Black-Scholes Option Pricing - Articles - Scientific Research Publishing

A New Approach for Solving Boundary Value Problem in Partial Differential Equation Arising in Financial Market (Articles)

Fadugba Sunday Emmanuel, Emeka Helen Oluyemisi

Applied Mathematics Vol.7 No.9, May 26, 2016

DOI: 10.4236/am.2016.79075 2,075 Downloads 4,204 Views Citations
Valuation of European Call Options via the Fast Fourier Transform and the Improved Mellin Transform (Articles)

Sunday Emmanuel Fadugba, Chuma Raphael Nwozo

Journal of Mathematical Finance Vol.6 No.2, May 31, 2016

DOI: 10.4236/jmf.2016.62028 3,522 Downloads 6,090 Views Citations
Alternative Approach for the Solution of the Black-Scholes Partial Differential Equation for European Call Option (Articles)

Sunday Emmanuel Fadugba, Adedoyin Olayinka Ajayi

Open Access Library Journal Vol.2 No.4, April 17, 2015

DOI: 10.4236/oalib.1101466 3,146 Downloads 5,258 Views Citations
The Black-Scholes Merton Model
—Implications for the Option Delta and the Probability of Exercise (Articles)

Sunil K. Parameswaran, Sankarshan Basu

Theoretical Economics Letters Vol.10 No.6, December 25, 2020

DOI: 10.4236/tel.2020.106080 1,037 Downloads 4,852 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 6,169 Views Citations
Stochastic Ito-Calculus and Numerical Approximations for Asset Price Forecasting in the Nigerian Stock Market (Articles)

Thomas Chinwe Urama, Patrick Oseloka Ezepue

Journal of Mathematical Finance Vol.8 No.4, November 12, 2018

DOI: 10.4236/jmf.2018.84041 2,515 Downloads 4,791 Views Citations
This article belongs to the Special Issue on Stochastic Methods and Finance
Introducing the Power Series Method to Numerically Approximate Contingent Claim Partial Differential Equations (Articles)

Gerald W. Buetow, James Sochacki

Journal of Mathematical Finance Vol.9 No.4, October 25, 2019

DOI: 10.4236/jmf.2019.94031 1,234 Downloads 3,440 Views Citations
This article belongs to the Special Issue on Actuarial Science and Finance
The Valuation of Corruption (Articles)

Joseph Atta-Mensah

Journal of Mathematical Finance Vol.6 No.5, November 17, 2016

DOI: 10.4236/jmf.2016.65051 2,025 Downloads 5,626 Views Citations
Asset Pricing and Simulation Analysis Based on the New Mixture Gaussian Processes (Articles)

Bo Peng

Journal of Applied Mathematics and Physics Vol.11 No.8, August 24, 2023

DOI: 10.4236/jamp.2023.118153 203 Downloads 815 Views Citations
Generalized Option Betas (Articles)

Sven Husmann, Neda Todorova

Journal of Mathematical Finance Vol.3 No.3, August 8, 2013

DOI: 10.4236/jmf.2013.33035 5,868 Downloads 8,717 Views Citations
On Two Transform Methods for the Valuation of Contingent Claims (Articles)

Chuma Raphael Nwozo, Sunday Emmanuel Fadugba

Journal of Mathematical Finance Vol.5 No.2, March 30, 2015

DOI: 10.4236/jmf.2015.52009 4,082 Downloads 5,732 Views Citations
The Barone-Adesi Whaley Formula to Price American Options Revisited (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

Applied Mathematics Vol.6 No.2, February 13, 2015

DOI: 10.4236/am.2015.62036 8,420 Downloads 16,109 Views Citations
The Simulation of European Call Options’ Sensitivity Based on Black-Scholes Option Formula (Articles)

Yujie Cui, Baoli Yu

Journal of Mathematical Finance Vol.2 No.3, August 31, 2012

DOI: 10.4236/jmf.2012.23029 6,331 Downloads 10,995 Views Citations
Darboux Transformation in Quantum Black-Scholes Hamiltonian and Supersymmetry (Articles)

Jafar Sadeghi, Mohammad Rostami, Ahmad Pourdarvish, Behnam Pourhassan

Open Journal of Microphysics Vol.3 No.2, May 24, 2013

DOI: 10.4236/ojm.2013.32008 3,766 Downloads 7,216 Views Citations
Foreign Exchange Derivative Pricing with Stochastic Correlation (Articles)

Topilista Nabirye, Philip Ngare, Joseph Mungatu

Journal of Mathematical Finance Vol.6 No.5, November 23, 2016

DOI: 10.4236/jmf.2016.65059 1,842 Downloads 3,698 Views Citations
On the Location of a Free Boundary for American Options (Articles)

Ronald Katende, Diaraf Seck, Philip Ngare

Journal of Mathematical Finance Vol.6 No.5, November 24, 2016

DOI: 10.4236/jmf.2016.65062 2,095 Downloads 4,909 Views Citations
Study on Chinese Rural Drinking Water Option and Its Pricing (Articles)

Jian-Fei Leng, Lu Li

Journal of Financial Risk Management Vol.1 No.4, December 18, 2012

DOI: 10.4236/jfrm.2012.14010 4,456 Downloads 8,876 Views Citations
Some Explicit Formulae for the Hull and White Stochastic Volatility Model (Articles)

Lorella Fatone, Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli

International Journal of Modern Nonlinear Theory and Application Vol.2 No.1, March 13, 2013

DOI: 10.4236/ijmnta.2013.21003 6,999 Downloads 12,420 Views Citations
Endogenous Explanation for Random Fluctuation of Stock Price and Its Application: Based on the View of Repeated Game with Asymmetric Information (Articles)

Weicheng Xu, Tian Zhou, Di Peng

Journal of Applied Mathematics and Physics Vol.9 No.4, April 21, 2021

DOI: 10.4236/jamp.2021.94050 464 Downloads 1,381 Views Citations
An Option Valuation Formula for Stochastic Volatility Driven by GARCH Processes (Articles)

Zhongmin Qian, Xingcheng Xu

Journal of Mathematical Finance Vol.13 No.2, May 31, 2023

DOI: 10.4236/jmf.2023.132015 368 Downloads 1,697 Views Citations

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