Asset Pricing - Articles - Scientific Research Publishing

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 3,698 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 4,909 Views Citations
A General Closed Form Approximation Pricing Formula for Basket and Multi-Asset Spread Options (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.6 No.5, November 30, 2016

DOI: 10.4236/jmf.2016.65063 3,168 Downloads 7,243 Views Citations
Study of Informative Advertising Competition Model in Duopolistic Market with Relative Profit Object (Articles)

Jiao Lu

Journal of Service Science and Management Vol.10 No.2, April 13, 2017

DOI: 10.4236/jssm.2017.102009 1,530 Downloads 3,067 Views Citations
A Comparison Study of ADI and LOD Methods on Option Pricing Models (Articles)

Neda Bagheri, Hassan Karnameh Haghighi

Journal of Mathematical Finance Vol.7 No.2, May 15, 2017

DOI: 10.4236/jmf.2017.72014 1,697 Downloads 3,048 Views Citations
This article belongs to the Special Issue on Option Pricing
Application of Fast N-Body Algorithm to Option Pricing under CGMY Model (Articles)

Takayuki Sakuma

Journal of Mathematical Finance Vol.7 No.2, May 19, 2017

DOI: 10.4236/jmf.2017.72016 1,666 Downloads 3,159 Views Citations
This article belongs to the Special Issue on Option Pricing
Nonparametric Model Calibration for Derivatives (Articles)

Frédéric Abergel, Rémy Tachet des Combes, Riadh Zaatour

Journal of Mathematical Finance Vol.7 No.3, July 13, 2017

DOI: 10.4236/jmf.2017.73030 1,283 Downloads 2,716 Views Citations
Globalization: Alternative Pricing in a Peak-Load Pricing Model (Articles)

Gerald Aranoff

Modern Economy Vol.8 No.7, July 19, 2017

DOI: 10.4236/me.2017.87062 1,223 Downloads 2,350 Views Citations
This article belongs to the Special Issue on International Economics and Trade
A Brief Analysis of the New Trend of International Tax Planning—TESCM (Articles)

Xianping Yuan, Xiaomei Ma

Open Journal of Social Sciences Vol.6 No.2, February 9, 2018

DOI: 10.4236/jss.2018.62005 1,895 Downloads 3,836 Views Citations
Research on Relationship between “Direct Investment + Sponsor” Mode and IPO Pricing Efficiency (Articles)

Yuanzhi Chen, Qixin Wang

Modern Economy Vol.9 No.2, February 11, 2018

DOI: 10.4236/me.2018.92017 886 Downloads 1,976 Views Citations
The Optimal Monthly Strategy Pricing of Free-Floating Bike Sharing Platform (Articles)

Xi Cheng, Yang Gao

Modern Economy Vol.9 No.2, February 27, 2018

DOI: 10.4236/me.2018.92021 1,477 Downloads 3,958 Views Citations
This article belongs to the Special Issue on Transport Economics & Policy
Decision-Making in Dual-Channel Green Supply Chain Considering Market Structure (Articles)

Yong-Mei Xu, Ping Zhang

Journal of Service Science and Management Vol.11 No.1, February 28, 2018

DOI: 10.4236/jssm.2018.111011 1,245 Downloads 2,779 Views Citations
Robust Capacity Control in Revenue Management: A Literature Review (Articles)

Zheyu Jiang

Open Journal of Business and Management Vol.6 No.2, April 30, 2018

DOI: 10.4236/ojbm.2018.62037 1,019 Downloads 3,211 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 1,118 Downloads 4,815 Views Citations
The Electricity Market Structure in Greece and the Paradox of Renewable Energy Sources (Articles)

Ilias G. Doulos, Nikolas M. Katsoulakos, Dimitris C. Kaliampakos

Journal of Power and Energy Engineering Vol.7 No.4, April 26, 2019

DOI: 10.4236/jpee.2019.74001 1,341 Downloads 3,591 Views Citations
A Full Asymptotic Series of European Call Option Prices in the SABR Model with Beta = 1 (Articles)

Z. Guo, H. Schellhorn

Applied Mathematics Vol.10 No.6, June 28, 2019

DOI: 10.4236/am.2019.106034 813 Downloads 2,030 Views Citations
This article belongs to the Special Issue on Stochastic Process and Stochastic Calculus
Pricing European Option When the Stock Price Process Is Being Driven by Geometric Brownian Motion (Articles)

Kebareng I. Moalosi-Court

Open Access Library Journal Vol.6 No.8, August 2, 2019

DOI: 10.4236/oalib.1105568 330 Downloads 1,462 Views Citations
Study on Loan Pricing Model of Commercial Banks Based on Artificial Neural Network (Articles)

Ming Zhang, Xinghua Liu, Yi Liu

Journal of Mathematical Finance Vol.9 No.4, October 25, 2019

DOI: 10.4236/jmf.2019.94033 1,332 Downloads 6,681 Views Citations
A Literature Review of Old Products Recycling and Trade-In (Articles)

Huayi Li

American Journal of Industrial and Business Management Vol.9 No.11, November 8, 2019

DOI: 10.4236/ajibm.2019.911128 784 Downloads 4,187 Views Citations
A New Binomial Tree Method for European Options under the Jump Diffusion Model (Articles)

Lingkang Zhu, Xiu Kan, Huisheng Shu, Zifeng Wang

Journal of Applied Mathematics and Physics Vol.7 No.12, December 9, 2019

DOI: 10.4236/jamp.2019.712211 1,019 Downloads 2,589 Views Citations

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