Option Pricing - Articles - Scientific Research Publishing

The Market Pricing of Information Risk: From the Perspective of the Generating and Utilizing of Information (Articles)

Xindong Zhang, Xin Li

Journal of Financial Risk Management Vol.3 No.4, December 15, 2014

DOI: 10.4236/jfrm.2014.34014 3,454 Downloads 4,909 Views Citations
A Three-Stage Stochastic Dynamic Pricing Game Model Affected by New Products into the Market (Articles)

Waka Cheung, Fang Chen

Open Journal of Statistics Vol.5 No.4, June 3, 2015

DOI: 10.4236/ojs.2015.54030 2,955 Downloads 4,049 Views Citations
On the Interconnectedness of Schrodinger and Black-Scholes Equation (Articles)

Ognjen Vukovic

Journal of Applied Mathematics and Physics Vol.3 No.9, September 8, 2015

DOI: 10.4236/jamp.2015.39137 3,042 Downloads 6,168 Views Citations
Multi-Energy Simulation of a Smart Grid with Optimal Local Demand and Supply Management (Articles)

Christian Kuschel, Harald Köstler, Ulrich Rüde

Smart Grid and Renewable Energy Vol.6 No.11, December 18, 2015

DOI: 10.4236/sgre.2015.611025 4,397 Downloads 5,950 Views Citations
The Cross-Section of Stock Returns: An Application of Fama-French Approach to Nepal (Articles)

Sabin Bikram Panta, Niranjan Phuyal, Rajesh Sharma, Gautam Vora

Modern Economy Vol.7 No.2, February 26, 2016

DOI: 10.4236/me.2016.72024 4,330 Downloads 8,254 Views Citations
A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility (Articles)

Wentao Zhou, Liuling Li

Journal of Mathematical Finance Vol.6 No.5, November 16, 2016

DOI: 10.4236/jmf.2016.65050 3,212 Downloads 7,882 Views Citations
The Effects of Altruism and Social Background in an Online-Based, Pay-What-You-Want Situation (Articles)

Hanna Peschla, Augustin Suessmair, Gerd Meier

American Journal of Industrial and Business Management Vol.7 No.3, March 31, 2017

DOI: 10.4236/ajibm.2017.73018 1,635 Downloads 3,655 Views Citations
Three Important Applications of Mathematics in Financial Mathematics (Articles)

Xiaogang Yang

American Journal of Industrial and Business Management Vol.7 No.9, September 25, 2017

DOI: 10.4236/ajibm.2017.79077 3,554 Downloads 81,752 Views Citations
Uncovering the Distribution of Option Implied Risk Aversion (Articles)

Maria Kyriacou, Jose Olmo, Marius Strittmatter

Journal of Mathematical Finance Vol.9 No.2, March 14, 2019

DOI: 10.4236/jmf.2019.92006 1,257 Downloads 2,942 Views Citations
Embedding Stochastic Correlation into the Pricing of FX Quanto Options under Stochastic Volatility Models (Articles)

Tommaso Pellegrino

Journal of Mathematical Finance Vol.9 No.3, August 22, 2019

DOI: 10.4236/jmf.2019.93025 1,022 Downloads 2,284 Views Citations
A General Framework of Optimal Investment (Articles)

Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93028 1,260 Downloads 3,252 Views Citations
Derivatives Pricing via Machine Learning (Articles)

Tingting Ye, Liangliang Zhang

Journal of Mathematical Finance Vol.9 No.3, August 27, 2019

DOI: 10.4236/jmf.2019.93029 1,870 Downloads 8,682 Views Citations
Valuation of Quanto Caps and Floors in a Calibrated Multi-Curve Cross-Currency LIBOR Market Model (Articles)

Charity Wamwea, Philip Ngare, Martin Le Doux Mbele Bidima, Susan Mwelu

Journal of Mathematical Finance Vol.9 No.4, October 30, 2019

DOI: 10.4236/jmf.2019.94036 1,106 Downloads 2,599 Views Citations
Study on Globalization of Shipping Stocks Pricing Based on a DC-MSV Model (Articles)

Yiping Yu

Modern Economy Vol.10 No.12, December 27, 2019

DOI: 10.4236/me.2019.1012149 529 Downloads 1,382 Views Citations
Basic Erosion and Profit Shifting (BEPS) (Articles)

Marco Lupi

Beijing Law Review Vol.11 No.1, January 22, 2020

DOI: 10.4236/blr.2020.111007 1,232 Downloads 3,388 Views Citations
Pricing Pseudo Contingencies on Motion Picture Assets under No Free Lunch with Vanishing Risk (Articles)

Sulaiman Sani, Sihle Precious Maseko, Qiniso Dlamini, Firdausi Adamu Abdullahi

Journal of Mathematical Finance Vol.10 No.4, October 14, 2020

DOI: 10.4236/jmf.2020.104032 503 Downloads 1,438 Views Citations
Thought Experiment: Marginal Cost versus John M. Clark’s Workable Competition Pricing (Articles)

Gerald Aranoff

Modern Economy Vol.11 No.11, November 17, 2020

DOI: 10.4236/me.2020.1111119 572 Downloads 1,780 Views Citations
Smart Network Price Policy for ISP Based on Traffic Prediction (Articles)

Tingya Su

Journal of Mathematical Finance Vol.11 No.1, February 4, 2021

DOI: 10.4236/jmf.2021.111001 654 Downloads 1,732 Views Citations
Business Continuity Management in a Time of Crisis: Emerging Trends for Commercial Banks in Zimbabwe during and Post the Covid-19 Global Crisis (Articles)

Taurai Muparadzi, Letwin Rodze

Open Journal of Business and Management Vol.9 No.3, May 21, 2021

DOI: 10.4236/ojbm.2021.93063 1,177 Downloads 6,270 Views Citations
Seeking for Passenger under Dynamic Prices: A Markov Decision Process Approach (Articles)

Qianrong Shen

Journal of Computer and Communications Vol.9 No.12, December 30, 2021

DOI: 10.4236/jcc.2021.912006 355 Downloads 1,356 Views Citations

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