FX Derivatives Pricing - Articles - Scientific Research Publishing

Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

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

DOI: 10.4236/jmf.2019.93025 1,066 Downloads 2,387 Views Citations
Some Explicitly Solvable SABR and Multiscale SABR Models: Option Pricing and Calibration (Articles)

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

Journal of Mathematical Finance Vol.3 No.1, February 26, 2013

DOI: 10.4236/jmf.2013.31002 6,870 Downloads 13,092 Views Citations
The SABR Model: Explicit Formulae of the Moments of the Forward Prices/Rates Variable and Series Expansions of the Transition Probability Density and of the Option Prices (Articles)

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

Journal of Applied Mathematics and Physics Vol.2 No.7, June 13, 2014

DOI: 10.4236/jamp.2014.27062 5,476 Downloads 8,378 Views Citations
Fourier-Cosine Method for Pricing and Hedging Insurance Derivatives (Articles)

Ludovic Goudenège, Andrea Molent, Xiao Wei, Antonino Zanette

Theoretical Economics Letters Vol.8 No.3, February 9, 2018

DOI: 10.4236/tel.2018.83020 916 Downloads 2,296 Views Citations
This article belongs to the Special Issue on Financial Derivatives
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 3,238 Downloads 7,379 Views Citations
CDS Evaluation Model with Neural Networks (Articles)

Eliana Angelini, Alessandro Ludovici

Journal of Service Science and Management Vol.2 No.1, March 21, 2009

DOI: 10.4236/jssm.2009.21003 6,637 Downloads 12,006 Views Citations
Derivatives Pricing via Machine Learning (Articles)

Tingting Ye, Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93029 1,934 Downloads 8,829 Views Citations
The Effects of Credit Risk and Funding on the Pricing of Uncollateralized Derivative Contracts (Articles)

R. Abbate

Journal of Financial Risk Management Vol.4 No.2, April 29, 2015

DOI: 10.4236/jfrm.2015.42006 9,835 Downloads 12,645 Views Citations
Closed Form Moment Formulae for the Lognormal SABR Model and Applications to Calibration Problems (Articles)

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

Open Journal of Applied Sciences Vol.3 No.6, October 16, 2013

DOI: 10.4236/ojapps.2013.36045 3,924 Downloads 7,000 Views Citations
Endogenous modulators in the regulation of ion transporting enzymes: structure, function, interactions, recent advancements and future perspectives (Articles)

Parimal C. Sen

Advances in Biological Chemistry Vol.1 No.3, November 7, 2011

DOI: 10.4236/abc.2011.13010 5,479 Downloads 11,184 Views Citations
The Hidden Risk Factor (Articles)

J. H. Witte, D. Ples, J. Corominas

Journal of Mathematical Finance Vol.3 No.3A, October 8, 2013

DOI: 10.4236/jmf.2013.33A003 7,755 Downloads 11,465 Views Citations
This article belongs to the Special Issue on Corporate Finance
Comparison of GPR Random Noise Attenuation Using Autoregressive-FX Method and Tunable Quality Factor Wavelet Transform TQWT with Soft and Hard Thresholding (Articles)

Amin Ebrahimib Bardar, Behrooz Oskooi, Alireza Goudarzi

Journal of Signal and Information Processing Vol.10 No.1, December 29, 2018

DOI: 10.4236/jsip.2019.101003 1,131 Downloads 2,435 Views Citations
On the Economic Premium Principle (Articles)

Kazuhiro Takino

Theoretical Economics Letters Vol.8 No.3, February 14, 2018

DOI: 10.4236/tel.2018.83036 894 Downloads 1,942 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Foreign Currency Derivatives and Firm Value: Evidence from New Zealand (Articles)

Hao Li, Nuttawat Visaltanachoti, Robin H. Luo

Journal of Financial Risk Management Vol.3 No.3, September 10, 2014

DOI: 10.4236/jfrm.2014.33010 6,024 Downloads 9,715 Views Citations
Derivatives over Certain Finite Rings (Articles)

Soud K. Mohamed

Open Access Library Journal Vol.4 No.12, December 20, 2017

DOI: 10.4236/oalib.1104116 584 Downloads 1,739 Views Citations
Pricing Strategies of Pharmaceutical Wholesalers in Zimbabwe and Their Impact on Service Provision (Articles)

Pias Tomupei Musiza

Open Access Library Journal Vol.10 No.5, May 26, 2023

DOI: 10.4236/oalib.1110185 273 Downloads 2,424 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
Unsaturated Keto and Exomethylene Pyranonucleoside Analogues of Thymine and Uracil Exhibit Potent Antioxidant Properties (Articles)

Chrysoula Spanou, Niki Tzioumaki, Stella Manta, Panagiotis Margaris, Dimitrios Kouretas, Dimitri Komiotis, Kalliopi Liadaki

Pharmacology & Pharmacy Vol.2 No.3, July 26, 2011

DOI: 10.4236/pp.2011.23016 4,637 Downloads 9,731 Views Citations
Fractional Optical Solitons and Fractional Noether’s Theorem with Ortigueira’s Centered Derivatives (Articles)

Jorge Fujioka, Manuel Velasco, Argel Ramírez

Applied Mathematics Vol.7 No.12, July 26, 2016

DOI: 10.4236/am.2016.712118 1,845 Downloads 3,077 Views Citations
Caffeoyl Derivatives: Major Antioxidant Compounds of Some Wild Herbs of the Asteraceae Family (Articles)

Didier Fraisse, Catherine Felgines, Odile Texier, Jean-Louis Lamaison

Food and Nutrition Sciences Vol.2 No.3, May 17, 2011

DOI: 10.4236/fns.2011.230025 10,275 Downloads 20,363 Views Citations

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