American Options - Articles - Scientific Research Publishing

Pricing American Options Using Transition Probabilities: A Dynamical Systems Approach (Articles)

Rocio Elizondo, Pablo Padilla, Mogens Bladt

Open Journal of Statistics Vol.5 No.6, October 20, 2015

DOI: 10.4236/ojs.2015.56056 3,845 Downloads 5,541 Views Citations
L^∞-Asymptotic Behavior of the Variational Inequality Related to American Options Problem (Articles)

Djaber Chemseddine Benchettah, Mohamed Haiour

Applied Mathematics Vol.5 No.8, May 15, 2014

DOI: 10.4236/am.2014.58122 2,700 Downloads 4,350 Views Citations
The Effects of Negative Nominal Rates on the Pricing of American Calls: Some Theoretical and Numerical Insights (Articles)

Alessia Cafferata, Pier Giuseppe Giribone, Marina Resta

Modern Economy Vol.8 No.7, July 13, 2017

DOI: 10.4236/me.2017.87061 2,518 Downloads 4,609 Views Citations
This article belongs to the Special Issue on Financial Investment
Unraveling Market Inefficiencies: Weak Arbitrage and the Information-Based Model for Option Pricing (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.4, November 7, 2023

DOI: 10.4236/jmf.2023.134027 371 Downloads 1,602 Views Citations
Fast Fourier Transform Based Computation of American Options under Economic Recession Induced Volatility Uncertainty (Articles)

Philip Ajibola Bankole, Olabisi O. Ugbebor

Journal of Mathematical Finance Vol.9 No.3, August 22, 2019

DOI: 10.4236/jmf.2019.93026 882 Downloads 2,661 Views Citations
The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula (Articles)

Yujie Cui, Baoli Yu

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23029 6,378 Downloads 11,079 Views Citations
Expected Stock Returns and Option-Implied Rate of Return (Articles)

Samuel Y. M. Ze-To

Journal of Mathematical Finance Vol.2 No.4, November 19, 2012

DOI: 10.4236/jmf.2012.24030 9,033 Downloads 15,175 Views Citations
Prescription for Obesity: Eat Less and Move More. Is It Really That Simple? (Articles)

Karen M. Deck, Beth Haney, Camille F. Fitzpatrick, Susanne J. Phillips, Susan M. Tiso

Open Journal of Nursing Vol.4 No.9, August 14, 2014

DOI: 10.4236/ojn.2014.49069 5,251 Downloads 8,453 Views Citations
Computation of Greeks Using Binomial Tree (Articles)

Yoshifumi Muroi, Shintaro Suda

Journal of Mathematical Finance Vol.7 No.3, July 17, 2017

DOI: 10.4236/jmf.2017.73031 3,587 Downloads 9,931 Views Citations
Gender in the American Anthology Apparatus: A Linguistic Analysis (Articles)

Laura Aull

Advances in Literary Study Vol.2 No.1, January 17, 2014

DOI: 10.4236/als.2014.21008 6,721 Downloads 10,908 Views Citations
Book Review— Looking Like the Enemy: My Story of Imprisonment in Japanese American Internment Camps. By Mary Matsuda Gruenewald. NewSage Press, 2005. xi-227 pp. (Articles)

Floyd Cheung

Advances in Literary Study Vol.2 No.3, July 31, 2014

DOI: 10.4236/als.2014.23015 4,406 Downloads 8,274 Views Citations
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.6 No.5, November 30, 2016

DOI: 10.4236/jmf.2016.65063 3,235 Downloads 7,364 Views Citations
Alternative Financing Instruments for African Economies (Articles)

Jane Mpapalika

Journal of Mathematical Finance Vol.10 No.1, January 16, 2020

DOI: 10.4236/jmf.2020.101005 806 Downloads 2,086 Views Citations
Real Options Literature Review (Articles)

Shihong Zeng, Shuai Zhang

iBusiness Vol.3 No.1, March 10, 2011

DOI: 10.4236/ib.2011.31007 13,836 Downloads 26,689 Views Citations
A Skewness-Adjusted Binomial Model for Pricing Futures Options—The Importance of the Mean and Carrying-Cost Parameters (Articles)

Stafford Johnson, Amit Sen, Brian Balyeat

Journal of Mathematical Finance Vol.2 No.1, February 28, 2012

DOI: 10.4236/jmf.2012.21013 4,827 Downloads 8,959 Views Citations
Implied Idiosyncratic Volatility and Stock Return Predictability (Articles)

Cesario Mateus, Worawuth Konsilp

Journal of Mathematical Finance Vol.4 No.5, November 26, 2014

DOI: 10.4236/jmf.2014.45032 5,165 Downloads 7,683 Views Citations
The Impact of Maturity on Futures and Options with Reference to National Stock Exchange: An Exploratory Study (Articles)

B. Radhakrishna, S. Ravikumar, B. D. Hansraj

Theoretical Economics Letters Vol.9 No.6, August 5, 2019

DOI: 10.4236/tel.2019.96110 1,059 Downloads 3,580 Views Citations
A Mathematical Formulation of the Valuation of Short Sales and Put Options on Real Estate (Articles)

Rebecca Abraham

Theoretical Economics Letters Vol.15 No.2, April 25, 2025

DOI: 10.4236/tel.2025.152027 146 Downloads 534 Views Citations
Research on American English Translation of Chinese Signs in Baoding from the Perspective of Cultural Differences (Articles)

Nan Zhao, Ruixian Ma, Xiaomei Du

Open Journal of Modern Linguistics Vol.5 No.1, January 27, 2015

DOI: 10.4236/ojml.2015.51001 5,260 Downloads 7,452 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

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