Discrete Double Barrier Option - Articles - Scientific Research Publishing

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
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 3,051 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 4,667 Downloads 8,479 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 1,644 Downloads 6,523 Views Citations
Pricing Double Barrier Parisian Option Using Finite Difference (Articles)

Xuemei Gao

Journal of Financial Risk Management Vol.2 No.4, October 31, 2013

DOI: 10.4236/jfrm.2013.24011 5,178 Downloads 9,863 Views Citations
Call and Put Option Pricing with Discrete Linear Investment Strategy (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.12 No.1, January 29, 2022

DOI: 10.4236/jmf.2022.121005 431 Downloads 1,771 Views Citations
A Tutorial to Approximately Invert the Sumudu Transform (Articles)

Glen Atlas, John K.-J. Li, Adam Work

Applied Mathematics Vol.10 No.11, November 21, 2019

DOI: 10.4236/am.2019.1011070 960 Downloads 3,522 Views Citations
This article belongs to the Special Issue on Engineering Mathematics
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 5,766 Downloads 9,951 Views Citations
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model (Articles)

Yingyi Fang, Huisheng Shu, Xiu Kan, Xin Zhang, Zhiwei Zheng

Open Journal of Statistics Vol.7 No.6, December 29, 2017

DOI: 10.4236/ojs.2017.76074 1,216 Downloads 3,475 Views Citations
Game Russian Options for Double Exponential Jump Diffusion Processes (Articles)

Atsuo Suzuki, Katsushige Sawaki

Journal of Mathematical Finance Vol.4 No.1, January 21, 2014

DOI: 10.4236/jmf.2014.41005 4,451 Downloads 6,875 Views Citations
This article belongs to the Special Issue on Option Pricing Research
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 4,181 Downloads 5,502 Views Citations
A Closed-Form Pricing Formula for European Options under a New Nonlinear Double Heston Model with Regime-Switching (Articles)

Zhen Yuan, Haomin Zhang, Songyu Hong

American Journal of Industrial and Business Management Vol.16 No.4, April 24, 2026

DOI: 10.4236/ajibm.2026.164023 60 Downloads 295 Views Citations
A Note on the Kou’s Continuity Correction Formula (Articles)

Ting Liu, Chang Feng, Yanqiong Lu, Bei Yao

Open Journal of Social Sciences Vol.3 No.11, November 20, 2015

DOI: 10.4236/jss.2015.311005 3,418 Downloads 4,699 Views Citations
Random Premiums Risk Process with Dividends and Investment (Articles)

Andrzej Korzeniowski, Enoch J. Dangbe

Journal of Mathematical Finance Vol.15 No.2, May 30, 2025

DOI: 10.4236/jmf.2025.152018 129 Downloads 566 Views Citations
Silica-Based Nanocoating Doped by Layered Double Hydroxides to Enhance the Paperboard Barrier Properties (Articles)

Vânia M. Dias, Alena Kuznetsova, João Tedim, Aleksey A. Yaremchenko, Mikhail L. Zheludkevich, Inês Portugal, Dmitry V. Evtuguin

World Journal of Nano Science and Engineering Vol.5 No.4, December 8, 2015

DOI: 10.4236/wjnse.2015.54015 5,765 Downloads 7,735 Views Citations
This article belongs to the Special Issue on Silica Materials
Hidden Properties of Mathematical Physics Equations. Double Solutions. The Realization of Integrable Structures. Emergence of Physical Structures and Observable Formations (Articles)

L. I. Petrova

Journal of Applied Mathematics and Physics Vol.8 No.7, July 9, 2020

DOI: 10.4236/jamp.2020.87095 622 Downloads 1,503 Views Citations
Discrete Quantum Transitions, Duality: Emergence of Physical Structures and Occurrence of Observed Formations (Hidden Properties of Mathematical Physics Equations) (Articles)

Ludmila Petrova

Journal of Applied Mathematics and Physics Vol.8 No.9, September 23, 2020

DOI: 10.4236/jamp.2020.89144 476 Downloads 1,412 Views Citations
This article belongs to the Special Issue on Quantum Mathematics and Its Applications
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,116 Downloads 5,814 Views Citations
Boundary Conditions for Sturm-Liouville Equation with Transition Regions and Barriers or Wells (Articles)

Alfred Wünsche

Advances in Pure Mathematics Vol.11 No.4, April 21, 2021

DOI: 10.4236/apm.2021.114018 4,250 Downloads 5,965 Views Citations
On Discrete Risk Process with Stochastic Premiums and Dividends Modulated by Random Discount Rates (Articles)

Enoch J. Dangbe, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.14 No.4, November 27, 2024

DOI: 10.4236/jmf.2024.144023 147 Downloads 627 Views Citations

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