Asset Pricing - Articles - Scientific Research Publishing

The Efficiency Research on Stock Index Derivatives in a Bear Market—The Evidences from Hangseng Index Derivatives Markets (Articles)

Jie Wei

Technology and Investment Vol.4 No.2, May 24, 2013

DOI: 10.4236/ti.2013.42012 5,220 Downloads 7,866 Views Citations
Climate Policies and Anti-Climate Policies (Articles)

Hugh Compston, Ian Bailey

Open Journal of Political Science Vol.3 No.4, October 25, 2013

DOI: 10.4236/ojps.2013.34021 5,469 Downloads 9,286 Views Citations
A Model Illustrating Consumer Inconstancy: Demand and Supply Sides (Articles)

Gerald Aranoff

Modern Economy Vol.4 No.12, December 13, 2013

DOI: 10.4236/me.2013.412088 3,433 Downloads 5,217 Views Citations
A Model of Room Rentals in a Seasonal Hotel Illustrating Monopolistic Competition (Articles)

Gerald Aranoff

Theoretical Economics Letters Vol.4 No.2, March 7, 2014

DOI: 10.4236/tel.2014.42021 4,592 Downloads 6,633 Views Citations
This article belongs to the Special Issue on Monopolistic Competition
Equivalent Martingale Measure in Asian Geometric Average Option Pricing (Articles)

Yonggang Zhu

Journal of Mathematical Finance Vol.4 No.4, August 28, 2014

DOI: 10.4236/jmf.2014.44027 5,125 Downloads 6,404 Views Citations
Explaining Perceived Inconsistencies in “Stated Preference” Valuations of Human Life (Articles)

Philip Thomas, Geoff Vaughan

American Journal of Industrial and Business Management Vol.4 No.9, September 11, 2014

DOI: 10.4236/ajibm.2014.49052 5,109 Downloads 6,419 Views Citations
Option Pricing with Markov Switching in Uncertainty Markets (Articles)

Guoshuai Wang, Dianli Zhao

Open Journal of Applied Sciences Vol.5 No.5, May 12, 2015

DOI: 10.4236/ojapps.2015.55019 2,874 Downloads 4,033 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 4,050 Views Citations
Research on the Protection of Vulnerable Groups in Water Pollution Conflicts Based on Binomial Tree Pricing Model (Articles)

Yanping Chen, Tiejun Cheng, Fengping Wu

Journal of Water Resource and Protection Vol.7 No.8, June 30, 2015

DOI: 10.4236/jwarp.2015.78054 3,001 Downloads 4,183 Views Citations
This article belongs to the Special Issue on Water Pollution and Control
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
Dynamic Option Pricing Model Based on the Realized-GARCH-NIG Approach (Articles)

Honglei Zhang, Yixiang Tian, Gaoxun Zhang

Open Journal of Social Sciences Vol.4 No.3, March 15, 2016

DOI: 10.4236/jss.2016.43011 2,586 Downloads 3,899 Views Citations
Calibration and Simulation of Arbitrage Effects in a Non-Equilibrium Quantum Black-Scholes Model by Using Semi-Classical Methods (Articles)

Mauricio Contreras, Rely Pellicer, Daniel Santiagos, Marcelo Villena

Journal of Mathematical Finance Vol.6 No.4, October 12, 2016

DOI: 10.4236/jmf.2016.64042 1,665 Downloads 3,135 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
Randomized Stopping Times and Early Exercise for American Derivatives in Dry Markets (Articles)

João Amaro de Matos, Ana Lacerda

Journal of Mathematical Finance Vol.6 No.5, November 18, 2016

DOI: 10.4236/jmf.2016.65057 1,534 Downloads 2,831 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 3,656 Views Citations
Analysis of Cross-Correlations in Emerging Markets Using Random Matrix Theory (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue, Chimezie Peters Nnanwa

Journal of Mathematical Finance Vol.7 No.2, May 16, 2017

DOI: 10.4236/jmf.2017.72015 1,956 Downloads 3,488 Views Citations
Option Pricing and Hedging for Discrete Time Regime-Switching Models (Articles)

Bruno Rémillard, Alexandre Hocquard, Hugo Lamarre, Nicolas Papageorgiou

Modern Economy Vol.8 No.8, August 4, 2017

DOI: 10.4236/me.2017.88070 1,592 Downloads 3,518 Views Citations
This article belongs to the Special Issue on Econometrics
A Linear Regression Approach for Determining Option Pricing for Currency-Rate Diffusion Model with Dependent Stochastic Volatility, Stochastic Interest Rate, and Return Processes (Articles)

Raj Jagannathan

Journal of Mathematical Finance Vol.8 No.1, February 28, 2018

DOI: 10.4236/jmf.2018.81013 1,215 Downloads 3,118 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 2,945 Views Citations
Systematic Stock Market Characterisation and Development: Perspectives from Random Matrix Theory, Option Pricing, Genetics, and Global Economics (Articles)

Patrick Oseloka Ezepue, Thomas Chinwe Urama, Mahmoud A. Taib Omar

Journal of Mathematical Finance Vol.9 No.2, April 8, 2019

DOI: 10.4236/jmf.2019.92007 1,018 Downloads 2,621 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 2,287 Views Citations

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