Real Option - Articles - Scientific Research Publishing

The Black-Scholes Merton Model
—Implications for the Option Delta and the Probability of Exercise (Articles)

Sunil K. Parameswaran, Sankarshan Basu

Theoretical Economics Letters Vol.10 No.6, December 25, 2020

DOI: 10.4236/tel.2020.106080 1,033 Downloads 4,845 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
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 2,501 Views Citations
This article belongs to the Special Issue on Stochastic and Financial Mathematics
Pricing and Hedging Options Conditional on Market Activity (Articles)

Alec Kercheval, Navid Salehy, Nima Salehy

Journal of Mathematical Finance Vol.12 No.1, December 29, 2021

DOI: 10.4236/jmf.2022.121001 408 Downloads 1,391 Views Citations
Fractional Stochastic Volatility Pricing of European Option Based on Self-Adaptive Differential Evolution (Articles)

Yue Hu, Hongling Dong, Le Fu, Jiayang Zhai

Journal of Mathematical Finance Vol.12 No.3, August 25, 2022

DOI: 10.4236/jmf.2022.123029 360 Downloads 1,564 Views Citations
Pricing Bermudan Option with Variable Transaction Costs under the Information-Based Model (Articles)

Matabel Odin, Jane Akinyi Aduda, Cyprian Ondieki Omari

Open Journal of Statistics Vol.12 No.5, October 10, 2022

DOI: 10.4236/ojs.2022.125033 202 Downloads 960 Views Citations
This article belongs to the Special Issue on Applied Statistics
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 609 Downloads 1,562 Views Citations
Consensus and Climate Change (Articles)

Peter Emerson

Open Journal of Political Science Vol.13 No.2, April 18, 2023

DOI: 10.4236/ojps.2023.132009 239 Downloads 986 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 213 Downloads 874 Views Citations
Optimal Water Allocation Model of Inter-Basin Water Transfer Based on Option Contracts under Uncertainty (Articles)

Zhichao Gao, Minghu Ha, Hong Zhang, Linqing Gao

Journal of Mathematical Finance Vol.13 No.2, May 30, 2023

DOI: 10.4236/jmf.2023.132013 243 Downloads 991 Views Citations
MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX & NDX European Call Option Pricing (Articles)

Boris Ter-Avanesov, Homayoon Beigi

Journal of Mathematical Finance Vol.15 No.2, May 30, 2025

DOI: 10.4236/jmf.2025.152016 128 Downloads 776 Views Citations
Convolution Rather Than Monte Carlo Simulation to Price a Barrier Option (Articles)

Daniel T. Cassidy

Journal of Mathematical Finance Vol.15 No.3, August 18, 2025

DOI: 10.4236/jmf.2025.153023 80 Downloads 427 Views Citations
A Closed-Form Pricing Formula for European Options under a New Nonlinear Double Heston Model with Regime-Switching (Articles)

Zhen Yuan, Haomin Zhang, Songyu Hong

American Journal of Industrial and Business Management Vol.16 No.4, April 24, 2026

DOI: 10.4236/ajibm.2026.164023 23 Downloads 195 Views Citations
On the Quantum Entanglement Reinterpretation Using the Time as Real Instantaneous Signal Field (Articles)

Elsadig Naseraddeen

Journal of Modern Physics Vol.8 No.6, May 18, 2017

DOI: 10.4236/jmp.2017.86054 1,840 Downloads 2,975 Views Citations
Study on Measuring Methods of Real Estate Speculative Bubble (Articles)

Yifei Lai, Huawei Xu, Junping Jia

Journal of Service Science and Management Vol.2 No.1, March 21, 2009

DOI: 10.4236/jssm.2009.21006 8,240 Downloads 18,044 Views Citations
Effects of lead exposure on alpha-synuclein and p53 transcription (Articles)

Pei-Jun Zuo, A. Bakr M. Rabie

Journal of Biomedical Science and Engineering Vol.2 No.2, April 2, 2009

DOI: 10.4236/jbise.2009.22016 6,891 Downloads 11,824 Views Citations
Application of PPC Model Based on RAGA in Real Estate Investment Decision-Making (Articles)

Shujing ZHOU, Fei WANG, Yancang LI

Engineering Vol.1 No.2, August 24, 2009

DOI: 10.4236/eng.2009.12012 6,046 Downloads 10,736 Views Citations
Monitor System for Protection Device Based on Embedded RTOS (Articles)

Yang WANG, Xianggen YIN, Zhe ZHANG

Journal of Electromagnetic Analysis and Applications Vol.1 No.4, December 31, 2009

DOI: 10.4236/jemaa.2009.14037 6,345 Downloads 10,727 Views Citations
Evolutive Neural Net Fuzzy Filtering: Basic Description (Articles)

Juan C. García Infante, J. Jesús Medel Juárez, Juan C. Sánchez García

Journal of Intelligent Learning Systems and Applications Vol.2 No.1, March 1, 2010

DOI: 10.4236/jilsa.2010.21002 5,497 Downloads 10,392 Views Citations
A Survey on Real-Time MAC Protocols in Wireless Sensor Networks (Articles)

Zheng Teng, Ki-Il Kim

Communications and Network Vol.2 No.2, May 31, 2010

DOI: 10.4236/cn.2010.22017 10,948 Downloads 22,407 Views Citations

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