciences Vol.5 No.18, September 22, 2014

DOI: 10.4236/fns.2014.518187 5,278 Downloads 8,788 Views Citations
This article belongs to the Special Issue on Probiotics and Prebiotics

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