Indexed Stock Option Hedgers - Articles - Scientific Research Publishing

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 701 Downloads 1,664 Views Citations
The Efficiency Research on Stock Index Derivatives in a Bear Market—The Evidences from Hangseng Index Derivatives Markets (Articles)

Jie Wei

Technology and Investment Vol.4 No.2, May 24, 2013

DOI: 10.4236/ti.2013.42012 5,255 Downloads 7,941 Views Citations
The Valuation of Infrastructure Index Bonds (Articles)

Joseph Atta-Mensah

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

DOI: 10.4236/jmf.2015.54028 2,829 Downloads 4,252 Views Citations
Adaptive Risk Hedging for Call Options under Cox-Ingersoll-Ross Interest Rates (Articles)

Niloofar Ghorbani, Andrzej Korzeniowski

Journal of Mathematical Finance Vol.10 No.4, November 25, 2020

DOI: 10.4236/jmf.2020.104040 1,133 Downloads 2,513 Views Citations
Put Options with Linear Investment for Hull-White Interest Rates (Articles)

Andrzej Korzeniowski, Niloofar Ghorbani

Journal of Mathematical Finance Vol.11 No.1, February 26, 2021

DOI: 10.4236/jmf.2021.111007 1,012 Downloads 2,624 Views Citations
Indexed Learning: Protagoras’s Computer (Articles)

Eduardo Dopico, Maite Fernández-Urquiza

Creative Education Vol.3 No.8, December 19, 2012

DOI: 10.4236/ce.2012.38190 5,986 Downloads 9,958 Views Citations
Poverty, Climate Change and Weather-Indexed Bonds (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.6 No.2, May 13, 2016

DOI: 10.4236/jmf.2016.62024 2,717 Downloads 4,470 Views Citations
A Proposal for an African Investment Guarantee Agency (AIGA) and the Valuation of Associated Instruments (Articles)

Joseph Atta-Mensah

Theoretical Economics Letters Vol.9 No.7, September 30, 2019

DOI: 10.4236/tel.2019.97154 592 Downloads 1,745 Views Citations
Contribution of Ambulatory Pulsed Pressure in the Modification of the Left Ventricular Geometry of the African Black People (Articles)

Gnaba Loa Ambroise, Adoubi Kassi Anicet, Diby Kouakou Florent, Ouattara Pinnin, Diomandé Manga, Ayegnon Kouakou Gregoire, Abro Samuel, Tro Keumian Gabin, Dakoi Serge, Coulibaly Abdoulaye, Yangni-Angaté Koffi Hervé

World Journal of Cardiovascular Diseases Vol.10 No.12, December 30, 2020

DOI: 10.4236/wjcd.2020.1012079 436 Downloads 1,262 Views Citations
Fourier-Cosine Method for Pricing Equity-Indexed Annuity under Heston Model (Articles)

Xingchi Gu, Xiao Wei

Theoretical Economics Letters Vol.13 No.3, June 30, 2023

DOI: 10.4236/tel.2023.133039 246 Downloads 1,145 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 1,391 Downloads 2,403 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 234 Downloads 869 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 2,072 Downloads 5,713 Views Citations
Lower and Upper Bounds Estimators for a Real Yield Curve Based on Another Real Yield Curve and Its Break-Even Inflation Rate (Articles)

Rogério F. Porto, Daniel T. Araújo

Journal of Mathematical Finance Vol.16 No.1, February 24, 2026

DOI: 10.4236/jmf.2026.161002 88 Downloads 364 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 4,050 Downloads 5,575 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 1,875 Downloads 3,764 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 2,144 Downloads 5,002 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
Quantized Energy Momentum and Wave for an Electromagnetic Pulse—A Single Photon inside Negative Refractive Indexed Media (Articles)

Shantanu Das

Journal of Modern Physics Vol.2 No.12, December 7, 2011

DOI: 10.4236/jmp.2011.212183 6,313 Downloads 10,625 Views Citations
The Cross-Sectional Risk Premium of Decomposed Market Volatility in UK Stock Market (Articles)

Yan Yang, Laurence Copeland

Open Journal of Social Sciences Vol.2 No.7, July 14, 2014

DOI: 10.4236/jss.2014.27006 4,382 Downloads 6,079 Views Citations

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