Ladder Pricing Optimization - Articles - Scientific Research Publishing

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 1,214 Downloads 3,115 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
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 1,016 Downloads 2,618 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
Research on Pricing of Shanghai 50ETF Options Based on Fractal B-S Model and GARCH Model (Articles)

Wanting Hu

Modern Economy Vol.11 No.2, February 20, 2020

DOI: 10.4236/me.2020.112031 1,047 Downloads 2,596 Views Citations
An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating (Articles)

Calvin Tadmon, Eric Rostand Njike-Tchaptchet

Journal of Mathematical Finance Vol.10 No.2, May 21, 2020

DOI: 10.4236/jmf.2020.102019 775 Downloads 1,904 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 1,731 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 6,269 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 1,393 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
Effect of Transit Capacity onto Morning Commute Problem with Competitive Modes and Distributed Demand (Articles)

Hiroshi Shimamoto

Journal of Transportation Technologies Vol.12 No.1, January 10, 2022

DOI: 10.4236/jtts.2022.121005 285 Downloads 1,193 Views Citations
Swaption Pricing under Libor Market Model Using Monte-Carlo Method with Simulated Annealing Optimization (Articles)

Kennedy Munene Ondieki

Journal of Mathematical Finance Vol.12 No.2, May 31, 2022

DOI: 10.4236/jmf.2022.122024 363 Downloads 1,937 Views Citations

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