Black Hole Model - Articles - Scientific Research Publishing

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 6,742 Downloads 12,981 Views Citations
Option Pricing Model with Transaction Costs and Jumps in Illiquid Markets (Articles)

Praewnapa Seelama, Dawud Thongtha

Journal of Mathematical Finance Vol.11 No.3, June 10, 2021

DOI: 10.4236/jmf.2021.113020 566 Downloads 2,502 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
From Poincaré’s Electro-Gravific Ether (1905) to Cosmological Background Radiation (3°K, 1965) (Articles)

Yves Pierseaux

Journal of Modern Physics Vol.11 No.9, September 24, 2020

DOI: 10.4236/jmp.2020.119088 588 Downloads 1,695 Views Citations
Option Pricing with Economic Feasibility (Articles)

Yi-Jang Yu

Modern Economy Vol.4 No.1, January 31, 2013

DOI: 10.4236/me.2013.41009 4,312 Downloads 6,761 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
A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market (Articles)

Fadugba Sunday Emmanuel, Emeka Helen Oluyemisi

Applied Mathematics Vol.7 No.9, May 26, 2016

DOI: 10.4236/am.2016.79075 2,070 Downloads 4,199 Views Citations
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods (Articles)

Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena

Journal of Mathematical Finance Vol.6 No.4, October 12, 2016

DOI: 10.4236/jmf.2016.64042 1,660 Downloads 3,129 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,215 Downloads 3,117 Views Citations
Extended Wiener Measure by Nonstandard Analysis for Financial Time Series (Articles)

Shuya Kanagawa, Ryoukichi Nishiyama, Kiyoyuki Tchizawa

Applied Mathematics Vol.9 No.8, August 30, 2018

DOI: 10.4236/am.2018.98066 850 Downloads 1,888 Views Citations
A New Method to Determine the Grid Directions in Reservoir Numerical Simulation (Articles)

Ming Li, Luyi Tong, Xiaodong Peng, Guiping Nie, Yan Lu

International Journal of Geosciences Vol.9 No.12, December 28, 2018

DOI: 10.4236/ijg.2018.912041 808 Downloads 1,900 Views Citations
Quantum Mechanics and General Relativity Identify Standard Model Particles as Black Holes (Articles)

T. R. Mongan

Journal of Modern Physics Vol.13 No.6, June 30, 2022

DOI: 10.4236/jmp.2022.136056 274 Downloads 1,197 Views Citations
The Performance of Option-Based Portfolio Insurance on a Dividend Payment Stock (Articles)

Paulina Nangolo, Elias Rabson Offen, Othusitse Basmanebothe

Journal of Mathematical Finance Vol.13 No.2, May 25, 2023

DOI: 10.4236/jmf.2023.132012 288 Downloads 1,962 Views Citations
Application of Elzaki Transform Method to Market Volatility Using the Black-Scholes Model (Articles)

Henrietta Ify Ojarikre, Ideh Rapheal, Ebimene James Mamadu

Journal of Applied Mathematics and Physics Vol.12 No.3, March 26, 2024

DOI: 10.4236/jamp.2024.123050 210 Downloads 712 Views Citations
Numerical Solutions of the Black-Scholes Financial Model Using the Adomian Decomposition and Power Series Collocation Methods (Articles)

Johnson Oladele Fatokun, Olabisi Akinwale, Shehu Abdulaziz

Journal of Applied Mathematics and Physics Vol.13 No.4, April 24, 2025

DOI: 10.4236/jamp.2025.134074 57 Downloads 486 Views Citations
The Singularities of Gravitational Fields of Static Thin Loop and Double Spheres Reveal the Impossibility of Singularity Black Holes (Articles)

Xiaochun Mei

Journal of Modern Physics Vol.4 No.7, July 10, 2013

DOI: 10.4236/jmp.2013.47131 4,421 Downloads 6,079 Views Citations
NeoMinkowskian Cosmological Black Hole, Poincaré’s Gravific Electron and Density of CBR (Articles)

Yves Pierseaux

Journal of Modern Physics Vol.11 No.2, February 20, 2020

DOI: 10.4236/jmp.2020.112015 631 Downloads 1,546 Views Citations
The QCD Ground State Chiral Tetrahedron Symmetry (Articles)

Rami Rom

Journal of High Energy Physics, Gravitation and Cosmology Vol.9 No.4, October 17, 2023

DOI: 10.4236/jhepgc.2023.94082 243 Downloads 983 Views Citations
The Unified Field (Articles)

Joseph H. (Cass) Forrington

Journal of Modern Physics Vol.15 No.7, June 27, 2024

DOI: 10.4236/jmp.2024.157043 214 Downloads 1,328 Views Citations
The Second Law Extended to Time-Reversal Asymmetric Systems—Thermodynamic Threshold Optimization (Articles)

George Samuel Levy

Journal of Applied Mathematics and Physics Vol.14 No.2, February 28, 2026

DOI: 10.4236/jamp.2026.142046 46 Downloads 220 Views Citations
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 3,173 Downloads 5,103 Views Citations

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