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 1,134 Downloads 2,971 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 4,630 Downloads 8,404 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 1,608 Downloads 6,384 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 5,727 Downloads 9,843 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 1,558 Downloads 3,203 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 1,343 Downloads 2,332 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 203 Downloads 810 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 2,022 Downloads 5,613 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 5,189 Downloads 7,024 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 314 Downloads 2,522 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 4,004 Downloads 5,488 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 1,842 Downloads 3,693 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 2,095 Downloads 4,907 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 8,420 Downloads 16,093 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 5,233 Downloads 8,679 Views Citations
This article belongs to the Special Issue on Probiotics and Prebiotics
Analysis of Studies from 2000-2010 in Real Option Theory and Application to OM (Articles)

Hui-Chuan Chen

American Journal of Operations Research Vol.1 No.1, March 25, 2011

DOI: 10.4236/ajor.2011.11003 5,855 Downloads 12,655 Views Citations
Black-Scholes Option Pricing Model Modified to Admit a Miniscule Drift Can Reproduce the Volatility Smile (Articles)

Matthew C. Modisett, James A. Powell

Applied Mathematics Vol.3 No.6, June 26, 2012

DOI: 10.4236/am.2012.36093 7,583 Downloads 12,237 Views Citations
Study on Chinese Rural Drinking Water Option and Its Pricing (Articles)

Jian-Fei Leng, Lu Li

Journal of Financial Risk Management Vol.1 No.4, December 18, 2012

DOI: 10.4236/jfrm.2012.14010 4,456 Downloads 8,874 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

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

International Journal of Modern Nonlinear Theory and Application Vol.2 No.1, March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,999 Downloads 12,417 Views Citations
Generalized Option Betas (Articles)

Sven Husmann, Neda Todorova

Journal of Mathematical Finance Vol.3 No.3, August 8, 2013

DOI: 10.4236/jmf.2013.33035 5,867 Downloads 8,714 Views Citations

First <12 3 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies