Boundary Element Method; Black-Scholes Equation; Moving Boundary; Option Pricing; Barrier Option - Articles

Currency Derivatives Pricing for Markov-Modulated Merton Jump-Diffusion Spot Forex Rate (Articles)

Anatoliy Swishchuk, Maksym Tertychnyi, Winsor Hoang

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

DOI: 10.4236/jmf.2014.44024 3,616 Downloads 5,312 Views Citations
Pricing Study on Two Kinds of Power Options in Jump-Diffusion Models with Fractional Brownian Motion and Stochastic Rate (Articles)

Jin Li, Kaili Xiang, Chuanyi Luo

Applied Mathematics Vol.5 No.16, August 29, 2014

DOI: 10.4236/am.2014.516234 3,410 Downloads 4,494 Views Citations
Improved Variance Reduced Monte-Carlo Simulation of in-the-Money Options (Articles)

Armin Müller

Journal of Mathematical Finance Vol.6 No.3, August 2, 2016

DOI: 10.4236/jmf.2016.63029 2,222 Downloads 4,527 Views Citations
Impacts of Internal Financing on Investment Decisions by Managers with Cognition Biases (Articles)

Zhigang Liu, Congming Mu, Chunhui Wen

Journal of Mathematical Finance Vol.6 No.3, August 26, 2016

DOI: 10.4236/jmf.2016.63034 2,465 Downloads 3,880 Views Citations
Missed Prevention of Mother-to-Child Transmission of HIV (PMTCT) Visits and Associated Programmatic Predictors: A Pilot Study (Articles)

Augustine Ndaimani, Inam Chitsike, Clara Haruzivishe, Babill Stray-Pedersen

Advances in Infectious Diseases Vol.7 No.4, November 2, 2017

DOI: 10.4236/aid.2017.74011 1,336 Downloads 3,535 Views Citations
The Asian Option Pricing when Discrete Dividends Follow a Markov-Modulated Model (Articles)

Yingyi Fang, Huisheng Shu, Xiu Kan, Xin Zhang, Zhiwei Zheng

Open Journal of Statistics Vol.7 No.6, December 29, 2017

DOI: 10.4236/ojs.2017.76074 1,183 Downloads 3,401 Views Citations
The Call Option Pricing Based on Investment Strategy with Stochastic Interest Rate (Articles)

Xin Zhang, Huisheng Shu, Xiu Kan, Yingyi Fang, Zhiwei Zheng

Journal of Mathematical Finance Vol.8 No.1, January 29, 2018

DOI: 10.4236/jmf.2018.81004 1,566 Downloads 4,199 Views Citations
Outcome Evaluation of Early Implementation of Option B+ in Cameroon: A Prospective Cohort Observational Survey in the Northwest and Southwest Regions (Articles)

Pius Tih Muffih, Edouard Katayi Tshimwanga, Andrew Abutu, Lem Edith Abongwa, Jacques Chirac Awa, Pascal Nji Atanga, Felix Desembuin, Eveline Mboh Khan, Kuni Esther Bonje, Nshom Emmanuel, Ebeny Francois Temgbait Chimoun, Thomas Welty, Gladys Tayong Fosah, Jennifer Lim, Dana Duncan, Leah Petit, Gilbert Tene, Jembia Mosoko, Omotayo Bolu

World Journal of AIDS Vol.8 No.3, September 21, 2018

DOI: 10.4236/wja.2018.83008 1,020 Downloads 2,811 Views Citations
A Comparative Study of Support Vector Machine and Artificial Neural Network for Option Price Prediction (Articles)

Biplab Madhu, Md. Azizur Rahman, Arnab Mukherjee, Md. Zahidul Islam, Raju Roy, Lasker Ershad Ali

Journal of Computer and Communications Vol.9 No.5, May 28, 2021

DOI: 10.4236/jcc.2021.95006 841 Downloads 4,402 Views Citations
The Effect of Changes in Regulation and Technology on Capital Investments (Articles)

Vivian O. Okere, Wen Chen

Journal of Mathematical Finance Vol.11 No.2, May 31, 2021

DOI: 10.4236/jmf.2021.112019 398 Downloads 1,492 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 993 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 244 Downloads 995 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 131 Downloads 792 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 30 Downloads 218 Views Citations
An Optimization Problem of Boundary Type for Cooperative Hyperbolic Systems Involving Schrödinger Operator (Articles)

Ahlam Hasan Qamlo

Intelligent Control and Automation Vol.5 No.4, November 20, 2014

DOI: 10.4236/ica.2014.54028 2,786 Downloads 3,821 Views Citations
Solutions of Seventh Order Boundary Value Problems Using Ninth Degree Spline Functions and Comparison with Eighth Degree Spline Solutions (Articles)

Parcha Kalyani, Mihretu Nigatu Lemma

Journal of Applied Mathematics and Physics Vol.4 No.2, February 22, 2016

DOI: 10.4236/jamp.2016.42032 3,300 Downloads 5,207 Views Citations
A Method for Numerical Solution of Two Point Boundary Value Problems with Mixed Boundary Conditions (Articles)

Pramod Kumar Pandey

Open Access Library Journal Vol.1 No.6, September 2, 2014

DOI: 10.4236/oalib.1100565 1,931 Downloads 3,760 Views Citations
Transient Pressure Behavior of a Well Located between a Constant Pressure Boundary and a Sealing Fault (Articles)

R. Trabelsi, F. Boukadi, A. Seibi, D. Allen, F. Sebring, T. Mannon, H. Trabelsi

Natural Resources Vol.8 No.10, October 31, 2017

DOI: 10.4236/nr.2017.810041 1,078 Downloads 2,600 Views Citations
On the Coupled of NBEM and CFEM for an Anisotropic Quasilinear Problem in an Unbounded Domain with a Concave Angle (Articles)

Mingyue Tu, Baoqing Liu

American Journal of Computational Mathematics Vol.13 No.1, March 31, 2023

DOI: 10.4236/ajcm.2023.131009 189 Downloads 732 Views Citations
Influence Mechanism of Leading Customer-Oriented Boundary-Spanning Behavior on Employee Service Performance (Articles)

Abdoulaye H. Toure

American Journal of Industrial and Business Management Vol.13 No.11, November 22, 2023

DOI: 10.4236/ajibm.2023.1311067 349 Downloads 1,501 Views Citations

First <...181920 ...>Last

	[email protected]
	+86 18163351462 (WhatsApp)
	1655362766
	SCIRP WeChat

All	Title	Abstract	Keywords
DOI	Author	Journal	Affiliation
ISSN	Subject

	[email protected]
	+86 18163351462(WhatsApp)
	1655362766

	Paper Publishing WeChat

Browse Subjects

Publish with us

Home

About SCIRP

Service

Policies