Boundary Element Method; Black-Scholes Equation; Moving Boundary; Option Pricing; Barrier Option - Articles

Availability of the Boundary Condition for Vorticity (Articles)

Korekazu Ueyama

Journal of Applied Mathematics and Physics Vol.10 No.10, October 27, 2022

DOI: 10.4236/jamp.2022.1010208 172 Downloads 853 Views Citations
The Calculation of Stress-Strain State of Anisotropic Composite Finite-Element Area with Different Boundary Conditions on the Surface (Articles)

Bergulyov Anton

World Journal of Mechanics Vol.4 No.1, January 23, 2014

DOI: 10.4236/wjm.2014.41004 4,524 Downloads 9,402 Views Citations
The k = 1 Finite Element Numerical Solution for the Improved Boussinesq Equation (Articles)

Fidel Contreras López, Eusebio Tapia, Fernando Ongay, Maximo Aguero

International Journal of Modern Nonlinear Theory and Application Vol.4 No.1, March 25, 2015

DOI: 10.4236/ijmnta.2015.41006 4,759 Downloads 6,162 Views Citations
FE Dynamic Analysis Using Moving Support Element on Multi-Span Beams Subjected to Support Motions (Articles)

Yong-Woo Kim, Seoung Yeal Lee

Modern Mechanical Engineering Vol.5 No.4, November 11, 2015

DOI: 10.4236/mme.2015.54011 4,187 Downloads 5,556 Views Citations
Finite Element Analysis with Paraxial & Viscous Boundary Conditions for Elastic Wave Propagation (Articles)

Hee Seok Kim

Engineering Vol.4 No.12, December 26, 2012

DOI: 10.4236/eng.2012.412107 4,755 Downloads 7,529 Views Citations
Analysis of Studies from 2000-2010 in Real Option Theory and Application to OM (Articles)

Hui-Chuan Chen

American Journal of Operations Research Vol.1 No.1, March 25, 2011

DOI: 10.4236/ajor.2011.11003 5,855 Downloads 12,659 Views Citations
Pricing Options in Jump Diffusion Models Using Mellin Transforms (Articles)

Robert Frontczak

Journal of Mathematical Finance Vol.3 No.3, August 15, 2013

DOI: 10.4236/jmf.2013.33037 7,851 Downloads 12,337 Views Citations
Optimal Investment Strategy for Kinked Utility Maximization: Covered Call Option Strategy (Articles)

Miwaka Yamashita

Journal of Mathematical Finance Vol.4 No.2, February 14, 2014

DOI: 10.4236/jmf.2014.42006 4,745 Downloads 8,059 Views Citations
Are Mispricings Long-Lasting or Short-Lived? Evidence from S & P 500 Index ETF Options (Articles)

Feng Jiao

Theoretical Economics Letters Vol.8 No.3, February 12, 2018

DOI: 10.4236/tel.2018.83027 1,016 Downloads 2,993 Views Citations
This article belongs to the Special Issue on Financial Derivatives
Longitudinal Market Valuation of Unexpectedly Increased R&D Expenditure with the Real Option Logic (Articles)

Hyeri Jung, Jaeho Lee

Open Journal of Business and Management Vol.9 No.5, September 28, 2021

DOI: 10.4236/ojbm.2021.95139 327 Downloads 1,220 Views Citations
Classical and Quantum Structures of the Wave: Modelling the Controlled, Optimised, Continuum-System (Articles)

Tafireyi Nemaura

Journal of Applied Mathematics and Physics Vol.10 No.3, March 3, 2022

DOI: 10.4236/jamp.2022.103044 290 Downloads 1,309 Views Citations
Women’s Co-Optation in Institutions: Promoting Values of Equity and Equal Opportunity Tested in the Democratic Republic of the Congo (Articles)

Kahenga Ekota Ferdinand, Elise Féron, Barumwete Simon, Kazoviyo Gertrude

Open Journal of Political Science Vol.13 No.4, October 31, 2023

DOI: 10.4236/ojps.2023.134031 229 Downloads 872 Views Citations
Approximate Solution of the Singular-Perturbation Problem on Chebyshev-Gauss Grid (Articles)

Mustafa GÜLSU, Yalçn ÖZTÜRK

American Journal of Computational Mathematics Vol.1 No.4, December 9, 2011

DOI: 10.4236/ajcm.2011.14024 6,364 Downloads 11,951 Views Citations
Application of He’s Variational Iterative Method for Solving Thin Film Flow Problem Arising in Non-Newtonian Fluid Mechanics (Articles)

Abdul M. Siddiqui, Ali A. Farooq, Tahira Haroon, Muhammad A. Rana, Bruce S. Babcock

World Journal of Mechanics Vol.2 No.3, June 20, 2012

DOI: 10.4236/wjm.2012.23016 5,319 Downloads 9,518 Views Citations
Solution of non-linear boundary value problems in immobilized glucoamylase kinetics (Articles)

Swaminathan Sevukaperumal, Alagu Eswari, Lakshmanan Rajendran

Natural Science Vol.5 No.4, April 19, 2013

DOI: 10.4236/ns.2013.54061 4,377 Downloads 7,290 Views Citations
A Method of Moment Approach in Solving Boundary Value Problems (Articles)

Hilal M. El Misilmani, Karim Y. Kabalan, Mohamad Y. Abou-Shahine, Mohammed Al-Husseini

Journal of Electromagnetic Analysis and Applications Vol.7 No.3, March 5, 2015

DOI: 10.4236/jemaa.2015.73007 4,526 Downloads 6,188 Views Citations
An Efficient Decomposition Method for Solving Bratu’s Boundary Value Problem (Articles)

Mariam Al-Mazmumy, Ahlam Al-Mutairi, Kholoud Al-Zahrani

American Journal of Computational Mathematics Vol.7 No.1, March 31, 2017

DOI: 10.4236/ajcm.2017.71007 2,145 Downloads 4,936 Views Citations
The G-functions Series Method Adapted to the Numerical Integration of Parabolic PDE (Articles)

Mónica Cortés-Molina, José Antonio Reyes, Fernando García-Alonso

Journal of Applied Mathematics and Physics Vol.6 No.1, January 18, 2018

DOI: 10.4236/jamp.2018.61016 986 Downloads 2,094 Views Citations
Efficient Decomposition Shooting Method for Solving Third-Order Boundary Value Problems (Articles)

Nawal Al-Zaid, Kholoud Alzahrani, Huda Bakodah, Mariam Al-Mazmumy

International Journal of Modern Nonlinear Theory and Application Vol.12 No.3, September 14, 2023

DOI: 10.4236/ijmnta.2023.123006 297 Downloads 1,207 Views Citations
The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula (Articles)

Yujie Cui, Baoli Yu

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23029 6,332 Downloads 11,001 Views Citations

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