Callable Bond; Monte Carlo Simulation; CIR Model; Embedded Option Pricing - Articles

Pricing Callable Bonds Based on Monte Carlo Simulation Techniques (Articles)

Deng Ding, Qi Fu, Jacky So

Technology and Investment Vol.3 No.2, May 29, 2012

DOI: 10.4236/ti.2012.32015 10,340 Downloads 18,124 Views Citations
Review of Asian Options (Articles)

Jiaying Han, Yicheng Hong

Open Access Library Journal Vol.9 No.2, February 15, 2022

DOI: 10.4236/oalib.1108358 316 Downloads 3,067 Views Citations
Variance Reduction Techniques of Importance Sampling Monte Carlo Methods for Pricing Options (Articles)

Qiang Zhao, Guo Liu, Guiding Gu

Journal of Mathematical Finance Vol.3 No.4, October 17, 2013

DOI: 10.4236/jmf.2013.34045 7,959 Downloads 13,354 Views Citations
A Monte Carlo-Based Approach for Groundwater Chemistry Inverse Modeling (Articles)

Walt W. McNab Jr.

Open Journal of Modern Hydrology Vol.4 No.4, September 18, 2014

DOI: 10.4236/ojmh.2014.44011 3,852 Downloads 5,437 Views Citations
Structured Financial Product Designing (Articles)

Huayue Zhang, Jingwen Wang

Open Journal of Social Sciences Vol.11 No.2, February 28, 2023

DOI: 10.4236/jss.2023.112032 304 Downloads 2,197 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 7,035 Downloads 14,526 Views Citations
A Computational Approach to Financial Option Pricing Using Quasi Monte Carlo Methods via Variance Reduction Techniques (Articles)

Farshid Mehrdoust, Kianoush Fathi Vajargah

Journal of Mathematical Finance Vol.2 No.2, May 23, 2012

DOI: 10.4236/jmf.2012.22021 5,150 Downloads 10,686 Views Citations
Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options (Articles)

Armin Müller

Journal of Mathematical Finance Vol.6 No.3, August 2, 2016

DOI: 10.4236/jmf.2016.63029 2,289 Downloads 4,626 Views Citations
A Comparison of the Performance of Various Estimators of Parametric Type1 Tobit Model (Articles)

El Ouali Rahmani, Abdelali Kaaouachi, Said El Melhaoui

Open Journal of Statistics Vol.3 No.1, February 20, 2013

DOI: 10.4236/ojs.2013.31001 4,793 Downloads 8,373 Views Citations
Some New Particles beyond the Standard Model (Articles)

H. M. M. Mansour, N. Bakheet

Journal of Applied Mathematics and Physics Vol.2 No.5, April 24, 2014

DOI: 10.4236/jamp.2014.25008 4,671 Downloads 6,121 Views Citations
Search for Signatures of New Heavy Top Quark of the Fourth Generation at the Hadron Colliders (Articles)

Nady Bakhet, Maxim Yu Khlopov, Tarek Hussein

Open Journal of Microphysics Vol.4 No.4, October 24, 2014

DOI: 10.4236/ojm.2014.44006 3,196 Downloads 4,417 Views Citations
Methane Desorption from Homogeneous Distributed Micro-Pores of Coal (Articles)

Wei Liu, Zhenxin Yan

Journal of Applied Mathematics and Physics Vol.3 No.6, June 17, 2015

DOI: 10.4236/jamp.2015.36077 3,042 Downloads 3,965 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 1,596 Downloads 3,290 Views Citations
Characterizing the Variations of Dose Delivery to Coronary Vessels for Sr-90/Y-90 IVBT Using Monte Carlo Simulations (Articles)

Nicholas Coupera, Yijan Cao, Jenghwa Chang

International Journal of Medical Physics, Clinical Engineering and Radiation Oncology Vol.15 No.2, April 20, 2026

DOI: 10.4236/ijmpcero.2026.152003 25 Downloads 183 Views Citations
Valuation of Game Option Bonds under the Generalized Ho-Lee Model: A Stochastic Game Approach (Articles)

Natsumi Ochiai, Masamitsu Ohnishi

Journal of Mathematical Finance Vol.5 No.4, November 25, 2015

DOI: 10.4236/jmf.2015.54035 4,900 Downloads 6,582 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 5,937 Downloads 8,830 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4, November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,379 Downloads 3,506 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Strategies for Indexed Stock Option Hedgers with Loss-Risk-Minimizing Criterion Based on Monte-Carlo Method (Articles)

Jianhua Guo, Lijuan Deng

Journal of Financial Risk Management Vol.8 No.4, December 17, 2019

DOI: 10.4236/jfrm.2019.84019 704 Downloads 1,675 Views Citations
ROC Analysis in Radiotherapy: A TCP Model-Based Test (Articles)

Mairon M. Santos, Ubiraci P. C. Neves

Open Journal of Applied Sciences Vol.3 No.2, June 20, 2013

DOI: 10.4236/ojapps.2013.32025 4,482 Downloads 7,704 Views Citations
Subjectivity in Application of the Principle of Maximum Entropy (Articles)

Jan Peter Hessling

Open Journal of Statistics Vol.3 No.6A, December 27, 2013

DOI: 10.4236/ojs.2013.36A001 3,124 Downloads 5,664 Views Citations
This article belongs to the Special Issue on Statistical Methods and Analysis

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