Option Price - Articles - Scientific Research Publishing

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 1,393 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 961 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 1,563 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 130 Downloads 779 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 24 Downloads 198 Views Citations
Price-Setting Mixed Duopoly Models with Complementary Goods (Articles)

Kazuhiro Ohnishi

Modern Economy Vol.1 No.1, June 7, 2010

DOI: 10.4236/me.2010.11003 5,982 Downloads 10,332 Views Citations
A Modified Consumer Price Index (Articles)

Gonglin Yuan, Xiangrong Li

Modern Economy Vol.1 No.2, August 27, 2010

DOI: 10.4236/me.2010.12011 6,290 Downloads 11,236 Views Citations
An Analytical Optimal Strategy of the Forest Asset Dynamic Management under Stochastic Timber Price and Growth: A Portfolio Approach (Articles)

Jianwu Xiao, Wenxing Kang, Shaohua Yin, Hong Zhai

Low Carbon Economy Vol.1 No.1, October 22, 2010

DOI: 10.4236/lce.2010.11004 4,777 Downloads 9,938 Views Citations
Warrant Price Range Adjustment Based on Investor Sentiment (Articles)

Xianming Fang

Journal of Service Science and Management Vol.3 No.4, December 28, 2010

DOI: 10.4236/jssm.2010.34055 6,031 Downloads 9,881 Views Citations
Oil Price and Economic Growth in Small Pacific Island Countries (Articles)

T. K. Jayaraman, Evan Lau

Modern Economy Vol.2 No.2, May 17, 2011

DOI: 10.4236/me.2011.22020 7,171 Downloads 13,014 Views Citations
Joint Bidding under Capacity Constraints (Articles)

Beatriz De Otto-López

Applied Mathematics Vol.2 No.10, October 14, 2011

DOI: 10.4236/am.2011.210178 6,533 Downloads 10,186 Views Citations
The Impact of Adoption of Flexible Manufacturing Technology on Price Cost Margin of Malaysian Manufacturing Industry (Articles)

Don Ajith Rohana Dolage, Abu Bakar Sade

Technology and Investment Vol.3 No.1, February 24, 2012

DOI: 10.4236/ti.2012.31005 5,604 Downloads 10,110 Views Citations
The Social Determinants of Food Purchasing Practices: Who Chooses Price-before-Health, Taste-before-Price or Organic Foods in Australia? (Articles)

Paul R. Ward, Loreen Mamerow, Julie Henderson, Anne W. Taylor, Samantha B. Meyer, John Coveney

Food and Nutrition Sciences Vol.3 No.4, April 18, 2012

DOI: 10.4236/fns.2012.34066 8,433 Downloads 15,087 Views Citations
Analysis of the International Oil Price Fluctuations and Its Influencing Factors (Articles)

Lingyu Yan

American Journal of Industrial and Business Management Vol.2 No.2, April 26, 2012

DOI: 10.4236/ajibm.2012.22006 14,834 Downloads 26,811 Views Citations

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