Option Price - Articles - Scientific Research Publishing

Option Pricing When Changes of the Underlying Asset Prices Are Restricted (Articles)

George J Jiang, Guanzhong Pan, Lei Shi

Journal of Mathematical Finance Vol.1 No.2, August 25, 2011

DOI: 10.4236/jmf.2011.12004 5,118 Downloads 10,470 Views Citations
On the Efficacy of Fourier Series Approximations for Pricing European Options (Articles)

A. S. Hurn, K. A. Lindsay, A. J. McClelland

Applied Mathematics Vol.5 No.17, October 23, 2014

DOI: 10.4236/am.2014.517267 4,744 Downloads 6,330 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 1,608 Downloads 6,384 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 6,741 Downloads 12,980 Views Citations
A Theoretical Model of Directional Volume on Acquirer Stock in Cash Mergers (Articles)

Mark W. Zikiye, Rebecca Abraham, Charles Harrington

Theoretical Economics Letters Vol.4 No.3, April 17, 2014

DOI: 10.4236/tel.2014.43033 4,265 Downloads 5,828 Views Citations
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44027 5,125 Downloads 6,404 Views Citations
An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating (Articles)

Calvin Tadmon, Eric Rostand Njike-Tchaptchet

Journal of Mathematical Finance Vol.10 No.2, May 21, 2020

DOI: 10.4236/jmf.2020.102019 775 Downloads 1,904 Views Citations
A Comparative Study of Support Vector Machine and Artificial Neural Network for Option Price Prediction (Articles)

Biplab Madhu, Md. Azizur Rahman, Arnab Mukherjee, Md. Zahidul Islam, Raju Roy, Lasker Ershad Ali

Journal of Computer and Communications Vol.9 No.5, May 28, 2021

DOI: 10.4236/jcc.2021.95006 837 Downloads 4,393 Views Citations
The British Binary Option (Articles)

Min Gao

Journal of Mathematical Finance Vol.9 No.4, November 14, 2019

DOI: 10.4236/jmf.2019.94038 969 Downloads 2,506 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 1,343 Downloads 2,332 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 203 Downloads 810 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 2,022 Downloads 5,613 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 4,004 Downloads 5,488 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 1,842 Downloads 3,693 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 2,095 Downloads 4,907 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 8,420 Downloads 16,093 Views Citations
Price as а Communication Signal: Theoretical Dependencies between Price and Perceived Quality (Articles)

Marina Todorova

Open Journal of Business and Management Vol.14 No.1, January 22, 2026

DOI: 10.4236/ojbm.2026.141040 127 Downloads 995 Views Citations
Defining Single Asset Price Momentum in terms of a Stochastic Process (Articles)

KiHoon Jimmy Hong, Stephen Satchell

Theoretical Economics Letters Vol.2 No.3, August 3, 2012

DOI: 10.4236/tel.2012.23050 5,828 Downloads 9,840 Views Citations
Production Decoupling under US Farm Programs (Articles)

Charles B. Moss, Andrew Schmitz, Troy G. Schmitz

Natural Resources Vol.5 No.1, January 26, 2014

DOI: 10.4236/nr.2014.51003 3,496 Downloads 5,168 Views Citations
A Study on the Interactive Relationship between Housing Price and Land Price in Beijing
—From the Perspective of Co-Integration Analysis and Granger Causality Test (Articles)

Qimin Lin, Wenjie Liu, Yang Li, Mingze Zhou

Open Journal of Social Sciences Vol.4 No.4, April 21, 2016

DOI: 10.4236/jss.2016.44011 2,246 Downloads 3,552 Views Citations

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