Risk-Neutral Density Functions - Articles - Scientific Research Publishing

A Linear Regression Approach for Determining Explicit Expressions for Option Prices for Equity Option Pricing Models with Dependent Volatility and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.6 No.2, May 19, 2016

DOI: 10.4236/jmf.2016.62026 3,212 Downloads 5,178 Views Citations
Performance Evaluation of Various Functions for Kernel Density Estimation (Articles)

Youngsung Soh, Yongsuk Hae, Aamer Mehmood, Raja Hadi Ashraf, Intaek Kim

Open Journal of Applied Sciences Vol.3 No.1B, January 22, 2013

DOI: 10.4236/ojapps.2013.31B012 5,167 Downloads 9,271 Views Citations
Proofs of the Density Theorem and Fatou’s Radial Limit Theorem Using the Poisson Integral (Articles)

John Marafino

Open Access Library Journal Vol.3 No.6, June 23, 2016

DOI: 10.4236/oalib.1102732 926 Downloads 2,136 Views Citations
Study of the Reactivity of (100) Felodipine Surface Model Based on DFT Concepts (Articles)

Carlos Tepech-Carrillo, Roxana Licona-Ibarra, J. Francisco Rivas-Silva, Antonio Flores-Riveros

Open Journal of Physical Chemistry Vol.9 No.1, February 15, 2019

DOI: 10.4236/ojpc.2019.91001 1,162 Downloads 2,503 Views Citations
Excitation Spectra of Alkali Atoms under Spatially Confined Core Potentials (Articles)

Olokunboyo A. Olaiya

Journal of High Energy Physics, Gravitation and Cosmology Vol.12 No.1, December 9, 2025

DOI: 10.4236/jhepgc.2026.121002 87 Downloads 405 Views Citations
Risk-Neutral Pricing of European Call Options: A Specious Concept (Articles)

Daniel T. Cassidy

Journal of Mathematical Finance Vol.8 No.2, May 9, 2018

DOI: 10.4236/jmf.2018.82022 1,166 Downloads 4,917 Views Citations
Age-Related Changes in Probability Density Function of Pairwise Euclidean Distances between Multichannel Human EEG Signals (Articles)

Mikhail Trifonov, Vladimir Rozhkov

Journal of Biosciences and Medicines Vol.2 No.4, June 12, 2014

DOI: 10.4236/jbm.2014.24004 3,364 Downloads 4,998 Views Citations
Remarks on the Order of Quantum Equations of Motion (Articles)

Eliahu Comay

Open Access Library Journal Vol.7 No.5, May 12, 2020

DOI: 10.4236/oalib.1106335 413 Downloads 1,195 Views Citations
An Infinite Series Expression for the Joint Probability Density Function of OccupationTimes in a Three-State Markov Chain (Articles)

James Evans, Andrzej Korzeniowski

Advances in Pure Mathematics Vol.15 No.11, November 18, 2025

DOI: 10.4236/apm.2025.1511038 45 Downloads 287 Views Citations
Gradient Density Estimation in Arbitrary Finite Dimensions Using the Method of Stationary Phase (Articles)

Karthik S. Gurumoorthy, Anand Rangarajan, John Corring

Advances in Pure Mathematics Vol.9 No.12, December 24, 2019

DOI: 10.4236/apm.2019.912051 453 Downloads 1,472 Views Citations
Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate (Articles)

Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

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

DOI: 10.4236/jmf.2014.44024 3,649 Downloads 5,372 Views Citations
On the Study of Reduced-Form Approach and Hybrid Model for the Valuation of Credit Risk (Articles)

Olaronke Helen Edogbanya, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, April 17, 2015

DOI: 10.4236/jmf.2015.52012 3,726 Downloads 5,344 Views Citations
Multi-Period Portfolio Selection with No-Shorting Constraints: Duality Analysis (Articles)

Jun Qi, Lan Yi

Journal of Mathematical Finance Vol.7 No.3, August 31, 2017

DOI: 10.4236/jmf.2017.73040 1,262 Downloads 2,586 Views Citations
Pricing European Options Based on a Logarithmic Truncated t-Distribution (Articles)

Yingying Cao, Xueping Liu, Yiqian Zhao, Xuege Han

Journal of Applied Mathematics and Physics Vol.11 No.5, May 25, 2023

DOI: 10.4236/jamp.2023.115087 239 Downloads 920 Views Citations
Term Structure of Defaultable Bonds with Recovery of Market Value (Articles)

Ruidong Wang, Xiyue Tan, Jianping Fu

Journal of Mathematical Finance Vol.15 No.3, August 8, 2025

DOI: 10.4236/jmf.2025.153022 113 Downloads 527 Views Citations
Option Portfolio Management in a Risk-Neutral World (Articles)

Dmitry Jurievich Golembiovsky, Anatoly Markovich Abramov

Journal of Mathematical Finance Vol.8 No.4, November 28, 2018

DOI: 10.4236/jmf.2018.84044 1,378 Downloads 3,496 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Functionals and Functional Derivatives of Wave Functions and Densities (Articles)

A. Gonis

World Journal of Condensed Matter Physics Vol.4 No.3, August 29, 2014

DOI: 10.4236/wjcmp.2014.43022 4,531 Downloads 8,075 Views Citations
Bayes Prediction of Future Observables from Exponentiated Populations with Fixed and Random Sample Size (Articles)

Essam K. AL-Hussaini, M. Hussein

Open Journal of Statistics Vol.1 No.1, April 21, 2011

DOI: 10.4236/ojs.2011.11004 4,894 Downloads 10,953 Views Citations
The Expected Value of a Fuzzy Number (Articles)

Mohamed Shenify, Fokrul Alom Mazarbhuiya

International Journal of Intelligence Science Vol.5 No.1, December 22, 2014

DOI: 10.4236/ijis.2015.51001 4,662 Downloads 6,201 Views Citations
Intrinsic Prices of Risk (Articles)

Truc Le

Journal of Mathematical Finance Vol.4 No.5, November 19, 2014

DOI: 10.4236/jmf.2014.45029 5,047 Downloads 6,905 Views Citations

First <12 3 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies