Margrabe Option; Large Investor; Finite Differences Method - Articles

Pricing of Margrabe Options for Large Investors with Application to Asset-Liability Management in Life Insurance (Articles)

Erik Bølviken, Frank Proske, Mark Rubtsov

Journal of Mathematical Finance Vol.4 No.2, February 27, 2014

DOI: 10.4236/jmf.2014.42011 4,583 Downloads 7,080 Views Citations
Modeling of the Water Table Level Response Due to Extraordinary Precipitation Events: The Case of the Guadalupe Valley Aquifer (Articles)

Javier González Ramírez, Rogelio Vázquez González

International Journal of Geosciences Vol.4 No.6, August 14, 2013

DOI: 10.4236/ijg.2013.46088 5,400 Downloads 7,511 Views Citations
Comparative Study of the Adomian Decomposition Method and Alternating Direction Implicit (ADI) for the Resolution of the Problems of Advection-Diffusion-Reaction (Articles)

André Bitsindou, Joseph Bonazebi-Yindoula, Gabriel Bissanga

Journal of Applied Mathematics and Physics Vol.6 No.9, September 30, 2018

DOI: 10.4236/jamp.2018.69165 911 Downloads 1,991 Views Citations
A Comparison Study of ADI and LOD Methods on Option Pricing Models (Articles)

Neda Bagheri, Hassan Karnameh Haghighi

Journal of Mathematical Finance Vol.7 No.2, May 15, 2017

DOI: 10.4236/jmf.2017.72014 1,724 Downloads 3,101 Views Citations
This article belongs to the Special Issue on Option Pricing
Eigenanalysis of Electromagnetic Structures Based on the Finite Element Method (Articles)

C. L. Zekios, P. C. Allilomes, G. A. Kyriacou

Applied Mathematics Vol.4 No.7, July 9, 2013

DOI: 10.4236/am.2013.47138 4,092 Downloads 6,771 Views Citations
An Extension of the Black-Scholes and Margrabe Formulas to a Multiple Risk Economy (Articles)

Werner Hürlimann

Applied Mathematics Vol.2 No.4, March 31, 2011

DOI: 10.4236/am.2011.24053 6,766 Downloads 13,034 Views Citations
Convergence and Error of Some Numerical Methods for Solving a Convection-Diffusion Problem (Articles)

Gabriela Nut, Ioana Chiorean, Petru Blaga

Applied Mathematics Vol.4 No.5A, May 27, 2013

DOI: 10.4236/am.2013.45A009 4,148 Downloads 6,755 Views Citations
This article belongs to the Special Issue on Finite Element Method
Numerical Approximation of Information-Based Model Equation for Bermudan Option with Variable Transaction Costs (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Journal of Mathematical Finance Vol.13 No.1, February 21, 2023

DOI: 10.4236/jmf.2023.131006 757 Downloads 1,759 Views Citations
Factors Influencing the Choice of Investment in Life Insurance Policy (Articles)

Ravi Kumar Tati, Ernest Beryl B. Baltazar

Theoretical Economics Letters Vol.8 No.15, December 27, 2018

DOI: 10.4236/tel.2018.815224 6,699 Downloads 13,942 Views Citations
Computer Simulation of Transition Regimes of Solitons in Stimulated Raman Scattering with Excitation of Polar Optical Phonons (Articles)

Galyna Feshchenko, Vladimir Feshchenko

American Journal of Computational Mathematics Vol.5 No.3, September 11, 2015

DOI: 10.4236/ajcm.2015.53031 4,415 Downloads 5,485 Views Citations
Computational Analysis of Anastomotic Angles by Blood Flow Conditions in Side-to-End Radio-Cephalic Fistulae Used in Hemodialysis (Articles)

Janaína de Andrade Silva, José Karam-Filho, Carlos Cristiano H. Borges

Journal of Biomedical Science and Engineering Vol.8 No.3, March 17, 2015

DOI: 10.4236/jbise.2015.83013 4,385 Downloads 5,823 Views Citations
Numerical Solution of Parabolic in Partial Differential Equations (PDEs) in One and Two Space Variable (Articles)

Mariam Almahdi Mohammed Mu’lla, Amal Mohammed Ahmed Gaweash, Hayat Yousuf Ismail Bakur

Journal of Applied Mathematics and Physics Vol.10 No.2, February 17, 2022

DOI: 10.4236/jamp.2022.102024 610 Downloads 3,711 Views Citations
The Method of Finite Difference Regression (Articles)

Arjun Banerjee

Open Journal of Statistics Vol.8 No.1, February 2, 2018

DOI: 10.4236/ojs.2018.81005 1,400 Downloads 5,087 Views Citations
This article belongs to the Special Issue on Modeling Methods in Statistics
Using the Power Series Method to Evaluate Non-Linear Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow Jr., James Sochacki, Bernd Hanke

Journal of Mathematical Finance Vol.12 No.4, November 29, 2022

DOI: 10.4236/jmf.2022.124039 301 Downloads 1,475 Views Citations
Infant Mortality Rate Statistic Method and Difference Analysis in China (Articles)

Benfeng Du, Yu Zhang

Open Journal of Statistics Vol.1 No.3, October 20, 2011

DOI: 10.4236/ojs.2011.13027 9,164 Downloads 15,142 Views Citations
Multigrid Solution of an Elliptic Fredholm Partial Integro-Differential Equation with a Hilbert-Schmidt Integral Operator (Articles)

Duncan Kioi Gathungu, Alfio Borzì

Applied Mathematics Vol.8 No.7, July 18, 2017

DOI: 10.4236/am.2017.87076 1,231 Downloads 3,280 Views Citations
Comparison of Mathematical Methods to Obtain Concentration and Temperature of Newtonian Fluids in Tubular Reactors (Articles)

Diego Alves de Miranda, Renato Cristofolini, Emerson José Corazza, Gilson João dos Santos, Claiton Emilio do Amaral

Open Access Library Journal Vol.5 No.2, February 12, 2018

DOI: 10.4236/oalib.1104329 879 Downloads 2,075 Views Citations
Numerical Modelling of Coupled Heat and Mass Transfer in Porous Materials: Application to Cinder Block Bricks (Articles)

Benjamin Kiema, Ousmane Coulibaly, Xavier Chesneau, Belkacem Zeghmati

Open Journal of Applied Sciences Vol.14 No.9, September 9, 2024

DOI: 10.4236/ojapps.2024.149156 146 Downloads 732 Views Citations
A Modified Augemented Lagrangian Method for a Class of Nonlinear Ill-Posed Problems (Articles)

Mhbm Shariff

Open Journal of Applied Sciences Vol.3 No.1B1, July 11, 2013

DOI: 10.4236/ojapps.2013.31B1014 4,760 Downloads 6,155 Views Citations
Mellin Transform Method for the Valuation of the American Power Put Option with Non-Dividend and Dividend Yields (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.5 No.3, July 10, 2015

DOI: 10.4236/jmf.2015.53023 3,714 Downloads 5,248 Views Citations

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