Pricing Strategy - Articles - Scientific Research Publishing

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 3,041 Downloads 6,167 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
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 2,582 Downloads 3,893 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 1,659 Downloads 3,127 Views Citations
This article belongs to the Special Issue on Portfolio Theory and Risk Management
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 7,881 Views Citations
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 1,532 Downloads 2,829 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
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 3,486 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 3,516 Views Citations
This article belongs to the Special Issue on Econometrics
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
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 3,251 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 8,681 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 528 Downloads 1,380 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 3,387 Views Citations

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